"The 'perfect' trading system - page 43

 
VictorArt писал(а) >>

In the attached picture, information for reflection: "can 20 error-free trades in two months be random?"

They can.

In addition to the sequence of profits, count the maximum drawdown on each trade. All profitable trades with maximal drawdown exceeding profit value will be considered as deals of type A, all the rest - as deals of type B. You lay out the sequence of deal types (in the same order as they were in time) and here you will see the true "stability".

 

Victor, I am not attacking you. On the contrary, sometimes I even defend you from attacks, which come from people who are not in the field, just for the sake of attacking you. As you have understood, I am interested only in the essence. Although I am not averse to irony over your attitude. Stub is my middle name. My first is trader. )))

Good luck. And one more thing as a wish. When stating your trading method, don't take a circular defense - some insights from your opponents may be useful. )))

 
goldtrader >> :

Here too is the current result of the same EA:

Only here on the real, and here on your screenshot. As they say, feel the difference. But it's hard to blame stability.

You're lying again.

You can see exactly which adaptive trading robots work on PAMM here:

PAMM

 
lea >> :

Can.

In addition to the sequence of profits, count the maximum drawdown on each trade. All profitable deals in which the maximum drawdown exceeds the profit value we will consider as deals of type A, all others - as deals of type B. You lay out the sequence of deal types (in the same order as they were in time) and here we will already see the true "stability".


Yes, they can.

A coin can also fall 20 times to one side.

However, an adaptive EA is not a grail. It is simply a trading tool that you have to know how to use. Like an ordinary hammer or a drill, for example.

How do you prevent possible losses?

 
Svinozavr >> :

Victor, I am not attacking you. On the contrary, sometimes I even defend you from attacks, which come from people who are not in the field, just for the sake of attacking you. As you have understood, I am interested only in the essence. Although I am not averse to irony over your attitude. Stub is my middle name. My first name is trader. )))

Good luck. And one more thing as a wish. When citing your trading method, do not take a circular defense - some of your opponent's insights may be useful. )))

Well, I'm kind of a funny guy, too :)

For the rest I try to give appropriate answers to reasonable questions.

 

Consensus.

suum kuikwe

 
VictorArt писал(а) >>

You are lying again.

You can see exactly which adaptive trading robots work on PAMM here:

PAMM

I may be wrong, but in no way am I lying, these are slightly different categories.

If I'm wrong, then obviously you do not put your best EAs on PAMM or how do you explain such a difference in results?

VictorArt wrote >>

In the attached picture, information for thought: "Can 20 error-free trades in 2 months be random?".

The number of months does not affect the result, while for TP/SL ratio from 1/20 to 1/4 that should be so.

Especially when you consider that the positions are opened by a duplicate, and in fact you can consider that they are not 20, but 10 (note I'm not saying that you're lying about 20 trades).

But then one losing trade will kill the entire two-month profit, the second one will kill part of the deposit.

 
goldtrader >> :

I may be wrong, but I am not lying in any way, they are slightly different categories.

If I'm wrong, then obviously you don't put your best EAs on PAMM or how do you explain such a difference in results?

When the TP/SL ratio is from 1/20 to 1/4, it should be so.

Especially when you consider that the positions are opened by duplicate, and in fact we can assume that there are not 20, but 10 (note I'm not saying that you are lying about 20 trades).

But then one losing trade will kill all the two-month profit, the second one will kill part of the deposit.

I haven't looked at the stats, on the "TP/SL from 1/20 to 1/4" skew is, in my opinion, systematic loss overharvesting, which is what leads there, deep into the zope.

 
HideYourRichess писал(а) >>

I haven't looked at the stats, the "TP/SL 1/20 to 1/4" bias is, in my opinion, systematic overlapping of losses, which leads there, into deep dzopa.

Well, when the stop is 150-160pp and the take is 8-40pp, it's not over sitting but rather shifting the chances of closing several positions to profit.

But so far I haven't seen any successful strategy with such ratio.

 
goldtrader >> :

Well, when the stop is 150-160pp and the take is 8-40pp, it's not over sitting but rather a shift of chances to close several positions in profit.

But so far I haven't managed to see any successful TPs with such ratio, working long and steadily in profit.

Do not get hung up on the profit-stop ratio. I have such a system that works long and steadily in profit (take my word for it ;))

There are variants of systems, in which this rule does not work, because there are 4-5 options of closing, in addition to the stop. And I don't have a profit.

Stop in this case is force majeure.

For example, if dynamic closing didn't work here, a stop loss would be triggered.

It's just that in some systems it's normal for a stop to exceed a profit.