At a crossroads. A topic for owners who have developed really working, profitable EAs. - page 3

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Reshetov: A profitable one is when the TS generally produces a profit in spite of the presence of drawdowns. I.e. sooner or later it comes out of a drawdown to the profit. A losing trade is when the system trades up to a 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 also can 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.
Thanks for the clarification of the terms. So the topic is originally addressed to owners of profitable EAs.
 
zhuki:
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.

Yes, of course the horizon is not time. But the fact that 1 pair increases the deposit by x% for 60 trades and 3 pairs for ~120 increases the deposit by ~x% as well, is strange. The profit was expected to be higher, e.g. 1.5x %.
 
Lukyanov:

Now after reading one of the neighboring forum threads I finally got the idea in my head that I'm working on the wrong thing and thinking "in the wrong direction". I have already programmed a dozen or two EAs based on various indicators and trading systems available on the Internet. All to no avail.

Expert Advisors either float at breakeven or give millions after optimization but fail during the forward testing (adjustment). Or, again, millions without adjustment, but with TP<=10(the Grail). I have one advantage - experience in programming (before mql the last time I programmed in pascal about 5 years ago).

The question to forum masters, to those, who have developed stable, profitable EAs and have been working with them for a long time:

What principles are laid down in your Expert Advisors? Do you use indicators that are publicly available? If so, how many of them do you use? In general, what would you advise to read, what to start studying?

That's all for now, other questions will follow during the discussion (which hopefully will happen).


All available turkeys are usually a first and very crude approximation. Their purpose is not so much to work with as
as examples for programming in MQL4.
Normal EAs need their own non-standard approaches, taking into account both TA and FA.
 
KimIV:
Lukyanov:Question: "Channels, intraday and interday patterns" - are these your own developments and techniques, or, again, are they publicly available?
My own from publicly available raw material :-)
By how much (albeit ~ percentage) did you have to rework/modify this raw material? Own developments were based on own observations?
 
But you have to understand that the market is a stochastic process, which means that profits cannot be constant or predictable.
If I am interested in further developments, I can show this chart from time to time.
But I think that Monday will be close to 0, on Friday I managed to make only 40 bp.
 
What does "acceptable" mean to you?
What Yuri Reshetov said :
Profitable is when the TS generally generates a profit, despite the presence of drawdowns. I.e. sooner or later it comes out of a drawdown into profit.
In my opinion, this is an acceptable Trading Strategy.
I only add that the robot should seek to reduce the size of the loss, and the drawdown time should be reasonable, not 2 - 3 months, with a frequency of transactions of 10-20 a day. As well as entering the drawdown in the same period.
 
zhuki писал (а):
... all the more for the sake of the beauty of the balance chart.
It's not about beauty, it's about the fact that one of these languages can threaten a deposit. Even if it is a short-term, but still a deep drawdown. Sooner or later one of the languages will make your deposit obzincolite :-)
 
D500_Rised: IMHO, FIBO tools have at least the necessary potential. And perhaps most importantly - "smart" position management.
What do you recommend to read on Fibo tools?
 
zhuki:
But you have to understand that the market is a stochastic process, which means that profits cannot be constant or predictable .

Then what makes you think that :

But I think that Monday will be almost zero.
? :-)
 
Lukyanov:
D500_Rised: IMHO, FIBO tools have at least the necessary potential. And perhaps most importantly, smart positioning.
What do you recommend to read on Fibo tools?
In fact, I haven't read anything on this subject. This reasoning is the result of practice. Which I trust more than theory, considering the theory presented in the literature as just a subjective view of the author.
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