In search of the sacred 'grail'... - page 4
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"Gratuitous" does not smell here, it smells of ridiculousness and tinkering to "work" on history. The approach of bumping indicators like this will achieve nothing. The profit of the system should be in the ideas, it should be reasonable at the design stage, and at the stage of construction - adjustment and tuning. It is possible to express everything or almost everything with a multi-period set of indicators, it's just a question of how to interpret them. In general, I think that 90% of indicators, and certainly almost all of the classical indicators, are a relic of manual trading, for automatic trading we need other tools. Well, this is your business, I will not interfere with my own ideas.) I will not interfere with my own thoughts. Everyone needs his own rake when he comes to enlightenment)
+10 )))....... anything that smells even a little bit like a "period" - already with the "smell" - to the furnace and immediately...... there are nuances, of course, but 8-my-10-my indices to catch them..... not the method
This one certainly doesn't work. All other things being equal, a high level of profit is compensated by a low probability of execution. I.e. if at SL=TP, the probability of execution of both is 50/50, then at setting TP two times bigger than SL, the probability of TP execution will also decrease two times and will be 25%, respectively, the probability of SL execution will increase to 75%. These are fundamental rules of game theory proven by testing of random Expert Advisors.
When you say "definitely not working", you probably don't mean Forex. Because to say "definitely not working" as well as "definitely working"
is to say nothing.
All I can say is that I have at least 5 strategies which give consistent profits when optimized over a period of 10 years
and backtest for 10 years (under worst conditions) and 100 to 500 trades per year.
Which, by the way, work on real.
Your reasoning, refers to rollover systems and systems with random order placement.
I do not do such systems. They are unprofitable with any degree of optimization.
Applying indicators or any other market analysis you are always shifting the probability
of occurrence of a certain BUY or SELL event,
Therefore the phrase "the probability of both will be 50/50" is not generally true.
Forex is not a coin flip, so the "fundamental rules of the game theory" do not work here,
The fundamental rules do not apply to complex systems, otherwise everyone would be a millionaire.
would be a millionaire.
Don't read books too much. The book "How to make a million on Forex" hasn't been written yet.
All theories are not dogmas but tools.
If the idea is good, it will work with almost any parameters.
I will not argue about this.
I will only tell you about my observations when developing strategies.
If a strategy is bad or the limits of selected parameters are set too freely,
the optimizer gives a POSITIVE result
less than once in 100 passes of the optimizer in "genetic algorithm" mode
Naturally, profitability of such a strategy even after full optimization hardly exceeds a
a bank deposit.
If the strategy is good, the optimizer shows 1/10 as a POSITIVE result.
The most successful ones have 1/3.
Moreover, it does not mean that the range of values is narrowed down much, e.g. the best value is 100 and we set
interval 95-105.
The range is usually very wide, but does not go into the area of impossible values, e.g. the most probable
The Open-Close range for H1 EURUSD lies between -250 and 250, so we shouldn't write -1000..1000.
поэтому фраза "вероятность исполнения и того и у другого будет 50 на 50" в общем случае не верна.
I am trying to be as precise and local as possible. I repeat: "All other things being equal, a high level of profit is compensated by a low probability of execution.
Forex is not a coin flip...
Quite right. Forex, like any market, is not a coin flip.
...so the "fundamental rules of game theory" do not work here.
And this is completely wrong. In spite of the fact that the market is not random, there are random processes in it that obey the fundamental laws of probability theory and game theory. Thus, we cannot ignore their inevitable influence to a trading system.
Don't read books too much.
Thanks for the good advice:) May I wish you:
Read more books. Especially books about probability theory and game theory.
If the strategy is good, the optimiser gives a POSITIVE result of 1/10.
The most successful ones have 1/3.
This does not mean that the range of values is too narrow, e.g. the best value is 100, and we put
interval 95-105.
The range is usually very wide, but does not go into the area of impossible values, e.g. most probable
The Open-Close range for H1 EURUSD is between -250 and 250, so we shouldn't write -1000..1000.
I'm not going to argue either.
I had one goal: to inform the author of this thread that excessive use of indicators, especially with their adjustment to the history will not do any good. As I wrote in my TS, there is only one MA and it works fine in the range of 300-3000, i.e. it will work with any values. Of course below 300 begins to fail, too many signals come, usually false :)
..Although the market is not random, there are to a large extent random processes that obey the fundamental laws of probability theory and game theory...
Ah-uu, Mathemat! Explain to the audience which boxer has a horseshoe in his glove.
In general about the question: I wrote something similar, like enumerating signals from different indices, optimising, outputting the best combination. NOTHING CAME OUT. Perhaps there was a good combination, but, imagine, after optimization we get more than 1 000 000 results, the first of which probably just fit the story, and perhaps #563 425 would have suited us. You know what I mean. But, that is, if I understood everything correctly, that we are just looking for a set of signals, which in combination would give us a grail. If anyone is interested, please contact me in person. Maybe I can help with the answers.
Overall about the question: wrote something similar, like enumerating signals from different inductors, optimising, outputting the best combination.
Just in case you missed it, 'Who wants a strategy? Lots and free)', there are already two solutions for this purpose...
In general about the question: wrote something similar, like a search for signals from different indices, optimised, output the best combination. NOTHING CAME OUT. Perhaps there was a good combination, but, imagine, after optimization we get more than 1 000 000 results, the first of which probably just fit the story, and perhaps #563 425 would have suited us. You know what I mean. But, that is, if I understood everything correctly, that we are just looking for a set of signals, which in combination would give us a grail. If anyone is interested, please contact me in person. Maybe I can help with the answers.
You didn't get it right, I got it right. Why are you yelling? Especially about a negative experience.