:)) Attempt number 2. Or let's speculate about the essence of earning, but without specifics ... :)) - page 4

 
NProgrammer писал (а) >>

I have not seen a single strategy, which even pre-optimized at the same historical data, could be run through ALL of the history from, say, 1998 to 2008, so that there was not a single absolute drawdown of more than $ 5000 for, of course, no matter what the starting deposit....

Such strategies exist, I've seen them. Not pips. Not fitters.

I find the 5000 pips drawdown you mentioned to be terrifying. It's a sure sign that the strategy isn't working and that there was a fit. Such strategies should be trashed immediately or - if their complexity has a reserve for algorithm refinement - seriously refined. I consider a 300-1500 points range as an acceptable and realistic drawdown on a 9 year history (while the profit should be at least several times larger).

 
ds2 писал (а) >>

Such strategies exist, I've seen them. Not pips. Not fitters.

Where have you seen it?

 
ds2 писал (а) >>

Such strategies exist, I've seen them. Not pips. Not fitters.

I find the 5000 pips drawdown you mentioned to be terrifying. It's a sure sign that the strategy isn't working and that there has been a fit. Such strategies should be trashed immediately or - if their complexity has a margin for algorithm improvement - seriously refined. I consider the range of 300-1500 points acceptable and realistically achievable drawdown on 9-year history (while the profit should be at least several times larger).

Give me at least such a range. ! Where? Ah... No so, so. What can I say... :))

The drawdown should not even be on a 9 year history, but over two months... Let's just say, to be clear and not to get confused with points and quid... With 5000 initial deposit on a single two month long plot... And after all the tweaks, there shouldn't be a drain. And a $4500 drawdown on a $5000 deposit is just an unattainable dream for you.

 
NProgrammer писал (а) >>

1. A grail is a strategy that produces profit regardless of the direction of the trend. This is an important feature, let us call it grail symmetry.

2. When analysing technical losses such as size and availability of spreads, swaps, and restrictions on capital, lot size limitation, etc. should not be taken into account. In a word, only an ideal model.

1. The Grail is a strategy, which does not depend on constantly changing market conditions, and is a profit taking strategy.

2. the ideal model is the martingale.

The purpose of the grail is to make a profit.... No time limit.... number of trades - one. two, three, etc., with not every trade yielding a profit.... the important thing is the final result of the battle between a trader and the market - the total profit for the trader...

This is clear.... The question remains ... By what means is it feasible? How to minimize risks on each trade?

 
kharko писал (а) >>

1. The Grail is a profit-generating strategy regardless of constantly changing market conditions.

2. the ideal model is martingale.

The purpose of the grail is to make a profit.... No time limit.... number of trades - one. two, three, etc., with not every trade yielding a profit.... the important thing is the final result of the battle between a trader and the market - the total profit for the trader...

This is clear.... The question remains ... By what means is it feasible? How to minimize risks on each trade?

:)) No, no, no! mate... This is an important point in my opinion... Not from "constantly changing market conditions" but precisely from the direction of the trend. Market conditions do not change, so to speak. The market is a market, and if the conditions have changed - for example the laws have changed... Unfortunately, the grail may/should be changed.

I insist on this formulation ... :))

1. The grail is a strategy, which brings profit regardless of the trend direction. This is an important feature, let's call it the symmetry of the grail.

And let me add - the strategy itself must account for this trend ... There should not be something like parameters - "global uptrend" set on the basis of FA.

And on the second point I disagree - no money management. No doubling down on losses only risking a fixed amount ... all of it. Pre-selected.

And time is limited. :)) By the way...

 
Without an MM it is very problematic to make a grail. I'm not talking about classic martingale with doubling up after a losing trade; that's a bad MM. A proper MM can greatly reduce drawdowns, which are almost unavoidable on a constant lot. At least for Bernoulli systems, which are the vast majority, they are.
 
Mathemat писал (а) >>
Without MM it's very problematic to make a grail. I'm not talking about classic martingale with doubling after a losing trade; it's a bad MM. A proper MM can greatly reduce drawdowns, which are almost inevitable on a fixed lot. Anyway, for Bernoulli systems, which are the vast majority, this is the case.

Yes! But! :))

The thing is, you just have to separate the flies from the cutlets. Just to be clear. :)) And in my opinion the fight against drawdown is already secondary.

As for the permanent lot.... In my opinion, you should not limit yourself. Or rather, you should limit yourself only by the fact that it is fixed but not by the fact that it is one. ;) But for example by the fact that the grail should work when you disconnect the simitric (opposite) paddle... This is very important. It should be profitable (unprofitable) when only one operation is allowed (S/B) ...

And in general the grail is 98% profitable trades and everything else is secondary...

Where are those strategies? Everything is very clear... Just some kind of formula 1. The one with the highest percentage wins.... This is what championships should be about...

 
NProgrammer писал (а) >> In general the grail is 98% of profitable trades, and everything else is secondary...

98% of profitable trades is not realistic. 60% is already a good indicator. Even with a constant lot it would already be good. And everything else is not secondary, but also very important....

 
LeoV писал (а) >>

98% of profitable trades is not realistic. 60% is already a good indicator. Even with a constant lot it would already be good. And everything else is not secondary, but also very important....

:) Realistically.

 
NProgrammer писал (а) >>

:) Real.

Realistically - unrealistically, the argument is unsubstantiated. What is a grail? 1300% in 3 months is a grail? Of course it is. Check it out - https://www.mql5.com/en/users/Better. What you say ":) Real" are all words not supported by facts.......