Trailing TP - page 14

[Serqey Nikitin]

Georgiy Merts #:

Well, how can it be "unrelated" if optimisation selects the level that is most adequate to price movements?

Or what do you mean?

In your sense, "optimisation" is tantamount to fitting the story...

Can't such simple things be understood?

[Georgiy Merts]

Serqey Nikitin #:

In your mind "optimisation" is tantamount to fitting the story...

Don't you understand such simple things?

I don't. And what is "not fitting"? How else can you determine the level of the same TA or SL, than by looking at the history?

And don't get arrogant with me... We're all sort of colleagues here, after all...

[Aleksei Stepanenko]

Sergey, I am not against intelligent position management. But the topic of the thread raises the clear question of whether or not taking a take trade improves the strategy. My cautious answer is yes. The test is done on 20s, not 2s. Take a look at it.

[Georgiy Merts]

Aleksei Stepanenko #:
Sergey, I am not against intelligent position management. But the topic of the thread raises a clear question, whether or not take-trade improves the strategy. My cautious answer is yes. The test is done on 20s, not 2s. Take a look at it.

My answer is that it improves for heavily flattened symbols. For symbols with frequent trends, it makes it worse.

[Serqey Nikitin]

Georgiy Merts #:

Not clear. What is a "non-fit"? How else can you determine the level of the same TP or SL without looking at the history?

Non-adjustment is when test and optimization on one pair is quietly making profit on the other pair...

Have you heard such a thing...?

[Aleksei Stepanenko]

Georges, the test is up. 20 years of flat and trending. It's improving.

[Sergey Gridnev]

Georgiy Merts #:

Noooo.

Thrall is not an option. It is the essence of accompaniment. A tralle cannot be an "option", because any system has one or the other. So how can you call something that is necessarily present in any system an "option"?

If the trading system provides for TP, we can use it in various ways:

- fixed;

- trawled.

These are the 2 options we are considering under one system.

If the system does not provide TA, then there can't be any trawl.

I don't see the point of considering different systems, one of which trawls TP and the other doesn't.

[Georgiy Merts]

Serqey Nikitin #:

NOT FITTING is when testing and optimising on one pair calmly makes a profit on the other pair...

Have you heard of such a thing...?

Not only have I not heard it, but I don't believe it, especially about "quietly gives". Except for when pairs move almost identically. Can you give me an example of such strategies, with a demonstration of this very "quietly gives profit"? For me it is purely the Grail.

[Serqey Nikitin]

Aleksei Stepanenko #:
Sergey, I am not against intelligent position management. But the topic of the thread raises the clear question of whether or not taking a take trade improves the strategy. My cautious answer is yes. The test is done on 20s, not 2s. Take a look.

Well run these settings on another pair... If you are satisfied with the result, then all is well!

[Georgiy Merts]

Sergey Gridnev #:
If the trading system provides for TP, then there are options for using it:

- fixed;

- with a trawl.

These are the two options that we are considering as part of one system.

Well, as I said, they are significantly different systems. If the symbol is heavily flattened, a trawl will be better. If the symbol has large volatile movements, a trawl will be worse than a fixed one.