Has anyone created a successful automated trading system? What is your advice? - page 25

 
prostotrader #:

The calendar spread implies that both 'legs' must contain an equal number of contracts so that there is no

distortions. There may be a temporary skew in the VM on illiquid instruments, but in the end the profit is not the difference in leg contracts, but the difference in spreads.

in the end the profit is not the difference in contracts of the legs, but the difference in spreads at entry and exit,

which constitutes the profit.

There are no Grails and there can be none! There is a profit margin that suits you or not.

In most cases on the Derivatives and Stock markets, the rate of return can be calculated.

For more details on all the TC there are on the Internet, but how to modify (improve) and how to trade, decide for yourself.

Added

For example in the Forex market the difference between CS on the one hand and CS on the other hand.

My first and foremost trading strategy is to try and modify (improve) it as you decide.

My top priority TS is classic arbitrage. Because the risks in this TS are 0%,

And the volume of funds several times greater than the capabilities of a single derivatives market.

Even with "frontal" use of this TS the rate of profit is higher than bank deposits.

For example, right now, IRAO will give 10.28% annual return.

Added by

And in general, Alexey, you remind me of the hero of this cartoon:


:-) I'll ask more about it later.... I'm a little busy right now... having dinner.
 
Dmi3 #:

Where do you come from? Do you only trade here, in the virtual MQ space?

You don't get any rubles from any broker on this thread, let alone an interest. The broker brokerage itself does not give any profit to you, the more so it does not give any interest. Your "writing" is already at a level below the plinth. I'm pointing in the right direction, but I'm not going to lead you by the hand.

https://www.moex.com/s856

You're already a pain in the ass!

Are you taking collateral to the NCC?

Everything happens through a broker, I already wrote - call and your collateral (currency), will immediately become unnecessary.

For now, you "Golubchik" (from Golubkov), are only making hot air, and in a spiteful manner.

Alas, but "you can't take any meat off the counter".

That was proven four years ago.

 
prostotrader #:

You're getting on my nerves!

Will you bring collateral to the NCC?

Everything happens through a broker, I have already written - call and your collateral (currency), will immediately become unnecessary.

For now, you "Golubchik" (from Golubkov), are only making hot air, and in a spiteful manner.

Alas, you won't be able to get any "meat off the counter".

I know exactly what you are doing on the derivatives market. I am not very interested in this subject as there is no liquidity or profit there. But since I am fed up with you, I will take your money. Good riddance. Don't be offended.

 
Dmi3 #:

I know exactly what you are doing on the futures market. I am not very interested in this topic, as there is no liquidity and no profit there. But since I am fed up with you, I will take the money from you. Good riddance. Don't be offended.

Sorry to hear about you, poor guy...

Added

By the way, as of 05.12.2021.

Not accepted (no longer in force)

https://www.nationalclearingcentre.ru/catalog/0302/285

НКЦ | Документы
  • www.nationalclearingcentre.ru
Небанковская кредитная организация - центральный контрагент "Национальный Клиринговый Центр" (Акционерное общество) - НКО НКЦ (АО)
 
prostotrader #:

You're getting on my nerves!

Will you bring collateral to the NCC?

Everything happens through a broker, I have already written - call and your collateral (currency) will immediately become unnecessary.

For now, you "Golubchik" (from Golubkov), are only making hot air, and in a spiteful manner.

Alas, but "you can't take any meat off the counter".

That was proven 4 years ago.

At the broker it looks like this:


 
JesonMile:
"automated trading" means different things to different people, here I mean a system that detects good trading situations and then places an order and closes later after some conditions are met.

It seems to be possible to create a profitable system, but so far I haven't had much luck. some big advantages I see in an automated system is that it can trade 24/7 and does not cause any emotion. ideally I would like to scalp on small timeframes (h1 or less), but h4 or d1 is probably easier, right?

what indicators have you had success with? are you using fixed sl and tp or more complicated closing conditions? did you write it completely yourself or used templates such as mt5 advisors? do you think many different indicators with certain weights are better than one or two or is it too complicated?

what kind of returns are you seeing and how consistent is your system?

can the breakout bot at market opening be successful?

There is an Expert Advisor in the terminal (MACD Sample.mq5) set them on these pairs

{"EURUSD","GBPUSD","USDCHF","USDJPY","USDCAD","AUDUSD","AUDNZD",
                     "AUDCAD","AUDCHF","AUDJPY","CHFJPY","EURGBP","EURAUD","EURCHF",
                     "EURJPY","EURNZD","EURCAD","GBPCHF","GBPJPY","CADCHF","GBPAUD"
                    };

get approximately this result

Screenshot 2021-12-08 091309

\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\

i dont know what happened there or the tester got tired. - It was going so well but i lost money for some reason.

Screenshot 2021-12-08 091521

\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\

stop out - got it

2021.12.08 09:14:00.771 stop out occurred on 38% of testing interval
Screenshot 2021-12-08 092120
 
prostotrader #:

Sorry to hear about you, poor guy...

Added

By the way, from 05.12.2021.

Not accepted (no longer in force)

https://www.nationalclearingcentre.ru/catalog/0302/285

Whatever you do, it all fails, as I see it. There are actual methodologies at the link. But what do you need them for?

https://www.nationalclearingcentre.ru/catalog/0302/12735

НКЦ | Документы
  • www.nationalclearingcentre.ru
Небанковская кредитная организация - центральный контрагент "Национальный Клиринговый Центр" (Акционерное общество) - НКО НКЦ (АО)
 
Dmi3 #:

Whatever you do, it doesn't work out, as I see it. There are actual techniques at the link. But why do you need them?

https://www.nationalclearingcentre.ru/catalog/0302/12735

Do you remember what you wrote?

"Keep your CS in Otkritie in U.S. dollars and convert the ruble profit in the same. And you will have dollar returns on ruble-denominated instruments. "

What does this have to do with the link to the exchange?

Otkryvashka has its own rules (at least 4 years ago they had it the way I described).

 

2

classic of the genre. just like a textbook... cut losses short, let profits flow)

 
To make the system work as all-weather, reliable and always as a Kalashnikov, all you have to do is replace the standard logic with another. So far, so good.