Creating a trading robot - page 17

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Sixteen pages and no formalised strategy yet.

The crab and the pike.

You can't do that, gentlemen. You have to vote for some kind of strategy. Then discuss the strategy (cite possible situations on a few characters) and the like...

 
Oleg Papkov:

Overlaying the inverted, MathAbs(100 - RSI(14)) on the 'correct' RSI(14) is an option for the strategy. No?

A variation of Sultonov-Steil, when the movement is greater than the period and volatility dances, then the indicator has an op-opaque momentum.

 
Vladimir Karputov:

Sixteen pages and no formalised strategy yet.

The crab and the pike.

You can't do this, gentlemen. You have to vote for some kind of strategy. Then discuss the strategy (cite possible situations on a few characters) and the like...

The only right choice for most sober traders is the TRENDS strategies and techniques!!!

 
aleger:

The only right choice for most sober traders is TRENDSHIP strategies and techniques!!!

It's also good to understand what that means. What is "trend following"?

 
Vladimir Karputov:

Sixteen pages and no formalised strategy so far.

The crab and the pike.

You can't do that, gentlemen. You have to vote for some kind of strategy. Then discuss the strategy (cite possible situations on several symbols) and so on...

It is very difficult to listen to another trader, and even more difficult to try to understand him, when you think, what a great strategy I have, I just need to solve one question and the money will go itself, etc.

 
Georgiy Merts:

It would also be good to understand what this means. What is "trend following"?

Don't you know yet? It's a Zig-Zag on the M1 :)

 
Georgiy Merts:

It is also good to understand what this means. What is "trend following"?

You know all this very well. The trader has no possibility to make a direct speculative profit on Forex. The necessary (possible, potential) profit, the yield can be obtained only at the difference between "buy" and "sell" prices in the corresponding moments of time. For this purpose it is necessary to accurately track their changing (growth and decrease, balance and imbalance) of the current operations during ascending and descending trends. In this case, quite an acceptable model of price changes in Forex (with slight modification) is a well-known indicator ZigZag, which is easy enough to obtain the data needed to solve the problem. Line reversals ("false reversals") incriminated to it do not have a significant importance.

 
Trend following means trend following. All right, let it be Zigzag, I do not mind.
1. we will consider a trend to be a price movement within one ZigZag knee of 1000 points (at your discretion). Parameters should be chosen accordingly (to your taste). We will indicate a trend: 1 - more than 1000 points up to the end of the current knee or the current knee is ending downwards not more than 200 points, and the next knee has the size from 1000 points; -1 - downwards movement, all opposite to the previous one; 0 - no trend, which does not fit into the previous conditions. This is something we should learn.
2) We will also analyze the market condition using the ZigZag indicator, as desired by workers. We will take several bends: their height (points), how many bars they use, ratios, differences of neighboring bends and whatever else we want. We may use several Zigzags with different parameters.
3. Preparation of data for training of the model on trend forecasting. Form a text file, it will be lines with patterns for training, each line will contain data from step 2 and step 1 (numbers -1, 0, 1), time can be added for further verification of the correctness of all operations performed. The data from step 1 should be saved as they are in the history. The data from step 2, you should only take through the strategy tester, it will eliminate the influence of re-rendering on the result! From every bar the data should not be taken, do skip from 1/2 average number of bars for the Zigzag knee from step 1. You can adjust the number of bars, so that the number of each of the numbers from step 1 (-1,0,1) is approximately similar.
4. train the model using Yandex's Catboost algorithm, we need classification, Logloss metric will do. Don't forget to divide the set of lines into training and testing ones, and a test sample can also be used for testing the method.
5. If everything is satisfactory, integrate the model in the Expert Advisor. We attach some strategy to the trend forecast.
6. Test it, check it, then according to the situation.

This is a rough plan without getting into various minor details.
 
aleger:

You know all this very well. The trader has no opportunity to make a direct speculative profit on Forex. The necessary profit (possible, potential) can be obtained only on the difference of "buy" and "sell" prices in the corresponding moments of time. For this purpose it is necessary to accurately track their changing (growth and decrease, balance and imbalance) of the current operations during ascending and descending trends. In this case, quite an acceptable model of price changes in Forex (with slight modification) is a well-known indicator ZigZag, which is easy enough to obtain the data needed to solve the problem. Its "false reversals" are not very important.

Erm... So, the "trend following one" is the one that "follows the price changes"? Well, then practically any TS follows the price changes and it is a "trend follower". The only exceptions are "purely temporary" TS, the essence of which is to open at a certain moment in time, and close after a certain time interval, without looking at the price. The vast majority, almost all TS are "trend following".

But I don't see many people getting rich with their own TS...

 
Aliaksandr Hryshyn:
Trend following means trend following. Fine, let it be Zigzag, I don't mind.

1....

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6. Test it, check it, and then it's up to the situation.


This is an approximate plan without going into various small nuances.

Who will do all this? Where is the project? Or at least a code sketch ?

A swan, a crab and a pike (c)

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