F - page 51

 
Олег avtomat:
Control of the order profit, of course, is present. But the main emphasis is on generating entry and exit signals.
I know, I know. I've been working on it not so long ago (since November of '12) and made a forecast based on the tractor results above. If I was wrong about something (reasoning or forecast), please don't blame me and I admit my mistake by default.
 
new-rena:

I wrote there above that if you take control of the order profit and if you only close the order on a positive profit, then there is a potential for a loss in ATS.

If you exclude this condition, you will see errors and flaws in signal formation.

This is a prerequisite for the development of ATS.

We can continue to monitor the tractor, but we can't fold the handles. In other words, we exclude the condition and suck out everything possible from the signal and set the condition for closing on the positive profit. Thus, we have the maximum growth of equity that can be provided by such a signal.

Further work is aimed at forming another signal of higher quality following the principle I described earlier.

The limit of our dreams is the complete absence of condition of closing an order on the positive profit. This is the grail.

All right, three variants are possible:

1. The signal to exit the position is not a signal to enter the opposite position

2. The exit signal is a signal to enter the opposite position

3. Exiting only to profit on condition 1 and 2 is a losing proposition

The strategy success depends on the signal quality, it is not necessary to chase the number of profitable deals, it is the quality of deals that matters. With a ratio of 95% of profit and 5% of loss the system can be potentially unprofitable, at the same time 33% of profitable deals, but with a large profit and 66% of unprofitable deals with a small loss in general can bring profit.

P.S. All indicators ftopku, only pure Price Action.

 
Vladimir Zubov:


1. A signal to exit a position is not a signal to enter the opposite position

Of course it is.


.

P.S. All indicators are out, just pure Price Action.

No way.

 
Vladimir Zubov:

That's right, three options are allowed:

1. A signal to exit a position is not a signal to enter the opposite position

2. An exit signal is a signal to enter the opposite position

3. Exiting only to profit on condition 1 and 2 is a losing proposition

The strategy success depends on the signal quality, it is not necessary to chase the number of profitable deals, it is the quality of deals that matters. With a ratio of 95% of profit and 5% of loss the system can be potentially unprofitable, at the same time 33% of profitable deals, but with a large profit and 66% of unprofitable deals with a small loss in general can bring profit.

P.S. All indicators ftopku, only pure Price Action.

I read and reread for a long time.

In the last variant it will look like that, where there is an exit - there is an entrance. In the intermediate variant - the correctness of what is written in p. 1.

2. I got it right in the first point.

3. Exit only on profit is the condition of the graphical strategy, and the profit is not controlled.

There will be no indicators.

 
new-rena:

Read and reread for a long time.

In the last variant it will turn out so, where there is an exit, there is an entrance. In the intermediate variant, the same as in p.1 is true.

2. I somehow got everything in the first paragraph.

3. Exit only in profit - the condition of the graphical strategy, and the profit is not controlled. work on point 1.

There will be no indicators.

We need to think ... Thanks for the comment.
 
Олег avtomat:
We'll see what the results will be, I need a little more patience ;)

This is the result:


From the competition rules : "The maximum volume of open positions may not exceed 1 lot. "

So all orders were 1 lot and only 1 order was in work.

See

The last order result is strongly negative -- there were connection problems at that stage at first, but then I let it slide, as I wouldn't have made it to the prize one way or another.


zzzy

In September I will definitely take the prize ;)

 
Олег avtomat:

The result is this:


From the competition rules : "The maximum volume of open positions may not exceed 1 lot. "

So all orders were 1 lot size, and only 1 order in work.

hz

The last order result is strongly negative -- there were connection problems at that stage at first, but then I let it slide, as I wouldn't have made it to the prize one way or another.


zzzy

In September I will definitely get the prize ;)

Good luck!
 
Vladimir Zubov:
Good luck!
Likewise :)
 

The tractor is already at the start... engines roaring... ;))


From the Contest rules: "The maximum volume of open positions shall not exceed 1 lot. "




Start date: 1 September.

The finish line is September 24th.


We need to win.


1st place: $2,000 to your live trading account
This amount may only be withdrawn after executing trades (complete completed transactions) of 20 lots

2nd place: $1,000 to your live trading account
This amount may only be withdrawn after executing trades (complete completed transactions) of 10 lots

 

While the first tractor is preparing to start in a long (three weeks) calm (1 lot) marathon, the second tractor has taken the start in a week-long race (first leg), whose conditions are tougher and whose tactics, with necessity (in this first leg), are much more aggressive.

From the rules of the contest: "The maximum level of negative returns on the account may not exceed 30%".


Start Monday.

Finish Friday.



We need to win.



The contest "Triathlon" consists of three stages.

  1. The first part of the contest is held on demo accounts.
  2. The second step is conducted on NDDReal accounts.
  3. The third stage is held on PAMM managed accounts.