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3 anos
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Eu entendo os desafios que a maioria dos consultores especializados (EAs) enfrentam no mercado atual. Muitos EAs falham ao depender de estratégias que exploram vantagens temporais ou caem na armadilha da superoptimização. Minha perspectiva se concentra em uma abordagem adaptativa, em vez de uma preditiva, que esteja preparada para enfrentar mudanças constantes no mercado. Destaco a importância da diversificação inteligente e da gestão de riscos, utilizando medidas para proteger as contas o tempo todo. Acredito firmemente que o sucesso no trading algorítmico reside em uma abordagem dinâmica e adaptável, capaz de superar os desafios típicos do mercado.
🔵 TELEGRAM: https://t.me/+Jwdm825813I1Nzk0
🔴 YOUTUBE: https://bit.ly/3QXYBuy
📈 ALL OUR SIGNALS: https://www.mql5.com/en/signals/author/envex
🤖 ALL OUR EXPERT ADVISORS: https://www.mql5.com/en/users/envex/seller
🔵 TELEGRAM: https://t.me/+Jwdm825813I1Nzk0
🔴 YOUTUBE: https://bit.ly/3QXYBuy
📈 ALL OUR SIGNALS: https://www.mql5.com/en/signals/author/envex
🤖 ALL OUR EXPERT ADVISORS: https://www.mql5.com/en/users/envex/seller
Enrique Enguix
I have written a small optimization guide for MT5. Something simple but that reflects my main points. You can download it, free of charge, at the following link:
https://forms.gle/RRuEQwByqBewfYQ69
https://forms.gle/RRuEQwByqBewfYQ69
· 2
Enrique Enguix
Have you also felt like you were being cheated when buying an EA?
⚠️Even if a (bad) developer does not have that intention, it is common and has an explanation.
Most expert advisors are built on temporary statistical advantages that eventually get exhausted.
The problem of over-optimization
Many developers fall into the trap of tuning their EAs to achieve perfect results in the past, without understanding that this perfection will not work in the future market.
Furthermore, everything is built to make it difficult for retailers to make money: spreads, swaps, commissions, delays, etc.
You'll be surprised to know that those few who make money from trading even pay more than 50% of their profits in one way or another.
The importance of diversification
And with how difficult it is to profit, most traders do not know how to diversify correctly, either because they do not understand the concept or do not have the necessary tools to do so.
If you use the same EA on EUR/USD and GBP/USD (which are strongly correlated), when EUR/USD trades lose, so will GBP/USD trades.
And what about EAs that compensate losing trades with winning trades?
Developers strive to create an EA that never fails in tests. But the market is never the same, so if the EA fails, this technique will wipe out months of profits in one trade.
Therefore. We need an EA that:
✅Does not exploit a temporary statistical advantage but can read the market and adapt.
✅It does not predict the market but follows it wherever it goes.
✅It does not work in correlated markets, so that when trades are lost in one market, they are not lost in the rest.
✅Allows for failure and assumes losses from time to time.
✅It is not optimized to have a perfect curve in backtests. Because a perfect curve only tells us that the EA has been over-optimized.
Do you want to know more?: https://www.mql5.com/en/market/product/90877
⚠️Even if a (bad) developer does not have that intention, it is common and has an explanation.
Most expert advisors are built on temporary statistical advantages that eventually get exhausted.
The problem of over-optimization
Many developers fall into the trap of tuning their EAs to achieve perfect results in the past, without understanding that this perfection will not work in the future market.
Furthermore, everything is built to make it difficult for retailers to make money: spreads, swaps, commissions, delays, etc.
You'll be surprised to know that those few who make money from trading even pay more than 50% of their profits in one way or another.
The importance of diversification
And with how difficult it is to profit, most traders do not know how to diversify correctly, either because they do not understand the concept or do not have the necessary tools to do so.
If you use the same EA on EUR/USD and GBP/USD (which are strongly correlated), when EUR/USD trades lose, so will GBP/USD trades.
And what about EAs that compensate losing trades with winning trades?
Developers strive to create an EA that never fails in tests. But the market is never the same, so if the EA fails, this technique will wipe out months of profits in one trade.
Therefore. We need an EA that:
✅Does not exploit a temporary statistical advantage but can read the market and adapt.
✅It does not predict the market but follows it wherever it goes.
✅It does not work in correlated markets, so that when trades are lost in one market, they are not lost in the rest.
✅Allows for failure and assumes losses from time to time.
✅It is not optimized to have a perfect curve in backtests. Because a perfect curve only tells us that the EA has been over-optimized.
Do you want to know more?: https://www.mql5.com/en/market/product/90877
· 6
Enrique Enguix
This is what most marketers usually do, and this is why their results look so attractive: they optimize over an extended period, generating many little green dots (as shown in the first image), looking for the perfection in excess and focusing on generating many sales.
On the other hand, our approach is different: we also optimize over an extended period, but then validate out of sample to verify the real effectiveness of the strategy, which results in more robust sets (although not as visually striking, second image ), generating fewer sales but offering results that are more in line with reality.
Our goal is to attract traders who understand that the important thing is not superficial beauty, but obtaining results that reflect with a higher degree of probability the future conditions of the market.
On the other hand, our approach is different: we also optimize over an extended period, but then validate out of sample to verify the real effectiveness of the strategy, which results in more robust sets (although not as visually striking, second image ), generating fewer sales but offering results that are more in line with reality.
Our goal is to attract traders who understand that the important thing is not superficial beauty, but obtaining results that reflect with a higher degree of probability the future conditions of the market.
· 5
Enrique Enguix
Just a small glimpse of our optimization guide, very close to being delivered to all the users of my EAs.
· 2
Enrique Enguix
Today I’ve been working on one of the strategies we’ve obtained through quantitative strategy mining. Initially, I was quite pleased with the results as I ran tests and made minor adjustments. However, it wasn’t until I saw the image on the chart, where so many indicators are combined to create a strategy that passes tests, that I said to myself, 'Enrique, this looks like it might be over-optimized; there’s too much complexity and too many variables to see a good curve.'
Even though the strategy has passed robustness tests positioning it as a good strategy, I will be closely monitoring it while testing it in the incubator. I want to determine if we have something that’s over-optimized or if there is a true edge in the market.
Even though the strategy has passed robustness tests positioning it as a good strategy, I will be closely monitoring it while testing it in the incubator. I want to determine if we have something that’s over-optimized or if there is a true edge in the market.
· 3
Enrique Enguix
sinal compartilhado
An older version of Nexus, with a mixed configuration (Privilege - Classic). Chimique 2
· 1
Enrique Enguix
sinal compartilhado
An older version of Nexus, with a mixed configuration (Privilege - Classic). Chimique 1
Enrique Enguix
The portfolio is finally ready, and it is presented as follows. Even people who have seen this image are surprised to realize that Nexus is not a single system, but multiple systems in itself. The way it is configured determines a complete diversification of the portfolio, despite the implicit correlation among certain symbols. However, we have worked to achieve complete decorrelation among them. I think you can immediately see the nature of our work with the Sets Privilege. I hope to be able to publish them this week.
· 3
Enrique Enguix
Comparison of Candle Close Prices Between Brokers X and Y: Impact on EA Backtest Results
In the world of algorithmic trading, accuracy in candle close prices is essential for obtaining reliable results in Expert Advisor (EA) backtests. In this study, we meticulously compared candle close prices between Brokers X and Y, and analyzed how these differences affect EA backtest results.
Study Objectives:
Our main objective was to evaluate discrepancies in candle close prices between these two brokers and understand how these differences influence EA backtest results under identical strategy conditions.
Methodology:
Using specialized tools, we analyzed and compared candle close prices for various currency pairs over a significant period of trading.
Results:
Notable differences were observed in candle close prices between Brokers X and Y, even under similar market conditions. These discrepancies directly impacted EA backtest results, generating significant variations in final outcomes.
Analysis and Interpretation:
It is important to note that these differences in candle close prices between brokers can influence the profitability and effectiveness of automated strategies. While these variations may pose challenges, they can also offer opportunities to optimize strategies and adapt to different market conditions.
Conclusions:
When conducting EA backtests, it is crucial to consider and adjust parameters based on differences in candle close prices between brokers. We recommend conducting comprehensive tests across different brokers to better understand the real impact of these discrepancies on our automated trading strategies.
Share your experiences and observations on this topic in the comments to enrich the discussion!
Best of luck in your analysis and trading operations!
In the world of algorithmic trading, accuracy in candle close prices is essential for obtaining reliable results in Expert Advisor (EA) backtests. In this study, we meticulously compared candle close prices between Brokers X and Y, and analyzed how these differences affect EA backtest results.
Study Objectives:
Our main objective was to evaluate discrepancies in candle close prices between these two brokers and understand how these differences influence EA backtest results under identical strategy conditions.
Methodology:
Using specialized tools, we analyzed and compared candle close prices for various currency pairs over a significant period of trading.
Results:
Notable differences were observed in candle close prices between Brokers X and Y, even under similar market conditions. These discrepancies directly impacted EA backtest results, generating significant variations in final outcomes.
Analysis and Interpretation:
It is important to note that these differences in candle close prices between brokers can influence the profitability and effectiveness of automated strategies. While these variations may pose challenges, they can also offer opportunities to optimize strategies and adapt to different market conditions.
Conclusions:
When conducting EA backtests, it is crucial to consider and adjust parameters based on differences in candle close prices between brokers. We recommend conducting comprehensive tests across different brokers to better understand the real impact of these discrepancies on our automated trading strategies.
Share your experiences and observations on this topic in the comments to enrich the discussion!
Best of luck in your analysis and trading operations!
· 3
Enrique Enguix
I have completed the third phase of development for my Metatrader 5 portfolio!
For over 3 years, my Expert Advisor has shown solid results, but I've always been concerned about the risk associated with its strategy.
So, from a new perspective, I've created more robust strategies and less over-optimized sets. I've also developed my own formulation to evaluate results, considering 10 key parameters such as Sharpe Ratio, number of trades, and Drawdown.
The incorporation of Software #QuantAnalyzer and its Portfolio Master has been crucial, allowing me to evaluate results from different angles, including asset decorrelation.
Moreover, the Monte Carlo evaluation has confirmed the strength of my new portfolio.
I'll soon begin testing this third phase with my own capital!
For over 3 years, my Expert Advisor has shown solid results, but I've always been concerned about the risk associated with its strategy.
So, from a new perspective, I've created more robust strategies and less over-optimized sets. I've also developed my own formulation to evaluate results, considering 10 key parameters such as Sharpe Ratio, number of trades, and Drawdown.
The incorporation of Software #QuantAnalyzer and its Portfolio Master has been crucial, allowing me to evaluate results from different angles, including asset decorrelation.
Moreover, the Monte Carlo evaluation has confirmed the strength of my new portfolio.
I'll soon begin testing this third phase with my own capital!
· 2
Enrique Enguix
sinal compartilhado
Now I'm testing the Privilege Advanced sets from version 7.20 of NEXUS on the Darwinex broker.
· 1
Enrique Enguix
produto compartilhado
Por que a maioria dos EAs falha? Muitos Expert Advisors dependem de vantagens estatísticas temporárias que desaparecem quando o mercado muda, algo que acontece continuamente. O problema da super otimização Além disso, a maioria dos desenvolvedores caem na armadilha de ajustar seus EAs para alcançar resultados perfeitos no passado, sem perceber que isso não se traduzirá em desempenho futuro do mercado. É crucial realizar testes que considerem cenários futuros. A importância da diversificação É
Enrique Enguix
produto compartilhado
Quer negociar como um profissional? O EA Tank v1 foi projetado para atender às necessidades de investidores e entusiastas financeiros, combinando simplicidade e desempenho robusto. Recursos Principais: - 1 operação diária - Stop Loss e Take Profit para cada operação - Ordens pendentes como Buy Stop e Sell Stop - Gerencie o risco com precisão. - Feche as ordens no final do dia - Não opera às sextas-feiras Adapte-o às Suas Necessidades: Embora inicialmente otimizado para o par GBP/USD no
Enrique Enguix
produto compartilhado
Descubra o poder da Atomic79 na negociação de ouro! Imagine ter investido em uma barra de ouro há dois anos por $1850. Você experimentaria altos e baixos do mercado: uma queda para $1630 em seis meses, seguida por uma lenta recuperação até atingir seu valor original em janeiro de 2023. Mas a verdadeira vitória viria em novembro de 2023, quando seu preço subiria para $2400, gerando um lucro de $550 em 24 meses. O que a Atomic79 teria feito enquanto isso? Aproveitado os movimentos de alta e
Enrique Enguix
produto compartilhado
Experimente o poder do Center EA e domine o mercado Forex! Negociação baseada em ação de preço com análise profunda do movimento do mercado. O Center destaca-se por suas características de tendência. Download Instantâneo: Junte-se a mais de 30.000 pessoas que já aproveitaram esta oportunidade e faça o download do Center EA instantaneamente. Lucratividade Comprovada: Até 80% das negociações podem ser bem-sucedidas com o Center EA! Estratégia Baseada em Ação de Preço: Maximiza seus ganhos com