Where is the line between fitting and actual patterns? - page 60
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
That's the point, the market has been in different states, phases, etc. over the 12 years of history.
And to fit such a test period, so to speak, a one-strategy TS is extremely difficult ( without self-interest or fanaticism, of course)
And if the results over 12 years are as set and stable, then we have found and use some kind of pattern.
Otherwise, it's a fit.
lasso:
...
1) Number of transactions for 1 year not less than 250-300.
... would be appreciated.
PS And probably surprised. ))
Will it do if there are about 160 trades per year? 1693 - for all, GBPUSD on daires, started since August 2000 - no entry signals before... till now.
There are not only long-lived patterns, but also short-lived ones. The question in the thread was not about looking specifically for long-lived ones. It is a question of distinguishing between "regularity/fitting"
IMHO. A real pattern has no lifespan at all, i.e. it is always present, only slightly weakening/strengthening - sort of pulsating.
Short-lived "patterns" are adjustments to the current "state" of the market, with all that it implies...
Will it work if there are about 160 trades per year? 1693 - for all, GBPUSD on the diaries, started in August 2000 - no entry signals before... till now.
Of course. We'll see. We'll discuss it.
The targets are tentative, after all.
Of course. We'll see. We'll discuss.
The targets are tentative.
Increased the number of simultaneously opened orders in the market, the report has changed, transactions average 200 per year, FS=15.
Optimisation hasn't been done at all... :-))) - I have marked the working range of levels on the chart purely independently - I am using it
The strategy itself is not discussed...:-P Stop-loss level is increased, so I can enter/exit strictly by the Expert Advisor's signals.
This is the working basic version - without trawl, i.e. in its pure form.
Increased the number of simultaneously open orders in the market, report changed, trades average 200 per year, FS=15.
There has been no optimisation at all... :-))) - I have marked the working range of levels on the chart by myself.
The strategy is not discussed ...:-P Stop-loss level is increased, so I can enter/exit strictly by the Expert Advisor's signals.
This is the working basic version - without trawl, i.e. in its pure form, as it is.
HZ. Of course, it is possible to get to the pole.
But at first glance, a clear exploitation of a pattern.
Of course, over-sitting for up to half a year and a high series of trades is a bit different to what I'd like to see...
But as starter material, I think it'll do.
Good luck with your development.
..................
PS How does it behave on other instruments?
I assume the output is either the same method as the input, but with a longer period, or some other method different from the input, but again with a longer period. Interesting report. Good luck :)
Added: Positions are closed differently, the technique is clear, maybe you should make such a graalchik) Regarding the entry and exit points (the starting point of the flip), I assume that the two wands or the oscillator, and something else... This is something else that several times during the history triggers the reversal processes right on the global trend peaks. This kind of thing is beyond the control of the gauges. Third forces?
I have increased the number of simultaneously opened orders in the market, the report has changed, the average 200 trades per year, FS = 15.
There has been no optimisation at all... :-))) - I have marked the working range of levels on the chart by myself - I use it
The strategy is not discussed ...:-P Stop-loss level is increased, so I can enter/exit strictly by the Expert Advisor's signals.
This is the working basic version - without trawl, i.e. in its pure form.
Roman, I have looked at it, frankly speaking, it is not impressive. It's a far-fetched averaging/pyramiding, firing in daffy unidirectional bursts (60 trades/day) at random. I just estimated how much the equity was in deficit on the first series alone - about half a deposit (!). And you call this a "result" worthy of consideration?))
If the pound had gone down by another 900 points at that time, you would have had to increase your initial deposit even more))
I've marked the range of levels on the chart by myself.
Now I understand what these levels are)) I am not able to draw them on the history yet)
Roman, looked it up, frankly I'm not impressed. It's a farcical averaging/pyramiding, firing in dazed unidirectional bursts (60 trades/day) at random. I just estimated how much the equity was in deficit on the first series alone - about half a deposit (!). And you call this a "result" worthy of consideration?))
That's because of the requirement of 250-300 trades a year :-P Try on the diaries - dial it in... :-))
" It's a crude averaging/pyramiding, firing dazed unidirectional bursts (60 trades/days each) at random. ":-R - flattered, thank you.
1. I assume that either the output is using the same method as the input, but with a longer period, or some other method different from what is being fed to the input, but again with a longer period. Interesting report. Good luck :)
2. Added: Positions are closed differently, the technique is clear, maybe you should make such a grail yourself) As for the entry and exit points, I assume that two wands or oscillator are used, and something else... This is something else that several times during the history triggers the reversal processes right on the global trend peaks. This kind of thing is beyond the control of the gauges. Third forces?
1. No. The inputs/outputs are inverted, the period is the same - it's testing the main filter. Thank you. :-Р
2. No MA or oscillators. Third forces? - They are the First ones in charge... :-Р
"But on the face of it, a clear exploitation of a pattern" - who would doubt that.