Is the advisor suitable for real life? - page 8
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sever29, для кривой баланса есть несколько возможностей:
- красивая, быстро вверх / вниз
- некрасивая с большими и длительными провалами и участками роста
- медленно вниз/вверх, со скоростью спреда за сделку.
- более-менее вверх/вниз, но с острыми и кратковременными провалами или участками роста.
Первый случай никак фильтровать не надо, ибо все тип-топ. Если вниз, то ее просто достаточно перевернуть. Ключевое слово - "быстро".
Второй можно и попытаться обработать как предложено.
Третий и четвертый... тут ничего не сделаешь, увы.
Alexei, it's still all hinged on not-wanting-to-say-what. However, you have already said this scary word.
And okay with that. Generally speaking, trying to measure and select tactics (MM there or trading signals) using trade results (balance curve) not only implies saying that scary word, but nullifies profits because the cost of measuring (loss) outweighs the profit. Remember "smart guy"? )))
There seems to be a trick here in that the measurement is made on pts. rather than money, but still - it measures what was and is applied to what will be. There's that same scary word again. Why should we suddenly assume that the balance curve has inertia??? ))) Why don't we go back to that? The balance curve is at least no faster than simply assessing the situation in any other way.
But then, what does the balance and trading with a reduced lot have to do with it?
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No, let it be inertia. But then maybe just don't trade at all, rather than reduce the lot?
Алексей, все равно все упирается в не-хочу-говорить-в-чего. Впрочем, это страшное слово ты уже произнес.
И ладно бы это. Вообще, попытка измерения и выбора тактики (ММ там или торговых сигналов) с помощью результатов сделок (кривой баланса) мало того, что подразумевает произнесение этого страшного слова, но сводит на нет прибыль потому, что затраты на измерение (убыток) перекрывают прибыль. Помнишь "умника"? )))
Здесь вроде бы есть финт в том, что измерение производится на пп., а не на деньгах, но все равно - меряется то, что было, а прикладывается к тому, что будет. Опять то же страшное слово. С чего мы вдруг должны предполагать, что кривая баланса обладает инерцией??? ))) Может, вернуться к этому чего? Кривая баланса как минимум не быстрее, чем просто оценка ситуации любым др. способом.
Но тогда причем тут баланс и торговля уменьшенным лотом?
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Не, пусть инерция. Но, может, тогда просто вообще не торговать, а не уменьшать лот?
When is the you-know-which theme going to be updated? :)As a matter of fact, the flip parabolic clearly shows the trending periods. Yes, I do think that balance curve trends show a more general, global and serious market pattern than the price itself. And this condition has inertia. Such is the assumption.
Не, пусть инерция. Но, может, тогда просто вообще не торговать, а не уменьшать лот?
I reduce the lot just to count the pips. It is as if we are turning the system off, putting it on demo. Technically, the easiest way to do this is by reducing the lot.Suppose I have a reversed parabolic.
Sometimes it plummets, sometimes it earns.
As soon as it starts losing money - we switch signals (buy/sell) in different places. The system comes out of the drawdown - increase the lot. Again losing money - let's return the signals back to their place, reduce the lot.
Together 2 systems sometimes work better, it is checked.
So, the idea is that the same logic can be applied to the lot reduction/increase algorithm.
Build 2 mashes on the balance curve - and the same filter on them.
And the same way to swap the signals in places.
At least, the upside-down parabolic improves this way practically to a grail and successfully passes the forward for 2006-2010.
Я уменьшаю лот только для того, чтобы посчитать пипсы. Мы как-будто выключаем систему, переводим её на демо. Технически, проще всего это реализовать именно через уменьшение лота.What about virtual transactions? Clearly, they don't quite match the real deal, but is it really that important to have THAT much accuracy?
Is it technically easier? Well, except for the lion...
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As for the point, the upside down parabolic clearly shows the trending periods. Yes, I do think that balance curve trends show a more general, global and serious market pattern than the price itself. And this condition has inertia. Such is the assumption.
What exactly is the basis for such an assumption? I have been thinking and thinking, but nothing in favor of it comes to mind. It is rather the opposite: the balance is much more derivative than even any other indicator. Not to mention the price.
What are the considerations? Maybe I'm not seeing the obvious...
А какое, собственно, обоснование у такого предположения? Я вот тут думал-думал, но ничего в пользу этого в голову не приходит. Скорее наоборот: баланс гораздо более производная вещь, чем даже любой др. индикатор. Не говоря уж о цене.
Какие соображения? Возможно, я не вижу очевидного...
We can only cite the recent example of the crisis.When the crisis started, the markets started to wobble back and forth, and trend and breakout systems were on the plus side. Everything calmed down - channel strategies and oscillators rule again. So it goes like this.
In short, global cycles.
When the balance curve goes down, it seems to signal: that's it, your system is broken, turn it off.
Тут можно привести лишь недавний пример с кризисом.Начался кризис - рынки стало колбасить туда-сюда, трендовые и пробойные системы в плюсе. Всё успокоилось - опять канальные стратегии и осцилляторы рулят. Вот как-то так.
Короче, глобальные циклы.
Когда кривая баланса идёт вниз, это как будто даёт сигнал: всё, твоя система сломалась, выключай её.
Uh-huh. I assumed that answer. But it does NOT follow "that balance curve trends show a more general, global and serious market pattern than the price itself. And that condition has inertia."
It only follows that price itself has inertia. And only the deaf-blind on Mars are not aware of the discussion on this. I'd hate to reduce it to that.
(In the voice of a movie provocateur) Maybe that would be just the proof that inertia does exist after all? )))
С чего мы вдруг должны предполагать, что кривая баланса обладает инерцией???
Good question. But why does it have to be inertia? It would be better to call it predictability.
Some time ago I encountered a problem about wrong coin - there is a coin with probability of side p1 and p2, if you guessed right, you get a ruble, if not, you get a ruble.
You have to learn how to make money on the eagle, and it is not known which side has which probability. And the history for analysis is limited to n throws, for example.
Next, just abstract reasoning. Suppose the price at some intervals has some property, at others it doesn't.
In the first intervals the Expert Advisor works fine, in the second one it fails. The property itself is not important, the important thing is that its presence is shown on the history, like in the case with the coins.
Then, like in the case with coins, it is possible to improve the strategy based on the history analysis.
Not only that, but it is suspected that the transaction history is only unpredictable for strategies that drain the spread, while any strategy that does have a statistically significant bias in either direction can be improved by analyzing the transaction history (any, up to 1) of a limited length.
So... Don't kick hard :).
............
ХВобщем вот... Сильно не пинать :).
Thank you, TheXpert. I'll have to think about it that way. I'm afraid, though, that it will all come down to... ))) I'm just kidding. And I'd rather not.
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Yes. Replacing inertia with predictability is accepted. Otherwise... like a red rag...