From theory to practice - page 771

 
Dmitriy Skub:
If you look visually at the balance/equity chart, you can see that there are almost always early entries. Your TS is in too much of a hurry to open.

+1000% It is. I've written about this before.

 
Give me a link to see.
 

Alexander didn't look at the signal points where the trades were filtered out with the key?

Can the key be rotated to enter at the breakdown of the channel?

 
Evgeniy Chumakov:

Alexander didn't look at the signal points where the trades were filtered out with the key?

Maybe turn the key, enter at the breakdown of the channel?

No, I haven't.

I'm a proponent of counter-trend trading of the "return to average" type from channel boundaries.

Yes, in most cases when there is a breakout of the channel and the excess is very high - the trend starts. But it is not enough to enter the trend - we must also exit on time :)). Anyway, it has its own mathematics and I don't want to mess with it. I would like to sort out my business...

Despite some successes, I still think it's too early to rejoice - I need to wait for at least one month's results.

On the test data we can see that not only the kurtosis is important, but also the asymmetry of increments distribution - in general, at the moment of entering a trade one should know ALL moments of this distribution and use them skillfully.

Anyway, I look forward to continuing next week.

 
Alexander_K2:

No, I haven't.

I'm a proponent of counter-trend trading of the 'return to average' type from channel boundaries.

Yes, in most cases, when a channel is broken and the excess is very high, the trend starts. But it is not enough to enter the trend - we must also exit on time :)). Anyway, it has its own mathematics and I don't want to deal with it. I would like to sort out my business...

Despite some successes, I still think it's too early to rejoice - I need to wait for at least one month's results.

On the test data we can see that not only the kurtosis is important, but also the asymmetry of increments distribution - in general, at the moment of entering a trade one should know ALL moments of this distribution and use them skillfully.

Anyway, I'm waiting for the continuation next week.

Anyway, the funny thing is ...

If not ticks, then it will be the following dependence: either pouring in trend and earning in flat, or vice versa

;)

 
Renat Akhtyamov:

In general, the funny thing is ...

If not ticks, it will be the following dependence: either pouring in the trend and earning in the flat, or vice versa

;)

Why?

 
khorosh:

Dreams, dreams, where is your sweetness? You can gain and you can lose. It is not the potential opportunity that is important, it is the fact that on a long interval the Expert Advisor works with profit and acceptable drawdown. If you learn to choose 1-2 days for such profits and sort out the days with losses, then I'll take my hat off to you).

You don't have to pick 1-2 days. Trade on the trend (if you want to try) and you'll be fine. The main thing is to get the trend time frame right. A week always works.

 
Evgeniy Chumakov:


I know what you mean. It takes so much energy, emotion and time, it's like wow! ....


About thinking!

Suppose there was an n-point gain per tick, but if we examine the same n - points with another time interval, it will be quite different... Right?

It's already taking speed into account, which I think is important.

So we have to build a distribution that takes speed into account and look at asymmetry and kurtosis.

From this it can be understood how quickly the price changes in any direction.

I think so! It cannot be checked on minutes because we are limited to bars, but it may do it on ticks.


Do not be lazy - check it.

In other words, what if the lie were true - suddenly it would be better...

 

Lord, help me to overcome the cup of adversity and behold the Grail in the coming week! I will.

Amen.

 
Alexander_K2:

Lord, help me to overcome the cup of adversity and behold the Grail in the coming week! I will.

Amen.

When you find that cup. )))