Adviser to the whole world - page 72

 

sever30 : and it will be, it will be

how can you say anything without at least gathering statistics :)

for example Yes... such a situation will occur (a slippage to infinity) - but how many times in 1 year has it happened? maybe when it converges there will be about 400.000 trades... and such cases when they converge only 5...

but - you have to be an idiot to wait for the maximum drawdown... has reached the calculated level and it will break even... - (this is the subject of the second half of lot management...)

let's first look at Simple situations - flat - when there are more Convergences... and how much and how you can increase the profitability of the strategy....

 
sllawa3: It's "pretty obvious"... we've just started to work on the strategy... We need to get the basics right first, and then we'll start introducing various fills and so on...
Ok :) - Let's have a look at the equity charts on the minutes - and what's coming up... first, let's evaluate visually....
 
Aleksander:
Ok :) - Let's look at the equity charts on the minutes - and what it shows... first, let's evaluate visually....

It's not a bad picture coming out... if you look at the matcad... and with an equity trawl ( assumed)...

and even in the tester when testing one current pair ( sometimes... not every day...)


Chart mismatch errors 0
Initial deposit 1000.00
Net profit 5613.25
Total profit 6811.75
Total loss -1198.50
Profitability 5.68
Win expectation 374.22
Absolute drawdown 308.00
Maximum drawdown 3772.50 (48.85%)
Relative drawdown 48.85% (3772.50)
Total trades 15
Short positions (% win) 6 (100.00%)
Long positions (% win) 9 (88.89%)
Profitable trades (% of all) 14 (93.33%)
Losses (% of all) 1 (6.67%)
Largest
profitable trade 1757.00
losing trade -1198.50
Average
profitable trade 486.55
losing trade -1198.50
Maximum
continuous wins (profit) 14 (6811.75)
continuous losses (loss) 1 (-1198.50)
Maximum
continuous gains (number of wins) 6811.75 (14)
continuous losses (number of losses) -1198.50 (1)
Average
continuous wins 14
continuous losses 1
naturally that pr (and even with an approximate rather than exact calculation of the 2nd pair's lot)
 

What fun! I understand what Alexander is pushing.

Slava, I'll tell you right away - we're all set. Don't bother.

You understand, Alexander controls the volatility. at least that's what he thinks.

He's just pushing one pair over the other essentially. And you have to take the cheaper pair so you don't go bust.

And I don't need any indicators. I can tell you when and what to do. When to trust an indicator, when not.

 
Yes, you can bait :) but you'd better cover up before any significant news :)... but that's only a matter of time :)
 
Aleksander:
Yes, you can bait :) but you'd better cover up before any significant news :)... but that's only a matter of time :)

Alexander, self-made volatility does not always work, does it?
 
I think the best option for the current system is as follows: trawl for equity and 2 coefficients on the 2nd pair's lot are added to the Expert Advisor... for sell and for buy...
 
new-rena:

Alexander, you don't always have self-made volatility rolling - do you?

how does it not work? it is calculated and adjusted all the time :) once a minute... if necessary is done..... HMMM...

And what do you, mean by Volatility Management... ?

 
By the way, even on one pair, any slightly profitable Expert Advisor becomes much more profitable if you add to it the condition when the chart of the traded instrument is below all others, then buy and sell when it is above all others...
 
Aleksander:

how does it not work? it is calculated and adjusted all the time :) once a minute... if necessary is done..... GMMM...

what do you mean by Volatility Management... ?


Some forex client at the same time makes a better trade than you and you're screwed until he runs aground.