"The 'perfect' trading system - page 106

 
paukas >> :

The Profit Factor is complete nonsense.

Justify it.

 
A general remark: it is actually not correct to take individual parameters out of context.

I would like to see your vision of the ideal combination of parameters and their values.

 
NutCracker >> :
General observation: it is actually not correct to take individual parameters out of the general context.

I agree. That's why we need to talk about a specific type of TC.

What do you mean? Pipswitch, trailing TS, TS on price forecasts etc.

 
Svinozavr >> :

What do you mean? Pips, trailing TS, TS on price forecasts, etc.

Fair point. Although, you can always define the system by its list of parameters. Specifically, I meant the system of intraday trading based on paternals with close stops and short targets. This variant of the system is ideal for me personally. For it, and a list of parameters is defined.

One more thing: it is good to have a portfolio of 3...5 such systems.

 
VictorArt >>:

Была задача добиться стабильности на ПАММе - мы её вроде как решили - эквити с 10 августа довольно гладкая пошла.

Теперь другая задача - эквити должна остаться гладкой и должна пойти вверх.

Решим задачу или нет - понятия не имею :)

Но мне будет интересно посмотреть, что из этого получится.


Since then:

"Maximum relative return 53.79% (15.01.2010)"

i.e. the "Equity should remain smooth and should go up" objective announced on 17.10.2009 is in the process of being successfully implemented.

 
O sancta simplicitas! (c) J. Goose
 
VictorArt >>:
Идеальность не в прибыли, а в способности как можно дольше не разрушаться (стабильность несущей).

Прибыль ничто - стабильность всё! :)

Don't trade and you'll be happy with your stability.

;)

 

Hi all.

Is there going to be a continuation of the theme?

 
In a couple of months. When the "adaptive PAMM" has updated the maximum drawdown. =)
 
Too bad )