How is the viability of a trade idea determined? - page 10

 
Oleg Remizov:


Almost all traders try to test systems on as accurate quotes as possible.

I've been tuning strategies with the same settings for different pairs for a long time ( ten years)...

The advantage of this approach is that the question of "fitting to the history"... which is very worrying for beginners...

 
Petros Shatakhtsyan:

There is no such thing as a break-even strategy !

You're not related to Baron Munchausen by any chance :)

You searched, but you didn't find it. Apparently, in the way you've been going, "there are nobreak-even strategies". And that's why you're claiming there are none at all?

That just shows that they don't exist in your mind, in your brain, in your head.

 
Олег avtomat:

You've looked, but you haven't found it. Apparently, on the path you followed, "there is no such thing as abreak-even strategy". And that's why you're claiming they don't exist at all?

That's just an indication that they don't exist in your mind, in your brain, in your head.

In my brain, break-even is closely associated with large drawdowns. But I admit that there are individuals (individual minds), who can enter the market so precisely, that break-even results are combined harmoniously with a small drawdown. At least the laws of nature do not exclude such a possibility).

Совершение сделок - Торговые операции - Справка по MetaTrader 5
Совершение сделок - Торговые операции - Справка по 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...
 
Oleg Remizov:

I wonder if, purely theoretically, it is realistic to design a system that is capable of running on an entirely arbitrary graph. Probably, mathematicians must have an answer to such a question.

Almost all traders try to test systems on quotes that are as accurate as possible. Has anyone has tried to deliberately generate an extremely inconvenient for the system chart and make it hang around zero on it?

1) You cannot make a system that works (earns) on an arbitrary chart. You can discuss for a long time, but our dreams are opposed by the inexorable laws.

2) the quotes accuracy is important for fast and/or small transactions. If the time of holding is more than 10-15 minutes, then plus or minus half a spread is OK. In reality, it will be something like this and this inaccuracy should be specified during testing
. Everybody is not so much concerned with accuracy but with accuracy/priority of the other side - minimum "spikes", a decent spread, invariable history, speed and clarity of execution.

3) Ultra-uncomfortable for any system chart generates a uniform random() . In order for the TS to work it must exploit patterns, and when there are none at all, then in the limit it plummets at the "speed" of the spread.

 

It is interesting that everyone knows how to talk "beautifully", but no one has at least one signal on a real account.

Show us your break-even real trading. Whoever shows you will get $10 to their WebMoney wallet :)

 
Petros Shatakhtsyan:

It is interesting that everyone knows how to talk "beautifully", but no one has at least one signal on a real account.

Show us your break-even real trading. Who can show you will get $10 for your WebMoney purse :)

It is not right to ask. You have to add the time interval. (Suppose the breakeven trade during the week may show many))).

 
khorosh:

You are not asking correctly. It is necessary to add the time interval. (For example, many traders are able to show a lossless trade within a week))).

I hope it is clear to everyone. It is possible to make several months without losses. For example, I have had many cases when all trades closed with profit 200 times in a row.

But this is pure chance. If you want to trade normally with a small maximum drawdown, you cannot trade without losses.

 
Petros Shatakhtsyan:

I hope that is clear to everyone. It is possible to go several months without a loss. For example, I have had many occasions when all my trades have closed with a profit 200 times in a row.

But this is pure chance. If you want to trade normally with a small drawdown, you cannot trade without losses.

In my opinion, besides the time interval, the maximum relative landing should also be stipulated, as well as the minimum profitability. Otherwise, we take a huge initial deposit, trade with minimal lot, and wait for all losses. All transactions are closed with profit. But who would need such a break-even point?

 
Serqey Nikitin:

You're the one who has started to yell...

If you had actually looked at the reports, you would have seen that each trade has a stop-loss, which is a protection against force majeure...

Even if the stop had been triggered by force majeure, the total profit would have remained in the plus...

But you are not interested in such a strategy... Your task is to find inconsistencies in your reasoning, regardless of the results...

That is, any position, as soon as it appears, is immediately in profit. Baron Mungkhuizen is nervously smoking out the door.

 
Dmitry Fedoseev:

In other words, any position, as soon as it appears, is immediately in profit. Baron Mungkhuizen is nervously smoking in the back.

a stop loss triggered by force majeure is wow ! even the term "force majeure protection" is pretty damn good

Reason: