Has anyone created a successful automated trading system? What is your advice? - page 26

 
Anatolyi Peretiazhko #:

classic of the genre. just like a textbook... cut the losses short, let the profits flow)

Glass down by gravity?

Textbook physics...

 
Dmytryi Nazarchuk #:

Glass down by gravity?

Just like a physics textbook...

What kind of "down" if his funds went upwards?

 

I kind of found the MACD setting (expert from the terminal) together with PIVOT (I added a filter to the MACD expert)

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- But for some reason, it kicked out ( stop out occurred on 1% of testing interval)

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prostotrader #:

The calendar spread implies that both 'legs' must contain an equal number of contracts so that there is no

distortions. There may be a temporary skew in the VM on illiquid instruments, but in the end the profit is not the difference in leg contracts, but the difference in spreads.

in the end the profit is not the difference in contracts of the legs, but the difference in spreads at entry and exit,

which constitutes the profit.

There are no Grails and there can be none! There is a profit margin that suits you or not.

In most cases on the Derivatives and Stock markets, the rate of return can be calculated.

For more details on all the TC there are on the Internet, but how to modify (improve) and how to trade, decide for yourself.

Added

For example in the Forex market the difference between CS on the one hand and CS on the other hand.

My first and foremost trading strategy is to try and modify (improve) it as you decide.

My top priority TS is classic arbitrage. Because the risks in this TS are 0%,

And the volume of funds several times greater than the capabilities of a single derivatives market.

Even with "frontal" use of this TS the rate of profit is higher than bank deposits.

For example, right now, IRAO will give 10.28% annual return.

Added by

And in general, Alexey, you remind me of the hero of this cartoon:


That's the problem crosses solve. Reconsider your logic and matchmaking.
 
SanAlex #:

I kind of found the MACD setting (expert from the terminal) together with PIVOT (I added a filter to the MACD expert)

- But for some reason, it kicked out ( stop out occurred on 1% of testing interval)


This MACD sampler is an unrecognized grail lying underfoot)) When mastering the MT5 tester, it ran it, so it almost on all symbols, with default settings, it fucking profits)))
 
SanAlex #:

I kind of found the MACD setting (expert from the terminal) together with PIVOT (I added a filter to the MACD expert)

- but for some reason I got hit by ( stop out occurred on 1% of testing interval)

I have a lot of such Expert Advisors, and the nice charts are not from the Strategy Tester, but from a demo account.

The problem is the stability. In my experience, if there are many Expert Advisors, their stability follows the 20/80 rule - only every fifth system demonstrates some stability and continues working the way it did for some time. The rest are unstable and very quickly lose what they have earned.

The task is to determine stability with some, high enough, probability. If such a methodology is obtained - one can hope for sustainable profits with many systems.

 
Georgiy Merts #:

I have a bunch of these experts, and the charts are not from a tester, but from a demo account.

The problem is stability. In my experience, if there are many Expert Advisors, their stability follows the 20/80 rule - only every fifth system demonstrates some stability and continues working the way it did for some time. The rest are unstable and very quickly lose what they have earned.

The task is to determine stability with some, sufficiently high, probability. If such a methodology is obtained - one can hope for sustainable profits with many systems.

I am not bragging about the expert - I am looking for an opportunity to get results from the expert. -I am sharing with everyone what I have come up with so far.

I think you can play with this further - to find ways to function, to fix profits in time.

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Most likely the best feature is profit taking . It is to close on total profits (both negative and positive profits will be closed)

sinput group "----------------- Balans Parameters ----------------------------------------------"
input double InpTargetProfit    = 1000000;           // Balance + Profit(add to balance)
input double InpTargetLoss      = 0;                 // Balance - Loss(subtract from the balance)
   PROFIT_EQUITY=AccountInfoDouble(ACCOUNT_EQUITY);
//---
   if(PROFIT_EQUITY<=InpTargetLoss || PROFIT_EQUITY>=InpTargetProfit)
     {
      if(!CheckForCloseBuys(symbol))
         return(true);
      if(!CheckForCloseSells(symbol))
         return(true);
      CloseAll();
      ExpertRemove();
      PlaySound("expert.wav");
     }
//---

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MACD signal and Pivot filter

GBPJPYM3

 
SanAlex #:

I'm not bragging about an expert - I'm looking for an opportunity from an expert to get results. -and I share with everyone what I have come up with so far.

I think you can play on from that - find ways to function, fix profits in time.

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Most likely the best feature is profit taking . This is to close on total profits (both negative and positive profits will be closed)

So I am doing the same thing, and sharing my experience. Even the simplest systems - can be in profit for months (!!!). But this is only when they are lucky. And on average - the rule of 20/80. And it is necessary to develop a criterion for determining the stability of the system. In order to select the 20.

There is no need to improve systems - they are already normal. We must determine with a good probability - whether the system will work for some time yet, or whether it will immediately start to fail. This is where the main effort should be directed.

 
Georgiy Merts #:

So I do the same thing, and share my experience. Even the simplest systems can be in profit for months (!!!). But that's only when you're lucky. And on average - the rule of 20/80. And it is necessary to develop a criterion for determining the stability of the system. In order to select the 20.

There is no need to improve systems - they are already normal. We must determine with a good probability - whether the system will work for some time yet, or whether it will immediately start to fail. This is where the main effort should be directed.

-80% of your account, that's the main indicator of your system. And you keep sharing it with incredible persistence. After 0, will you continue?
 
Georgiy Merts #:

Especially for moron clowns I repeat - the STABILITY QUESTION is NOT SOLVED. And just this kind of slump shows it well.

I see, bro.

Reason: