Failed forex strategies, opinions and reasoning. - page 5

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Axiom. From me - "any reasonable system in the market makes money".

I once made a system with a random entry, to work out some techniques, and even in testing it stably earned, although the trades were made at random points in time. In general, the profit was not the purpose of its creation.

The difference of the market from roulette is that you can withdraw your bet at any moment. And you don't have to lose it all and you don't have to wait for the roulette to stop).

And the second axiom. Also from me - "maximizing the profit of the TS is not the main criterion of "goodness", and in general, the system performance. This is not least true of optimisation.

 

Axiom from me. The clowns with a clever look, carrying abstruse nonsense with a mysterious look implying some sacred knowledge known to them, in fact, simply do not know how to make money on FD.

Even if it seems to them that they know how.

 
Комбинатор:

Axiom from me. The clowns with a clever look, carrying abstruse nonsense with a mysterious look implying some sacred knowledge known to them, in fact, simply do not know how to make money on FD.

Even if they think they know how.

There, there. Exactly.

I repeat -"any reasonable system in the market makes money". There is no need for sacred knowledge. Nor is there any need for arcane knowledge.)

 
Yuriy Asaulenko:

There, there. Exactly.

Again -"any reasonable system in the market makes money". There is no need for sacred knowledge. Nor is there any need for arcane knowledge.))

Any object, however square, even with a very small degree of squareness, is rectangular! Is that right?
 
Any strategy where you just place orders and don't understand what it is based on is faulty!
 
Oleg Tsarkov:

failure can be for two reasons:

one - non-compliance with the MM

second - a large number of trades, the deposit is eaten up by the spread and commissions.

Third - a small number of trades, you have to trade with a big lot -> loss))
 
Yuriy Asaulenko:

There, there. Exactly.

Again -"any reasonable system in the market makes money". There is no need for sacred knowledge. Neither is there any need for arcane knowledge.))

In the strategy tester, when optimised, indeed almost any system is profitable because of the fit to the story.
 
Lilita Bogachkova:
In the strategy tester, when optimized, almost any system is indeed profitable due to adjustment to the history.

I was talking about the market, not the tester.

It's trivial, but the programming and testing process are the final stages in the creation of a TS. Sometimes these stages (programming and testing) are not even necessary.) For example, if a person is going to trade manually. But most of TC's creation begins with this - with programming, etc.. It is clear that this rarely results and works only in the tester.

 
Yuriy Asaulenko:

Most TC builds start there - with programming etc... Obviously, this rarely works and only works in the tester.

That's a good point about failing strategies!
 
I will say this. It was always strange to me that even post-optimization did not show the result that one picks up logically and it works for 10 years.
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