Golden Ratio

 

There is a TS (Expert Advisor) that trades and catches various large and small movements. On average it picks up a movement of 38 pips. Takeprofit in TS is used fixed. Optimal takeprofit in TS 62 points. My Expert Advisor has been observed for over a year. The most interesting thing I noticed is that the parameters: Average 38 points movement and 62 points TakeProfit. They did NOT change throughout the year. In TS NOT built in adjustment for these parameters, the algorithm trades on another principle, and produces these results. And the interesting thing is the results fit - Golden Ratio - the harmonic proportion of 0.62 and 0.38....

Can we draw any conclusions from this data?

 
A conclusion can be drawn from the results.
 

What do you mean by "the TC is not optimised for these parameters"? Does it mean that sl and tp are not optimized?

It means they are somehow calculated in the Expert Advisor itself. It suggests that there is an appropriate ratio of sl and tp in the Expert Advisor that will be used to calculate them. That is the reason for such a miracle.

 
Dmitry Fedoseev:

What do you mean by "the TC is not optimised for these parameters"? Does it mean that sl and tp are not optimized?

It means they are somehow calculated in the Expert Advisor itself. It suggests that there is an appropriate ratio of sl and tp in the Expert Advisor that will be used to calculate them. That is the reason for such a miracle.

This is why we get such a miracle. tp are optimized - it depends on the size of movement, which is taken by TC (but it doesn't change). The point is that it is NOT possible to calculate what the movement will be! Based on these movements the tp is determined.
 
Itum:
tp is optimized - it depends on the size of the movement that TC takes. The point is that it is impossible to calculate what the movement will be! On the basis of these movements and is determined by TP.

Are the TPs optimized, and the s is calculated?
 
Dmitry Fedoseev:

The tp is optimised and the sl is calculated?

SL is NOT calculated, it all depends on the situation and the market. SL - floating, always different !

I understand if these results were to change, or if we had a different ratio, etc. But the most interesting thing is that these parameters do not change and the ratio is strange 62 and 38 ... So there is some kind of pattern ... but which one is NOT known ))

 
Itum:
SL is NOT calculated, it all depends on the situation and the market. SL is floating, always different !


The tp is floating and so the sl is floating if it is calculated based on the tp, or in the same way as the tp. Can't see from here.

 
Dmitry Fedoseev:


tp is floating and consequently st is floating if it is calculated based on tp, or in the same way as tp. Can't see it from here.

The TP does NOT float, although it may float because it depends on the movements taken by the TS. BUT it does not change ANYWHERE during the year !

 
Itum:

The TP does NOT float, although it may float because it depends on the movements taken by the TS. BUT it does not change ANYWHERE during the year !


tp does not change, but the ratio does, but the ratio is constant?
 
Dmitry Fedoseev:

tp does not change and sl changes but the ratio is constant?
That's right ...
 
Itum:
That's right ...

tinny))