Practice testing, reflection, discussion... - page 17

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alexeymosc:

Look for patterns in the quotes, or they will find you. (С)


Well, while the search is going on...? Maybe you should try to swing what you can of the non-legitimate...?

 
prikolnyjkent:


Thank you very much for your reply (speaking with sincere respect).

But, it does not cover the one point that I have planned to demonstrate in this thread, which is the "energy" (earning potential) contained in the Vibrations of the outcome statistics around its regression line (for example). After all, extracting it is possible...?



The common name for such strategies is mean reversion. It can work if applied correctly. You need to know on which instrument and under what conditions it occurs.
 
prikolnyjkent:


Well, while the search is going on...? Maybe try to pump out some of the non-legitimate stuff...?


You can, but only for the time being. It's like chess - you look a few moves ahead.
 
alexeymosc:

You can, but only for the time being. It's like in chess - you look a few steps ahead.
In chess, there are the same rules for both sides. With us, there are rules only for us, and the market is free of rules. I am sure that our rivals study our programmes and create impossible conditions for us, and our hands are short. So this is far from chess!
 
borilunad:
In chess there are the same rules for both sides. With us, there are rules only for us, and the market is free of rules. I'm sure our rivals study our programmes and create impossible conditions for us, and our hands are short. So this is far from chess!

Oh, come on. Our programmes are being studied and actively countered:)

Have you posted many programs here? Not many:(

And they are studying them:)

 
tara:

Oh, come on. Our programmes are being studied and actively countered:)

Have you posted many programs here? Not many:(

And they are studying them:)

They have their own programmes for their business. It's very hard to outsmart them, but some people sometimes manage! ;)
 

There are two answers. The second one I will delete myself in a minute:

1. There is no fool for every wise man.

 
tara:

There are two answers. The second one I will delete myself in a minute:

1. Every wise man has his own simplicity.

I agree with the first one, but I didn't catch the second one, was it something obscene?!
 
moskitman:

I am specifically interested ina way of exploiting the property of the price to move away from its current level, no matter where. I will be very honest - I have tried many times to find such a way. I tried martins, triangles, ring... Martins in a ring and rings in a triangle... )))

My personal experience tells me that there is no such way. So quite naturally I am interested in yours. No irony.

P.S. If you're embarrassed to be booed by the audience, you can do so in person.

Doesn't the work of Expert Advisors that use a grid of orders without any indicators prove that exploitation of such "back and forth" price movement properties can bring profit? Here are the results of testing one of such Expert Advisors (lot=0.1):

GBPUSD (Great Britain Pound vs US Dollar)

Period 15 Minutes(M15) 2010.08.02 01:00 - 2012.11.29 00:44 (2010.08.01 - 2013.01.01)

Model By opening prices (only for EAs with explicit bar opening control)

History bars 52300

Modelled ticks 103588

Model quality n/a

Chart mismatch errors 0

Initial deposit 10000.00

Net profit 43840.88 Total profit 72583.21 Total loss 28742.33

Profitability 2.53 Expected payoff 20.70

Absolute drawdown 1124.71 Maximum drawdown 9130.30 (29.44%) Relative drawdown 38.47% (6557.09)

Total trades 2118 Short positions (% win) 1272 (70.44%) Long positions (% win) 846 (74.94%)

Profitable trades (% of all) 1530 (72.24%) Loss trades (% of all) 588 (27.76%)

Largest profitable trade 740.87 losing trade -317.61

Average profitable trade 47.44 (48.88%) losing trade

Maximum number of uninterrupted wins (profit) 23 (2721.64) uninterrupted losses (loss) 13

(-2176.10)

Maximum continuous gain (number of wins) 6949.71 (20) continuous loss (number of losses)-2176.10 (13)

Average continuous gain 5 continuous loss 20


 
khorosh:

Beautiful.

I can't help but wonder why this beauty makes a tester report and not a demo/real one, but it doesn't really matter. The idea of grid computing without price analysis seems very tempting to me, but my personal attempts to write such an owl cannot boast of similar results yet.

Another question: ...

Average profit trade 47.44 loss trade -48.88

that is roughly equal. In this case our profit should be due to the amount of profitable trades outnumbering the amount of losing trades.

an average continuous gain of 5 continuous losses of 20

how is it like that?

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