"The 'perfect' trading system - page 30

 
VictorArt писал(а) >>

If it's simple, what's the problem - trade only trends - because you know their beginning and end.

However, because 95% don't want to - they lose :)

Problem? No problem.

The problem is that they lose because they take a huge loss.

If you trade one single swing with 1-2% stops per trade - you won't get it, unless you use OTT of course :)

 
Yurixx >> :

From this follows an answer to a question that has interested me all along. By its very name, the MTS Designer, implements a user-defined MTS. Naturally, this MTS has its own NF. The question was whether the user of the MTS Builder can use it to put any desired SF into the MTS being built? Or is this NF predefined as a sine wave after all ? From your post I take it that it is predetermined.

The MTS constructor is not a platform for thechanalysis.

MTS is constructed in the sense that it is possible to create different variants of systems aimed at different instruments and markets.

It's impossible to select any SF - there are variants inside, which are automatically selected.

The user can only change the external parameters.

Restriction of the user's freedom is a sort of foolproof protection.

As it is, it is always possible to create a plum option, and if you also give full freedom...

 
Yurixx >> :

As far as I understand, the triggering of a stop loss, profit and loss chains are the same signals or criteria by which the synchronisation occurs. That is, synchronization is a very expensive process and, by the way, it must continue all the time - adaptation cannot stop. Therefore, the questions are. Does your system have other ways of doing synchronisation during trading, apart from the losses you receive? What methods do you use to minimise the loss and maximise the profit of each trade ? It is not about the aggregate result, but about making the average profit on profitable trades higher than the average loss on unprofitable ones. You seem to be OK with the profit factor, but there is also this side of MM.

If the wall is too hard and you feel sorry for your forehead, no one forbids performing deals inside the emulator :)

I mean, the outer corridor is wide, the inner corridor is narrower and there are fewer stops in it.

97% of successful trades are the current maximum.

And another 1 year of lossless trades, i.e. without triggering stop losses.

The most effective way to maximize profit is pyramiding, i.e. several entries are made on one trade, each time at a better price. It allows to decrease losses and increase profits.

We are just now implementing pyramiding in the new version of the builder - its automatic support.

 
VictorArt >> :

97% of successful trades is the current maximum.


97% or 87.76% is certainly a good percentage. What's troubling is that for such results the figure of 1.72 in the Profitability column looks, sorry to say, ... pathetic

 
alsu >> :

97% or 87.76% is certainly a good percentage. What's troubling is that for such results the figure of 1.72 in the Profitability column looks, sorry to say, ... pathetic

Recently I've made an Expert Advisor for sport purposes using adaptive mash-ups and it has shown 76% and 3,12% without any optimization during the same year and a half, and lost my demo deposit in a week. Do you think yours will hold out longer?

 
alsu писал(а) >>

I recently made an Expert Advisor on adaptive mash-ups for sporting reasons and it has shown 76% and 3.12% for the same year and a half without any optimization, but I lost my demo deposit in a week. Do you think yours will last longer?

There is no such a thing. You have to test it properly.

 
alsu >> :

97% or 87.76% is certainly a good percentage. What's troubling is that for such results the figure of 1.72 in the Profitability column looks, sorry to say, ... pathetic


Total Net Profit 11890 Gross Profit 11900 Gross Loss -10 Profit Factor 1190
Total numbers of trades 23 Number winning trades 22 Number losing trades 1 Percent profitable 95.65%
Largest winning trade 5550 Largest losing trade -10
Average winning trade 540.9091 Average losing trade -10 Avg trade 516.9565

 
paukas >> :

It doesn't work like that. You have to test it correctly.

The deposit curve in the tester is practically straight due to takeprofit triggering, but there are short (2-3 days) but serious failures at 2-3 segments during the year. As it turned out, another such failure happened right in the testing period - this is what led to the above-mentioned consequences. Of course, I haven't given up on the system as a standby option yet, as the figures are quite tempting, but some serious reworking will be required.

 
alsu >> :

I recently made an Expert Advisor on adaptive mash-ups for sporting reasons, and it has shown 76% and 3.12% for the same year and a half without any optimization, but I lost my demo deposit in a week. Do you think yours will last longer?


Adaptive EA normally works after a period of optimization from 6 months to 1 year.

MTS builder - several years, presumably indefinitely.

 
VictorArt >> :


Uh, is this a test? Why didn't it work out with pamm then?