Trading advisers and robots - ***or is there somewhere magical?)) - page 7

 
Vladimir Baskakov:
You're pissing everyone off with your league. You haven't found a single follower in two years.

I don't need them. The league is an indicator. It's a very good indicator. I don't know what you expect it to do.

 
Georgiy Merts:

The analogy is incorrect. A coin flip is a random event. Fulfilment of the rules of the TS is non-random.

if the system is wrong, its equity is gsb (that's if you don't count the spread)

and on the gsb there are rising periods and there are falling periods.

You call the rising periods of gsb "the system works", and you call the falling periods of gsb "the system doesn't work".

 
Georgiy Merts:

I don't need them. The league is an indicator. And a very good indicator. And what you expect from it is unclear to me.

If you claim to have systems that respond to different market periods, and you change them to suit different market periods,
then show me the total equity of such a trade over a year.

 
MrBobr1:

All true to form. And it's not a fact that you can get there. On top of that, there are a lot of mistakes and falls and lost accounts.

Of all the people who will spend 10 years studying the market, probably only 5% will succeed.

 
danminin:

If you claim to have systems that respond to different market periods, and you change them to suit different market periods,
then show me the total equity of such a trade over a year.

My choice of systems is still intuitive and, understandably, there are no results. I am not losing money, but I am not earning either. However, I have been trading for more than a year, and since 2016 I am already in my fifth year. Which, in my opinion, is already good (given the intuitiveness).

 
Georgiy Merts:

I don't need them. The league is an indicator. And a very good indicator. And what you expect from it is unclear to me.

if we take the equity of a trading system that goes up and down,
how can we tell if it's a random wandering chart? or is it a system that goes up and down?


the market has certain characteristics now...
who told you that the market tends to maintain these characteristics over time?
Maybe it has the ability to change its characteristics drastically?

And just when you've fixed a market condition and bet that it will continue, it abruptly changes.

 
Georgiy Merts:

My choice of systems is still intuitive and, understandably, there are no results. I am not losing money, but I am not earning either. However, I have been trading for more than a year, and since 2016 I am already in my fifth year. Which, in my opinion, is already good (given the intuitiveness).

If you take 1000 systems and optimise them over the last month, purely by chance some of them will show a good result.
purely by theoretical reasoning.
And if you take 1,000 systems that will randomly open trades and optimise them over a month, then one of them will also show a good result.

How do you know that any of your systems can work for any market period?
For a trader, the outcome of each trade is like the flip of a coin.

instead of 100 of your systems, take 100 systems that open trades randomly. either 30 pips up or 30 pips down.
Optimise at the end of each month as you do it.
Don't worry, they may have even better results than yours.

Georgiy Merts:

My choice of systems is still intuitive, and, understandably, there are no results. I am not losing, but I am not gaining either. But, trading is not a year, but since 2016, it's already the fifth year. Which, in my opinion, is already good (given the intuitiveness).

Then show me a five-year equity chart.

 
danminin:

If you take 1000 systems and optimise them over the last month, purely by chance some of them will show a good result.
purely by theoretical reasoning.
and if you take 1000 systems that will randomly open trades and optimise them over a month - then some of them will also show a good result.

How do you know that any of your systems can work for any market period?
If it can't work for any period of the market, then the result of each trade will be a fluke.

then show me a graph of equity over 5 years.

I've asked a hundred times to do monitoring, he's throwing denials.
 
Georgiy Merts:

My choice of systems is still intuitive and, understandably, there are no results. I am not losing money, but I am not earning either. However, I have been trading for more than a year, and since 2016 I am already in my fifth year. Which, in my view, is already a good thing (given the intuitiveness).

Or write an EA, which once a month optimises hundreds of your systems and chooses the best one out of them, and trades on it for a month.

and run this EA in the tester for 5 years.

And then you will know whether such an approach is working or not.

 
danminin:

Or write an EA that once a month optimizes hundreds of your systems and picks the best one out of them and trades on it for a month.

and run this EA in the tester for 5 years.

and then you will know whether such an approach is working or not.

Isn't it easy to write such an advisor? No~. This is a matter of aerobatics.

Reason: