Which is easier - a steady 500 pips a month or just 20? - page 13

 
joo писал(а) >>

I wasn't asking anything. I was asserting. I did not and will not convince anyone of anything. My methods work regardless of any outside opinions.

What do your methods have to do with it?

 
Avals >> :

What have your methods got to do with it?

I gave the author of this thread, in a somewhat veiled way, an idea that works and in which I understand, and you say some nonsense about GA.

 
joo писал(а) >>

Tossed the author of the topic, a little veiled truth, the idea that works, and in which I understand and understand, and you say some absurdities about GA.

Well, do not get into what you do not understand, and even more so, first write that the idea has not checked because.... :) and then "an idea that works"

 
Avals >> :

So don't get into things you don't understand, especially if you first write that you haven't checked the idea because.... :) and then "an idea that works"

I tested it, and it works.

 
Mathemat >> :

The "atomic" systems I mentioned have S ~ hundreds (i.e. only an hour or two of a full trading month in the market). With such selectivity there is no question of 500 pips per month, because currency does not move that much. But these systems may be easily combined in one complicated one, because we have dozens of currency pairs. So we get a new system that makes about 500 or even more points per month. But it's not just because of high selectivity and reliability of the "atomic" system.

Does anybody has similar experience of building complex systems from atomic ones?

You cannot arbitrarily clone atomic systems into many pairs. The parameters of such a combination <> the sum of the parameters of the individual parts.

This is because the characteristic motions (or dependencies) that one atomic system exploits, these motions can be formed initially on the leading pair (or even on a currency) and simply propagate to others. Rather than forming on each pair independently and independently. Naturally, I am only talking about a part of these characteristic movements. Others may be universal.

If we talk about combinations, we should combine varieties of atomic systems rather than clone a system of one kind on many pairs.

 
Mathemat >> :

I don't get it, coaster. Nobody was talking about 200 points a day. There was only 20 or 500 a month.

P.S. And who says that a trader's ranking depends specifically on pips per day?

P.P.S. This is what came to my mind while I was thinking about the problem. Let's imagine such a situation. I personally do not have "elementary" system, which allows making more or less stable 500 points per month (let me measure my trading efficiency in pips, and I will try to solve the MM myself). But there are a few ideas of "atomic" systems, which may make 20-50 points per month.

First, a simple definition: system selectivity S is the ratio of time passed in the market to the time the system is in the market. For a flip system S = 1 (it is always in the market). For systems with filtered inputs and outputs, S is usually of the order of units or 10-20.

The "atomic" systems I mentioned have S ~ hundreds (i.e. only an hour or two of a full trading month in the market). We cannot deal with 500 points per month with such selectivity, because currencies do not trade that much. But these systems may be easily combined in one complicated one, because we have dozens of currency pairs. So we get a new system that makes about 500 or even more points per month. But it's not just because of high selectivity and reliability of the "atomic" system.

Does anyone have similar experience of building complex systems out of atomic systems?

It doesn't matter if it's per day, per week or per month. Meaning: points, per unit of time. It's usually a negative value. "0" minus "commission" minus "requotes" minus "swap" minus "etc." And usually, the performance varies. At the end of the week it is one, at the end of the month it is another, at the end of the year it is third, at the end of life it is fourth. Stability is out of the question, unless you are the owner of a grail. :)

And the easiest: minus "as many points" per day/month/year. Everything else: the more positive, the harder.

 
coaster >>: And the easiest way: minus "as many points" per day/month/year.

coaster, if it's so easy for you, could you please make me an EA, which is so horrible, that it's not better than minus 10 thousands points per month (I mean -11, then -15, then -13, but never better than -10). Will you drop it to me in my personal message, OK? Thank you.

 
Mathemat >> :

coaster, if it's so easy for you, please make me an EA, which is so horrible, that it's not better than minus 10 thousands points per month (i.e. -11, then -15, then -13, but never better than -10). Will you drop it to me in my personal message, OK? >> thank you.

I will not do such a "tipster" (I already posted a "weather vane" in the previous post).

1. Entry rule: random.

2. The exit rule: random.

The MO of the system will be: ALWAYS negative from "birth". Non-positive and non-zero, come down from heaven to sinful earth.

Increase trading activity to max trades per unit time.

Multiply ("0" minus "commission" minus "requotes" minus "swap" minus "etc") by the natural number of staffed systems and by the natural arbitrary number of trades.

The result is an arbitrary negative number. [MO; -oo).

And it's certainly easier to "earn" a steady minus 500p a month than minus 20.

 
coaster >> :

The result is an arbitrary negative number. [MO; -oo).

And it's certainly easier to "earn" a steady minus 500 p. per month here than it is to earn minus 20.

No matter how hard you try. Yes, you can lose a lot, but the modulus of the deal will still be very small.

 
Mathemat >> :

This will not work, no matter how hard you try. Yes, you can make a lot of deals, but they will be too small.

If you are very active in trading, you can make a system with a VERY high modulus. You want minus 20 p/month, or minus 5000 p/month.

So I don't get it? Are we talking about points per month? Or is it already about the MoD, smoothly? :)