Is martin so bad? Or do you have to know how to cook it? - page 44

 
iModify:

Come on!)) There are times when the grail doesn't work.)

It's not that easy, unfortunately.
 
iModify:
It's not that simple, unfortunately.

It's difficult for me because I'm not experienced, in automatics, I've only written a couple of indices and plum even on expert tests in wizard on these indices.

But I'm a specialist in another field and generally know the uncompromising rule:

Complex is the unknown simple.

I am sure it is the same in automated trading.

The whole point is that autotrading is not a science in the classical sense, at its core are market inefficiencies, which are in constant metamorphosis, and this metamorphosis cannot be predicted, because the pattern of metamorphosis is not static. It is designed by the powers that be, followed by an army of low echelons, small DC banks, etc.

 
pantural:

It's difficult for me because I'm not experienced, in automatics, I've only written a couple of indices and plum even on expert tests in wizard on these indices.

But I'm a specialist in another field and generally know the uncompromising rule:

Complex is the unknown simple.

All complex is a set of simple elements, nothing more. When you understand something, it is simple, when you don't, it seems complicated. I am sure it is the same in automated trading.

The whole point is that autotrading is not a science in the classical sense, the core of it is market inefficiencies, which are in constant metamorphosis and this metamorphosis cannot be predicted, because the pattern of metamorphosis is not static. It is designed by the powers that be, followed by an army of low echelons, small DC banks, etc.

After 5 million reinvestment is disabled, because the maximum lot is limited to 10000, and in general more than billion is flying out)))


SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2009.01.02 06:00 - 2011.12.30 23:00 (2009.01.01 - 2012.01.01)
ModelAll ticks (most accurate method based on all smallest available timeframes)
ParametersLotExp=1; LExp=0.5; P=0.25; ProfitPercent=3; k=100000; Dist=0.015; K=1.8; Delta=0.1; StepProfit=0.003; SK=-5;

Bars in history19563Modelled ticks38542161Modeling quality90.00%
Chart mismatch errors0




Initial deposit3000.00



Net profit80119109.65Total profit449349143.38Total loss-369230033.73
Profitability1.22Expected payoff34282.89

Absolute drawdown691.92Maximum drawdown32880111.66 (46.13%)Relative drawdown49.77% (4551.94)

Total trades2337Short positions (% win)1046 (77.82%)Long positions (% win)1291 (81.56%)

Profitable trades (% of all)1867 (79.89%)Loss trades (% of all)470 (20.11%)
Largestprofitable trade8368963.02losing transaction-9297070.20
Averageprofitable deal240679.78losing deal-785595.82
Maximumcontinuous wins (profit)79 (15276498.16)Continuous losses (loss)5 (-1716849.34)
MaximumContinuous Profit (number of wins)27617937.52 (64)Continuous loss (number of losses)-17231526.68 (3)
Averagecontinuous winnings6continuous loss2
 
iModify:

Poryadlya in old tests, found one of the grails, for 3 years with 3K makes 80 million. After 5 million. reinvestment is disabled, because the maximum lot is limited to 10,000, and so more than one billion fly away)))).


SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2009.01.02 06:00 - 2011.12.30 23:00 (2009.01.01 - 2012.01.01)
ModelAll ticks (most accurate method based on all smallest available timeframes)
ParametersLotExp=1; LExp=0.5; P=0.25; ProfitPercent=3; k=100000; Dist=0.015; K=1.8; Delta=0.1; StepProfit=0.003; SK=-5;

Bars in history19563Modelled ticks38542161Modeling quality90.00%
Chart mismatch errors0




Initial deposit3000.00



Net profit80119109.65Total profit449349143.38Total loss-369230033.73
Profitability1.22Expected payoff34282.89

Absolute drawdown691.92Maximum drawdown32880111.66 (46.13%)Relative drawdown49.77% (4551.94)

Total trades2337Short positions (% win)1046 (77.82%)Long positions (% win)1291 (81.56%)

Profitable trades (% of all)1867 (79.89%)Loss trades (% of all)470 (20.11%)
Largestprofitable trade8368963.02losing transaction-9297070.20
Averageprofitable deal240679.78losing deal-785595.82
Maximumcontinuous wins (profit)79 (15276498.16)Continuous losses (loss)5 (-1716849.34)
MaximumContinuous profits (number of wins)27617937.52 (64)Continuous loss (number of losses)-17231526.68 (3)
Averagecontinuous winnings6continuous loss2

Cool! What's the principle behind extracting a profit, if it's not a secret? If it's a secret, no offence taken, I understand.

 
pantural:

Cool! And what is the principle behind extracting a profit, if it's not a secret? If it's a secret I won't be offended, I understand.

The usual bouncing system with averaging. Nothing complicated just MA's.
 
pantural:

Cool! And what is the principle behind extracting a profit, if it's not a secret? If it's a secret I won't be offended, I understand.

Do not take such results seriously. )) You can make any kind of profit in the tester. And sometimes even by accident. ))
 
tol64:
Don't take these results seriously. )) In a tester, you can make all sorts of mistakes. And sometimes even by accident. ))
No one is taking it seriously, it's one of the old intermediate mods, but the direction is similar.
 
tol64:
(Don't take these results seriously. )) In the tester you can make any kind of mistake. And sometimes even by accident. ))

And why not take results that are obtained "by accident" seriously? I haven't had such successful tests yet (on such a large sample of time), I can't boast about the number of my tests, but I'm not sure it's entirely randomly possible.

You can't make such a turn on the SB for such a long period of time. This means that something is being taken out that is not SB. Surely this pattern is only retrospective, but interesting all the same.

I still have hope that by picking up the retrospective inefficiencies, you can see something in common in them and then find those that were not discovered by insiders. Although this is probably naive.

iModify:
The usual bouncing system with averaging. Nothing complicated just MA stuff.

MASD or points of intersection of fast and slow?

I always thought that "wipers" were a trending system. They do show a signal when there is already movement.

Recently I read an article on the essence of indicators from Spider and everything got mixed up. It turned out that one cannot tell the difference between trend and rollback systems so clearly.

Poul Trade Forum: Правда об индикаторах
  • forex.kbpauk.ru
Правда об индикаторах Рассмотрим наиболее популярные индикаторы технического анализа с точки зрения их способностей идентификации текущего состояния рынка и возможностей прогнозирования. Нас интересует, насколько правдоподобны «сказки доктора Элдера». Причем, будем рассматривать улучшенные варианты индикаторов, периоды которых...
 
pantural:

...

I still have hope that by picking up the retrospective inefficiencies, one can see what they have in common and then find the ones that the insiders haven't discovered. That's probably naive, though.

Very naive. By "accidentally" I meant that a tester can give such an illusory result. There is even an official grail (even two) whose result can be obtained by chance. )) Look it up in the help of the terminal.

And just start programming and testing it yourself. Everything will become clear. After a while. ))

It is easy to make such pictures. First, you rigidly adjust the parameters of some TS to the history. Then you enable MM and overrun risks. And the curve flies away through the right corner of the monitor into the sky, carrying your consciousness into the cloudless beyond reach. ))

Besides, the above result is obtained in just over 2000 trades. Doesn't sound serious. But everyone decides for himself, what is serious for him. ))

It is no longer relevant (in my opinion) to cite or analyze the results of a single curveball. It is an incomplete analysis. Once optimized, all results should be considered as shown here:

Forum on Trading, Automated Trading Systems and Testing of Trading Strategies

Is a martin so bad? Or is it necessary to know how to prepare it?

Alex_Bondar, 2013.07.09 00:39

Something like that:

...

Blue is a yearly trend system with standard lot, period runs from 1 to 1000, and crimson is the same system but with martin, as you can see the surface is extremely unpredictable in all degrees of freedom. That is, a reasonable person will not rely on such extreme luck, although it does not dive below zero, but it is still a great attraction...

Sorry it is still a demo version of what I wanted to see, there are many comments, but in general it is easy to understand what it is all about.

You can see the animation by clicking on the link. And it is desirable to do it on the terminal level. If not, we will draw it ourselves. I will connect Metatrader 5 with 3D Max and draw something that will be a real work of art. )))

Well, we've seen so much here all the time... The ups and downs in the tester (with the results of tens of thousands of trades) and in real trading. The flowers have not blossomed yet (yet) in this branch. ))

I am not denying anything, but I am skeptical of both positive and negative conclusions/assumptions/theories, not only of other people, but of course of my own as well. The research process generates a very large number of ideas on how the trading system can be improved. It's just that the flow of ideas comes quickly and it can take years to implement. But it is very interesting, and in the process you can even learn something new that you can use in other activities. )))

 
tol64:

Besides, the above result is only from just over 2,000 trades. It doesn't sound serious. But everyone decides for himself what is serious. ))

I start from 100 trades). People always ask me at work where to put my money).