At a crossroads. A topic for owners who have developed really working, profitable EAs. - page 2

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zhuki:
Before 63 trades it worked on one pair, then I ran two more, and what is deflated I do not understand.
It turns out that before 63 trades EA worked on one pair and showed a certain percentage of profit, after 63- too significant jump up, and then on 3 pairs he shows the same percentage of profit per unit time. This is based on your chart. Deflated - weakened, although it should have strengthened, in theory.
 
Lukyanov писал (а):
 What principles are inherent in your Expert Advisors?

Channels, intraday and interday patterns

Lukyanov wrote (a):
 Do you use publicly available indicators? If so, how many of them do you use?

PriceChannel

Lukyanov wrote (a):
 And in general, what would you advise to read, what to start studying?

From what I have read, it really helped me and helps:
1. Nassim Nicholas Taleb. Fooled by Randomness. This book changes psychology, attitudes to risk.
2. Bulashev S.V. Statistics for the trader. And this book gives the method of processing the results of research.

 
Reshetov писал (а): There are profitable, but not super-profitable ones, but I have not yet seen any stable ones from others, nor have I managed to create any myself. I have not yet seen any stable ones, neither have I managed to create them myself. In my mind and experience, stability and trading are completely incompatible concepts.
That is, you believe that any system (controlled by automaton or by trader) does not fail to lose in the end? My understanding of stability is profits over a long enough time frame where drawdowns, losses, etc. are acceptable.
 
As for the drawdown, that's the wrong term in my case.
These tongues or spikes are just group closes, down is first stoplosses then takeprofits, but all this happened in 1-2 seconds just on the chart
that's what it looks like because the horizon is not time.
 
KimIV:
Lukyanov wrote: What are the principles behind your EAs?

Channels, intraday and interday patterns

Lukyanov wrote: Do you use publicly available indicators? If so, how many of them do you use?

PriceChannel

Lukyanov wrote: What do you recommend to read, what to start studying?

From what I've read, it really helped me and helps: 1. Nassim Nicholas Taleb. Fooled by Randomness. This book changes psychology, attitudes to risk. 2. Bulashev S.V. Statistics for the trader. And this book gives a methodology for processing research results.

Thank you for your comprehensive and informative reply. I will read the books for sure. Question: "Channels, intraday and interday patterns" - are these your own developments and techniques, or again, are they publicly available?
 
Lukyanov:
Reshetov wrote (a): There are profitable, but not super-profitable, but I still have not seen any stable ones from others, nor have I managed to create them myself. As much as one can twist and turn with trading systems they all fall into drawdowns, sometimes deeply, and sometimes for a long time. In my mind and experience, stability and trading are completely incompatible concepts.
That is, you believe that any system (automated or trader-controlled) does not fail to fail in the end? My understanding of stability is profit on a sufficiently long time interval, where drawdowns, losses, etc. are acceptable.
Profitable - this is when TC generally gives a profit, despite the presence of drawdowns. I.e. sooner or later comes out of a drawdown to the profit.
Loss - this is when TS reaches the margin call.
Stable profit is profit as a salary, i.e. $n for t-th time interval. That is, you wait for the time t and get $n stably.

Salary can also be stable (when you come to cash desk on such-and-such date and you get paid n-th amount. This was the case in the USSR before the reforms in the Pavlov era) and also with delays (when you come to the cash desk on such and such a date and are told that there are difficulties in the enterprise and no money for your salary. It has been like that since the Pavlov reforms). Trading is never stable.
 
zhuki:
These tongues or spikes are just group closes, down is first stoplosses then takeprofits
You have to change the closing order: first the profitable ones and then the losing ones. Then the tongues will be directed upwards. This is better for the deposit.)
 
D500_Rised писал (а): A trader is a pessimist who hopes for the best (even if deep down). As for stability, I think it would be better to replace it with the term "acceptability".
What does "acceptability" mean to you?
 
Lukyanov: Question: "Channels, intraday and interday patterns" - are these your own developments and techniques, or, again, are they publicly available?
Own from publicly available raw materials :-)
 
KimIV:
zhuki:

These tongues or spikes are just group closes, downwards are first stoplosses then takeprofits
You have to change the closing order: first Profit and then Loss. Then your tongues will be directed upwards. It is better for the deposit.)

I cannot do this because takeprofits and stoplosses work, and this is more reliable than closing at the market, especially for the beauty of the balance chart.
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