The second sacred cow: "Grow profits, cut losses" - page 6

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Stells >>:

Разрабатываю стратегию, сигнал довольно точный. Ищу соотношение TP и SL.
TP = 10
SL = 30
или может увеличить SL ?
бывает прибыль прибыль, а потом один SL сжирает всю прибыль.

The signals of a strategy with stops 3 times the size of takeovers can by no means be called accurate.

The higher the TP/SL ratio, the more accurate the signals, the closer our position is to the angels that denis_orlov wrote about

 
joo >>:

Сигналы стратегии, стопы которой в 3 раза больше тейков, никак нельзя назвать точными.

Чем больше соотношение TP/SL, тем точнее сигналы, тем ближе наше положение к ангелам, о которых писал denis_orlov

Oh, and one more thing. If TP and SL are constant, then there should be no question about the accuracy of the signals at all. If they are constant, then they are fitted, so there is no reason for them to be set.

 
joo >>:

Да, и ещё. Если TP и SL постоянны, то вообще ни о какой точности сигналов речи не должно быть. Раз они постоянны, значит они подогнаны, значит в них нет причины по которой они установлены.

Statistics don't count as a reason?

 
MetaDriver >>:

Статистика не катит на должность причины?

Nope. You know it yourself. :)

By the way. The perfect strategy has TP/SL tending to infinity. This means that it has no stops, as well as no negative equity.

Therefore, with equal profitability, we should prefer the TS with higher equity ratio.

 
MetaDriver >>:

Статистика не катит на должность причины?

Nope. Statistics are pseudoscience. What causes are there, MetaDriver?! It's just correlations and regressions that have nothing to do with causality...

 
Stats are great, but not the mother of all reasons why permanent TP SL will be chosen.
But for non-permanent ones, it's very good.
 
Mathemat >>:

Неа. Статистика - лженаука. Какие там причины, MetaDriver?! Там просто корреляции и регрессии, не имеющие к причинности никакого отношения...

Lun, lun, I agree. It's hard to argue with you... :)

 
joo >>:
Статистика классная тётка, но не годится в роли матери причины, по которой будут выбраны постоянные TP SL.
А вот для непостоянных - очень даже кстати.

Yeah, I agree. I'm easy-going today. :)

 
Who works on channels,
what are the solutions for SL, TP size ? perhaps a trawl still ...
 
I don't think fixed stops are the right way to go. The market dynamics are such that stops should also be dynamic! I'm working on it now (by the way, not bad results). The best way is to enter and exit by one indicator, and exit by another! P.S. When the system does not show any losses it always worries me. But when the chart is wavy with an overall upward trend - it's more reliable! That is my opinion!
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