From theory to practice - page 945

 
Alexander_K:

To be honest - I've given up working on the strategy... I'm just reading - maybe someone will say something clever or give me a theoretically sound signal...

I'll give you a signal out of respect that you created this great thread... only after it has accumulated at least 250-300 trades to be sure everything is working properly...

for now it's hidden.
 
Martin Cheguevara:

I'll give you a signal out of respect for creating this great thread... only after at least 250-300 trades have accumulated on it to make sure it's working right...

for now it's hidden.

OK.

 

The point of cycles is to settle down and wait out the slump.

Maybe people liked that, I don't know.

But the deeper you look into history, the more it has to be forgotten, because it's in the past.

The future also defines the recent past, but mostly the present.
 
Martin Cheguevara:

But your order is in deficit, what are you going to do?

You have to ask the main question here. and seek an answer, and then the signals...

The main thing is to analyze the real position of the trader.

And the usual SL fitting will not improve anything - it will only get worse. IMHO.

 
Renat Akhtyamov:

The point of cycles is to settle down and wait out the slump.

It seems to me - it's the right thing to do.

 
Alexander_K:

Logically, with an entropy-type key in your pocket, there should be no losing trades at all.

And the usual SL tweaking will not improve anything - it will only make it worse. IMHO.

That's if you just let everyone make money...

But then who is the sponsor?
 
Renat Akhtyamov:

The point of cycles is to settle down and wait out the drawdown.

Or stupidly manually cover unprofitable trades, as Asaulenko does.

There is no way to develop a precise SL criterion.

 
Alexander_K:

Or manually cover unprofitable trades, as Asaulenko does.

You will not be able to work out a precise SL criterion.

Some time ago there was a guy in our forecasts branch with the nickname Sokol.

He came when he waited through a 3-year GBPJPY drawdown and desperately started buying bitcoins for kopecks.

Well, he won twice, good for him.

 

Generally speaking, this key indicator - entropy type - should be the main indicator for entry/exit to the trade.

If it becomes lower than a certain value - we open with the trend, if it becomes higher - we exit the trade.

Of course, this parameter should not be the only one in the system - but it is the main one. Without it we will have something like mine: a blur near +0% of profit.

A system that lacks the market persistence/antipersistence parameter cannot be profitable by definition.

 
Alexander_K:

Or manually cover unprofitable trades, as Asaulenko does.

There is no way to develop an accurate SL criterion.

What you don't understand, Alexander, is one simple thing, the market is a random process, and it is impossible to reliably predict it, whatever some people say here. To make a profit, you have to somehow shift the probability in our direction. If it is impossible to shift the guessing (at least for a long time), then we have to shift the profit, so that total profitable trades will have more profit than loss-making ones. In general, similarly as in poker). And it is possible to shift it at least 70/30. I hope you got the hint - the technology is close to poker technology, but not identical.