The most banal trading strategy

 

Dear forum members, we have all become convinced that the market is mainly ruled by chance. The search for patterns has not yet led to variable success, again due to the interference of chance.

Let's try to find out the potential of possible success and depths of abyss in case of failure of the most incredible trivial strategies, one of which is to stupidly open N buy and sell positions simultaneously on different TFs with the same or different TP and SL, as well as the initial deposit D.

On the history we should try to optimize N, TF, TP and SL, D. Perhaps many traders have already tried to analyze this strategy, then we will ask them to share their opinions. Who has tried this strategy in practice?

 
Yousufkhodja Sultonov:
Dear forum members, we have all become convinced that the market is mainly ruled by chance. The search for patterns has not yet led us to a variable success, again due to randomness interference. Let's try to find out the potential of possible success and depth of abyss in case of failure of the most improbable banal strategy, one of which is to stupidly open N buy and sell positions simultaneously in different TFs with the same or different TP and SL, as well as the initial deposit D. We should try to optimize N, TF, TP and SL, D. Perhaps many have tried to analyze this strategy and ask them to share their opinions. Who tried this strategy in practice?

There is no need to talk about everyone. If someone is convinced of this kind of delusion, it is their own right.

I have not and am not going to. But people have been trying it for years. They sink and then try again.)

 
Boris Gulikov:

There is no need to talk about everyone. If someone is convinced of such a delusion, that is their own right.

I have not tried it and am not going to. But people have been trying it for years. They get dumped and then try again ))

I realise I will incur the wrath and bewilderment of many participants, but I would like to consider the potential of this delusion, as you put it, comprehensively. For example, start to work with only 2 orders. Even in this case, there are options - to allow the EA to place buy and sell orders in random order. If you have not dealt with these options and you are not going to try them, it does not mean that anyone will want to investigate all of them thoroughly. We ask those who have dealt with this problem to post their results, if you don't mind.

 
Fast528:

it is inherently wrong to try and beat big feet with small wins, i.e. over-sitting

It is possible to try the same stops. Do you have any concrete research results on history or do you also have only assumptions and a belief in the absolute stupidity of this idea?

 
Yousufkhodja Sultonov:

It is possible to try the same footings. Are there any concrete results from history or do you also have only assumptions and a belief in the absolute stupidity of this idea?

You have already proved it to yourself on your pam

Look at Oleg avtomat's thread. He's talking about accidental wandering.

why do the research if it is already clear that the trade is baseless (like a coin)

 
Fast528:

You've already proved that to yourself on your pam

Check out Oleg avtomat's thread there about random wandering.

Yes, I am convinced that this strategy, at least, does not lead to large losses. The trade spins with zero results for a year. But, that's with one set of parameters mentioned above. Real trading at zero for a year can hide the options for profitable trading in case of a different combination of parameters. This is what it is all about. First you need to learn how to trade at zero for a long period of time, then, gradually move in the right direction.

 
Fast528:

You've already proved that to yourself on your pam

look at Oleg avtomat's thread there about random walks

Why do you need to do research if it is clear that the trade is unreasonable (like a coin)?

Do you have any results, at least on a demo account or can you advise a ready-made Expert Advisor from Kodobase that implements this process on history with a possibility of changing all parameters in a wide range?

 
Yousufkhodja Sultonov:

Any results, at least on a demo account, or can you advise a ready-made Expert Advisor from Kodobase that performs this process on the history with the ability to change all the parameters over a wide range?

Here's my demo was https://www.mql5.com/ru/forum/243444

I don't test EAs from Kodobase, I only use drawings and functions
Мультивалютные Эксперты 5-21 пара
Мультивалютные Эксперты 5-21 пара
  • 2018.05.08
  • www.mql5.com
Есть ли жизнь таким системам в Сигналы и Маркет? Имеется ввиду частота торговли, маржа и т.д...
 
Yousufkhodja Sultonov:

It is possible to try the same footings. Do you have any concrete results on history or do you also have only assumptions and a belief in the absolute stupidity of this idea?

Test and verify:

New Random

Trade on the basis of a random number generator or in one of the sequences: BUY - SELL - BUY or SELL - BUY - SELL. At first glance, the sequences 'BUY - SELL - BUY' and 'SELL - BUY - SELL' seem to be the same, but in fact, an interesting point is considered here - does the type of the first position opened matter? By choosing the parameter 'Sequence BUY - SELL - BUY' or 'Sequence SELL - BUY - SELL', you can see for yourself, how the evolution of events will be, if the first opened position is BUY or SELL at one and the same time. Input parameters Random type - type of random position opening; Minimal lots count - number of minimum lots (volume of position to be opened); Stop Loss (in pips) - stop loss; Take Profit (in pips) - take profit.

CodeBase | 2017.08.14 12:50 |Vladimir Karputov| EAs | MetaTrader 5

 
Yousufkhodja Sultonov:

Let's try to find out the potential for possible success and the depth of the abyss, in case of failure, of the most incredible trivial strategies, one of which is to stupidly open N buy and sell positions simultaneously on different TFs with the same or different TP and SL, as well as the initial deposit D.

timeframes are not necessary at all. they are not about this :-)

opening 2 positions simultaneously Buy1,Sell2 equals giving away the spread + placing 2 pending positions. And if TP1=SL2 and SL1=TP2 then also without pauses.

 
Yousufkhodja Sultonov:

Dear forum members, we have all become convinced that the market is mainly ruled by chance. The search for patterns has not yet led to variable success, again due to the interference of chance.

Let's try to find out the potential of possible success and depths of abyss in case of failure of the most incredible trivial strategies, one of which is to stupidly open N buy and sell positions simultaneously on different TFs with the same or different TP and SL, as well as the initial deposit D.

On the history we should try to optimize N, TF, TP and SL, D. Perhaps many traders have already tried to analyze this strategy, then we will ask them to share their opinions. Who has tried such a strategy in practice?

If positions are opened randomly on the same instrument, it will not depend on the timeframe.

Opening simultaneous positions in different directions with the same volume will mean that there are no positions, but you have already paid spread, commission and will pay swap if the positions are carried over to the next day.

Mathematically, if we disregard commission, spread, swap, then opening positions randomly with random stops and takeprofits will result in 0, with the number of positions tending to infinity. But in our case (with spreads, commission, and swaps) the result will tend to minus infinity.

Correspondingly, the broker's result tends to the plus infinity, and on this he earns.

Совершение сделок - Торговые операции - MetaTrader 5
Совершение сделок - Торговые операции - MetaTrader 5
  • www.metatrader5.com
Торговая деятельность в платформе связана с формированием и отсылкой рыночных и отложенных ордеров для исполнения брокером, а также с управлением текущими позициями путем их модификации или закрытия. Платформа позволяет удобно просматривать торговую историю на счете, настраивать оповещения о событиях на рынке и многое другое. Открытие позиций...
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