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They were just joking, and you fell for it.
What do you mean? How could those who started after me "joke" ?
I didn't fall for it - I need a "pool of systems". I have it and I use it. The situation suits me fine. What's wrong with you, I can't figure it out.What do you mean? How could those who started after me "joke" ?
T.e. There is no way to build as reliable systems out of unreliable elements?
)
How can you add up a set of trajectories which are predominantly concentrated in the negative region so that the final curve is in the positive region? Adding up will only smooth out the spread of the means schedule, but will in no way change its direction.
Yes, ANY Expert Advisor has periods of profit. But they are shorter than periods of loss, and all other things being equal, the total loss during periods of loss is greater than the total gain during periods of profit.
Moreover, this rule does not depend on the Expert Advisor complexity. All 700 of my TS work with simple long known patterns. The code of any of them is in Kodobase. And at any moment there are those who are earning. The only problem is that those earning TCs are constantly changing.
not ANY. My last robot with the same settings has consistently traded on 28 currency pairs over 10 years, 56 US stocks over 5 years, 28 Russian stocks over 8 years and 17 cryptocurrencies over the last 3 years. Tested a total of 129 trading instruments, the equivalent of 835 years of single instrument testing.
Not bragging about the results, it's just that not every robot has a period of earnings.
not ANYTHING. My last robot with the same settings has consistently traded on 28 currency pairs over 10 years, 56 US stocks over 5 years, 28 Russian stocks over 8 years and 17 cryptocurrencies over the last 3 years. Tested a total of 129 trading instruments, the equivalent of 835 years of single instrument testing.
Not bragging about the results, it's just that not every robot has a period of earnings.
Roman, there's a difference.
Look.
1. Robots don't just make money now. Each of them has a successful trade fine-tuned by history. Already by this criterion out of 700 TS remain no more than 100. And a coin does not pass this criterion.
2. To set them on the real account I'm evaluating not only the current trade. But also the "critical parameters", and even the type of TS. Say, I like the systems with fixed TP-SL the most. Remember, I told you right away that RTS systems are very similar in behavior to martins.
3. The "quality of trade" parameter is also being improved. For example, four months ago another component was added that was not considered before and it seems to have had a positive effect on the selection. The average quality score of the systems has decreased significantly, but the systems with the highest trade quality are a bit more stable.
And finally, I'm getting experience too, and have some preferences for system selection...
So it's impossible to talk about "a coin".
Yeah, you have to look at it. I remember we discussed it...
in fact there's an article on a similar approach:
https://www.mql5.com/ru/articles/143 Adaptive trading systems and their use in MetaTrader 5Whoa, whoa, whoa, whoa.
1. Point 3 is NOT the point. I have perfectly clear criteria for decoupling. I have difficulties with the reverse task - choosing the most stable TC. Unfortunately, I don't have this task solved, and it's done intuitively.
And as for "the fact is inferred" - everything is simple here. The amount of losses is unprofitable only if the switching is done randomly. However, switching the TS does not have to be random. Now, even with intuitive switching, I nevertheless use quite objective criteria.
2. If it were "impossible to get a positive amount by adding negative systems" - then I would have drained the account long ago. And I have not lost it, although I have been consistently working for several years. If my principle is a loss-making one - when do you think I will withdraw the $400 I have in my account now?
1. This is the problem and it cannot be solved unambiguously, you need sampling criteria, and the simplest ones - you may not make any profit... it's too flat... :-) and too flat... :-)
2. you don't stack negative systems... You're taking a sample and putting a TS that shows a profit on the trades. These are different things.
How can you add up a set of trajectories that are predominantly concentrated in the negative area so that the final curve is in the positive area? Adding up will only smooth out the spread of the means schedule, but will in no way change its direction.
What's the point of that? answer to my previous remark? in the form of a question ))
And to the essence of the question - try using "summation" with coefficients on the whole real (and maybe even on the complex) domain ...
How can you add up a set of trajectories that are predominantly concentrated in the negative area so that the final curve is in the positive area? The summation will only smooth out the spread of the means schedule, but will in no way change its direction.
it makes a sample of exposures that show a positive trend before putting them on the real.
not ANYTHING. My last robot with the same settings has consistently traded on 28 currency pairs over 10 years, 56 US stocks over 5 years, 28 Russian stocks over 8 years and 17 cryptocurrencies over the last 3 years. Tested a total of 129 trading instruments, the equivalent of 835 years of single instrument testing.
Not bragging about the results, it's just that not every robot has earning periods.
In other words, have you made all the money in the world already ?
If I've earned at least 30% per month during 10 years, then how much should it be?
Or is "profitability" measured in five percent per annum?