Alternative and common approaches in the construction of TC - page 5
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Any results?
I will not discuss Martin, otherwise this thread will suffer a bad fate...
The only thing I will say about martin is that mathematically it is the same TS as all the others. No worse, no better. The popularity is only due to the simplicity of the TS and the inadequacy of the users.
I will not discuss Martin, otherwise this thread will suffer a bad fate...
The only thing I will say about martin is that mathematically it is the same TS as all the others. No worse, no better. The popularity is only due to the simplicity of the TS and the inadequacy of the users.
:)))
i did not mean martin, i did not even indirectly mention it
If you know the distributions of the non return movements of a financial instrument over 20 years. And it's elementary to find out by analyzing the history.
I'm interested in the analysis of the instrument's no-return movements on a long history interval...
:)))
I didn't mention Martin, not even indirectly
Read the first post on this page again and answer yourself the question at the end.
Are you avoiding the answer because you have nothing to answer?
sever30:
I'm interested in analysing a tool's rollback movements over a long historical interval...
Geez, I didn't think it would be difficult. It is done like this:
Run a ZigZag with knee size condition >= N and see the number of knees. And so for all N of interest. N is taken not in absolute values (points), but in relative values.
You get a table, where the first column shows N, the second column shows the number of knees. This is the simplest analysis of the bounce-back motions.
And if a synthetic does not guarantee us the stability of its behaviour in the future, why should it be needed?
I tried to answer your question with simple clear reasoning. I don't know why you are addressing it to me again.
If among all FI on history all your anti-fitting methods show that your TC works the most stable on Fip, then it is up to you to decide whether you will run on it or do nothing, as you realise that there are and will not be any guarantees. And up to that point I haven't mentioned any synthetics in this post.
If you think about it a bit further, it might turn out that Fip is a synthetic.
I tried to answer your question with simple clear reasoning. I don't know why you are addressing it to me again.
If among all FI on history all your anti-fitting methods show that your TC works the most stable on Fip, then it is up to you to decide whether you will run on it or do nothing, as you realise that there are and will not be any guarantees. And up to that point I haven't mentioned any synthetics in this post.
If you speculate a little further, however, it may turn out that Fip is a synthetic.
Thanks for the reply..... Your logic is clear......
A question for clarification: why do you think that fitting an instrument (synthetics) to TC parameters is a more "right way" than fitting TC parameters to a specific instrument? And a follow-up question: if we are talking about customizable TC parameters, how to set these very initial TC parameters to find a suitable synthetic: arbitrarily, by feng shui, by date of birth?
Man, I didn't realise it would be so complicated. It's done like this:
You run a ZigZag with a knee size condition >= N and see the number of knees. And so for all N of interest. N is taken not in absolute values (points), but in relative values.
You get a table, where the first column shows N, the second column shows the number of knees. This is the simplest analysis of the bounce-back motions.
implemented in practice? is there a table of results?
implemented in practice? is there a table of results?
.... ... ...
Comparison:
I do not know if this is relevant. Based on a variant of multicurrency analysis for 4 financial instruments (dollar index, euro, pound, franc) I have implemented a program algorithm for entering. Essentially, the entry on one of the named instruments is implemented based on the configuration of MA lines of all 4 instruments.
I cannot tell you more about it. It is a "trade secret"! I think that what has been said is enough in a "general form".
The result is very surprising! I optimized the Expert Advisor on a monthly history (from December 15 to January 17).
Then I ran it on all available history from August last year to this day! Check the results:
Initial deposit 10000.00
Net profit 3414.03
Total profit 5213.14
Total loss -1799.11
Profitability 2.90 Expected payoff 18.36
Relative drawdown 8.01% (871.89)
Total trades 186
Short positions (% win) 91 (80.22%)
Long positions (% win) 95 (81.05%)
Biggest profitable trade 70.11 losing trade -176.00
Average profitable trade 34.75 losing trade -49.98
==============================================
In the entry algorithm there are two shares to the first entry signal with non-aggressive addition of size. (0.1-0.2-0.3 - size of pos.) I.e. actually two steps of non-aggressive martin. Actually, the system works just as well without additions. Total profit is only smaller (as well as the drawdown).
Interestingly, the runs (at opening prices) with identical parameters in different brokerage companies have shown almost identical results (broker-alpari-masterforex)! The same balance charts. Losses are not overpriced but strictly closed by the signals of the Expert Advisor.
So, apparently, with this approach - clearly visible positive prospects for further work. I'm going to monitor the Expert Advisor next week somewhere.