How do you improve signal reliability by all five? - page 6

 
Georgiy Merts:

Moreover, there is a typical "black swan" problem here - if we don't have a single losing trade - then the recovers will equal infinity, but that does not mean that the TS is good. "Reversers" guarantee it.

I've always wondered why people who have never managed to develop such a strategy are so enthusiastic about break-even trading...?
 
Serqey Nikitin:
The martingale system is a typical "break-even" system ... Why do you think about break-even trading, when you've never managed to develop such a strategy ...?

Hi... Martingale is a typical "break-even" system. Until the first unguessable trend against us... What else is there to develop?

I have TS League - on each symbol are two systems of reverse trailing (that's when we do not put a SL, put only TP, and its with each bar pulled up to the price) - the same thing. We can get dozens of profitable deals in a row! Until we run into one unprofitable one, which kills half of the deposit...

 
Georgiy Merts:

Hi... Martingale is a typical "break-even" system. Until the first unguessable trend against us... What else is there to develop?

I have in League TS - on each symbol are two systems of reverse trailing (this is when we do not put SL, put only TP, and its with each bar pull up to the price) - the same thing. We can get dozens of profitable deals in a row! Until we run into one unprofitable one, which kills half of the deposit...

For information: break-even TS - from the word "no loss", ie, not a single losing trade.

The rest of the TS can be Profitable or PROFIT, ie profit at the end of a certain period, such as one month ...

This is for those who understand Russian...

 
Yousufkhodja Sultonov:

I think the most important criterion for reliability is the Recovery Factor - the ratio of net profit to maximum drawdown.

I kept it at 0 for three years.

good or bad?

 
Serqey Nikitin:

For the record, a break-even TS is from "no loss", i.e. not a single losing trade.

The rest of the TS can be PROFIT or PROFIT, i.e. profit at the end of a certain period, for example, one month...

This is for those who understand Russian...

Well, that's what I mean - a martingale does not produce a single losing trade... Unless it runs into a trend "against the grain".

 
Mickey Moose:

I kept it at 0 for three years.

good or bad?

Bad, of course. zero recuperation means that you have had no profit.

 
Georgiy Merts:

Badly, of course, zero recuperation means you have had no profits.

so did the losses.

 
Georgiy Merts:

Moreover, there is a typical "black swan" problem here - if we do not have a single losing trade - then recovers will equal infinity, but that does not mean that the TS is good. "Reversers" guarantee it.

What the hell is a recovery? Is there really no Russian equivalent of this word?

 
Mickey Moose:

I kept it at 0 for three years.

Good or bad?

It was you who didn't keep it at zero, but failed to calculate the FS. Were you unable to determine the maximum drawdown? I don't believe in trading without drawdown.

 
Alexander Sevastyanov:

FS is a very important indicator, but the evenness of profit distribution over time is also very important. Otherwise, an account with a balance/equity chart like this could technically be in 1st place because it has infinite FS.


I do not believe in the TS without drawdown, when you open the first position, the account is always in drawdown, further - more. Therefore, FS can never be infinite.

Reason: