"The 'perfect' trading system - page 97
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What's the point of doing this? When you only need one that will 'draw' with a tilt up....))))
Applause turning into a standing ovation, occasionally with shouts of "bravo!" Everyone stands up! :)))
Just kidding :)
VictorArt, clarify what a "carrier" is - not just by pictures alone.
In radio engineering, the term is 'carrier frequency'. How do you apply it to the balance graph?
And what is its stability - also not only on pictures it is desirable.
Here the "carrier" is the basic/basic NF.
It turns into a balance if you open positions at points where the SF intersects the FR.
Carrier stability - if the optimizer finds the same or similar carrier parameters at different periods of the price series.
In other words, if the inverse function of the market (that is the SF already synchronized with the FR) is equal to a constant - a horizontal straight line.
In general, the optimiser first looks for StopBase->market (carrier shape) and then market->StopBase (checks the resulting shape against new possible variants).
Applause that turns into a standing ovation, with occasional shouts of "bravo!" Everyone gets up! :)))
Just kidding :)
What can I say? :)
A correctly set problem is half the solution.
Equity is the final goal, i.e. the last phase of solving the problem.
It is obvious that you will spend infinitely much time, but will not find a common solution :)
In another way, it is formulated: "buttery oil" - an endless cycle - where the end is the beginning.
What's the point of doing this? When you only need one to 'draw' with an upward slant....))))
"One man is not a warrior in the field".
It's all against all odds in the market, so it's extremely difficult to create one universal tool, for all occasions.
That's why there is such a thing as "modularity". I hope I don't have to explain to anyone what it is? :)
The advantage of modularity is the ability to output individual trading robots, without significantly affecting the overall result.
Example - an unsuccessful launch of a new trading robot had no significant impact on stability of equity.
There is the archetype and there is its projection into the real world. Or in other words, there is a concept, there is an object. Or "in the beginning was the Logos" - a thought.
I don't think the Inexplicable conceived of TC as "wall-to-wall movement". It is an implementation. The idea is perfect))) TC cannot be self-sufficiently expressed through its concrete realization, just as the idea of an ideal computer cannot be expressed through a concrete model - it will always be incomplete, one-sided and compared to Plato's main heavenly computer (archetype) some Ibidem's RoadRunner is a total shit.
Once again - we are talking about an idea. And talk that it is unfortunately impossible, does not stick in this context. About projection into reality - later. Right now - about the idea.
Alexey has started to be specific on the subject - there is hope that the subject will bounce back. So far I have nothing to add - understated.
As one of the options to get closer to the ideal TS :
The system does not use (place) market orders. Only pending orders.
Let the price go to them"inertially" or otherwise. We do not need TPs and stops either. The counter orders will perform their role.
;)
OK, let's get started. Actually, it is probably impossible to build a perfect EA. But first I will list its properties as I understand them. And then let's move on to the quasi-ideal as some approximation of the ideal.
1. Does not have a single arbitrary parameter that is not justified logically.
2. Always trades in profit, i.e. no balance drawdowns.
3. Each transaction is accompanied by the price change only in profit, i.e. there is no drawdown of equity below the balance. The price, already after the transaction has gained some paper profit, can go against the transaction, but never making the transaction unprofitable.
4. The previous point has a corollary: the strategy remains profitable even with an extreme MM.
I'll stop for now, because it's time to go to bed.
1. +
The rest is probably better this way (IMHO) :
2. The target is reached with higher probability than the loss.
3. Price has not moved further against the open position than a specified number of pips since the position was opened. (Initial stop, risk trade).
4. Since the price has reached some profit on an open position, it does not go further than the specified number of points against that profit. (Trailing arm).
Consequence of point 3 - Trade with predetermined risk, which is defined by an initial stop.
Consequence of step 4 - a certain trawl.
As for items 2, 3 and 4, they can (and should!) be determined dynamically, adaptively.
IMHO - these are the main independent criteria. Everything else will be a consequence of the way of implementation.
Good luck.
VictorArt, clarify what a "carrier" is.
And that's what a chicken is.)
The ideal trading system has no external parameters.
Not true. The size of the profit needed for tomorrow should have. ;)