Discussion of article "Money-Making Algorithms Employing Trailing Stop"

New comment
 

New article Money-Making Algorithms Employing Trailing Stop is published:

This article's objective is to study profitability of algorithms with different entries into trades and exits using trailing stop. Entry types to be used are random entry and reverse entry. Stop orders to be used are trailing stop and trailing take. The article demonstrates money-making algorithms with a profitability of about 30% per annum.

Fig. 1. Balance obtained by the algorithm featuring a random entry and exit using trailing stop, where TS=100


Author: Гребенев Вячеслав

 
I do not look very favourably on coin entries, but one conclusion is very correct. Indeed, there are periods in the market when its efficiency drops and there are opportunities to make money in a relatively low-risk way. An old trader's fun, under the general name of "playing on the news". Only it is not playing on any news, but only on those that distort the efficiency. I give one plus from me, although the methods of determining inefficient periods are objectionable.
 
The article is interesting because this strategy is an off-market strategy, independent of market direction, I love this sort of thing along with pair trading etc.
 
After several years of searching for patterns in forex and trying all kinds of indicators, etc., you slowly come to the conclusion that a working trading strategy should be based solely on probabilities and/or be out-of-market ))).
 
07041982:
and/or be off-market )))

What? How about "market-neutral"?

 
Interesting article. Although it is not clear how much TS affects the profitability of the system with the next entry. It would be necessary to give balance charts without TS and TP trawls as well
 
anonymous:

What? How about "market-neutral"?

Yeah, yeah, that's exactly what I meant.
 
07041982:
Yes, yes, that's exactly what I meant.

I liked your research without sky-high expectations, based exactly on random entries, because in today's market conditions non-random entries do not give a tangible advantage. That is why I pay more attention to stop and profit trailing with variable steps depending on the situation. Positions are opened according to the trend to calm my conscience from Mashka when a sufficient movement starts. Parameters of SL and TP are set by optimisation. Thanks to the author! More profit and less loss for everyone!

 
joo:
Interesting article. Although it is not clear how much TS affects the profitability of the system with the next entry. It would be necessary to give balance charts without TS and TP trails as well

How is it? Entry into a trade is random, and what is the exit from the trade if not by trailing stops?
 
Virty:
How is it? Entry into the trade is random, and exit from the trade what if not by trailing stops?

SL and TP are set at entry. Accordingly, the exit will be either way. Either by trailing stops (SL or TP), or by Kolya Marzhov's command.

So I say that it is not clear whether it is necessary to trawl at all, maybe it will be better without trawling (of course it will not be better, but there is nothing to compare with, with or without trawling)?

 

often (I wanted to say always, but changed my mind - what if someone else has it wrong) trawls reduce expectation and increase the variance of the result of trades -> according to the fundamental trading pattern of R. Vince - this leads to slower profit growth.

And even without Vince I noticed many years ago that the "trawl" instrument is not good for me and excluded it from consideration in my strategies.

123456
New comment