Is there a universal system? - page 11

 
Serqey Nikitin:

Feedback management will only have a positive effect if the direct link ( the strategy itself ) has a positive balance. Otherwise - feedback control will do nothing - you can't make a sweet out of shit...

The chart showing the statistics of your trades' outcomes can either be ascending or descending, or dangling around the horizontal axis.


If the graph is ascending, you know what to do and are collecting profits.

If the chart is descending at the rate of twice the spread - you open in the opposite direction to the direction, which generates the source of your trading signal and also collect a profit.

If the chart is wobbling around the horizontal axis - you apply a coefficient of change to the volume of the transaction, compensating for the negative impact of the spread (swap, etc.), and again collect profit.


Where do you have the problem...?

 
prikolnyjkent:

The chart showing the statistics of your trades' outcomes can be either ascending or descending, or dangling around a horizontal axis.


1. If the graph is ascending - you know what to do and are collecting profits.

2. If the chart is descending at a rate greater than double the spread - you open in the opposite direction to the direction, which generates the source of your trading signal, and also collect a profit.

If the chart is wobbling around the horizontal axis - you apply a coefficient of change to the volume of the trade, which compensates for the negative impact of the spread (swap, etc.), and again collect profit.


Where do you have the problem?

There is no problem!

On point 1. - The feedback is over-insurance, because there will be a profit anyway.

Point 2 - only the hump can fix the hump!

For p. 3. chattering will remain close to "0" - because correctly calculate your coefficients a rather complicated task...

Overall, this cosmetic method is no substitute for a normal profitable strategy...

 
Serqey Nikitin:

No problem!

On point 1. - The feedback is over-insurance, because there will be profit anyway.

By item 2. - only the hump can fix the hump!

For item 3. will remain close to "0" - because correctly calculate your ratios problem rather complicated ...

In general, this cosmetic method will not replace a normal profitable strategy...

Apparently, you and I are each talking about our own: me - profit, in any of the options; you - cosmetics of some kind. Why should I look for a normal profitable strategy, if any strategy (profitable, non-profitable, unprofitable) is enough for me to live?


 
prikolnyjkent:

Apparently, you and I are talking about different things: for me, it's profit in any case; for you, it's cosmetics. Why should I look for a normal profitable strategy, if any (profitable, non-profitable, unprofitable) strategy is enough for my life?


I think you meant that you can ennoble any strategy and make it profitable).

 

О! A long-standing idea to use TAU and OOS in constructing trading systems. Pity I abandoned the direction in the beginning, it turns out there are fish there too.

Stabilizers, when the load fluctuates, e.g. to the beat of music in amplifiers, keep "straight" due to feedback. And they do not try to predict or predict anything. They don't know anything when they hit the drum. (The puppets and soros are going to screw around :) ). Whatever, they don't care. When they "kick in", we'll "adjust" if they do.

It simply amplifies the error - the difference between the "correct" voltage and the actual voltage and gives the control signal to the regulating transistor to compensate for the error. That's what it's called - a compensation stabiliser.

http://www.electronicsblog.ru/silovaya-elektronika/kompensacionnye-stabilizatory-napryazheniya.html

We do not need a straight line, but a strictly upward sloping "desired equity" :) This is what we feed to one input of the fault amplifier as a "target voltage" and our actual equity. There are adjustable power supplies, so, we can slowly turn up the "resistor", while the RT tries to "hold" the set voltage no matter what.

The only thing to do is to introduce hysteresis, a threshold of some kind. It should not "regulate" too often, otherwise one can go bankrupt on the spread. And do not get greedy :) I feel that if you twist the "resistor" too sharply the speed of "climbing" I feel if I tighten too much, raise the angle of "desirable" equity, it will go wrong.

I want to make such a system, but I have no time to do it.

Компенсационные стабилизаторы напряжения. | HomeElectronics
Компенсационные стабилизаторы напряжения. | HomeElectronics
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Доброго всем времени суток! Сегодняшний мой пост продолжает рассказ о линейных стабилизаторах напряжения. Расскажу вам о компенсационных стабилизаторах напряжения (или сокращённо КСН). Компенсационный стабилизатор напряжения, по сути, является устройством, в котором автоматически происходит регулирование выходной величины, то есть он...
 


Where do you have the problem...?

The first two points will go "strictly upwards" without a chance. It doesn't matter if the original system is sweet or not, there's simply nowhere to go :) The graph is two-dimensional.

Here is where I'm guessing there will be problems. Personally, just off the top of my head, I have no idea how to "apply a coefficient" to make it work in the long run. When it's neither here nor there.

"If the chart is wobbling around the horizontal axis - you apply a coefficient to changethe volume of the trade, compensating for the negative impact of the spread (swap, etc.), and collect profit again".

One step away from another grail, but I can't quite figure it out yet. (Rhetorical question, where to get all the time?)

 
prikolnyjkent:

If the chart is wobbling around the horizontal axis - you apply a coefficient of change in transaction volume to compensate for the negative impact of the spread (swap, etc.) and collect profit again.

fancier)))

 
Wizard2018:

The first two points will go "strictly upwards" without a chance. It doesn't matter if the original system is sweet or not, there's simply nowhere to go :) The graph is two-dimensional.

Here's where I'm guessing there will be problems. Personally, just off the top of my head, I have no idea how to "apply a coefficient" to make it work in the long run. When it's neither here nor there.

"If the chart is wobbling around the horizontal axis - you apply a coefficient to changethe volume of the trade, compensating for the negative impact of the spread (swap, etc.), and collect profit again".

One step away from another grail, but I can't quite figure it out yet. (Rhetorical question, where to get all the time?)

he's a forum clown. he's fantasizing and hasn't achieved anything yet))
 
STARIJ:

When closing on the TP, the direction of the slippage will be in the plus side (in our favor) if the price crosses the TP level and goes further. Or negative (loss to us) if the price crosses the TP level and moves in the opposite direction. It is interesting to observe this on a demo during a fast movement. We press the button to close the order, for example, when the profit +10 points. The server reviews price movement for three seconds. If the price moves in our favour, for example reaches +15 p, then it closes the order with +10 p profit. If the price goes down, for example, to 5 p, then it closes with the minimum possible profit for us +5 p. The other day I had slippage of 128 pips. A 0.1 lot gave $12.8 - there was even a screenshot somewhere.

By the way, here is a script that calculates time in minutes until the end of the day. Try it, will it work?

After all, all the pending orders are stored on the server of brokerage company and are sent to liquidity provider as ordinary market... Also it is not clear how to guarantee the execution if the price approaches the wrong side of the order...
 
Wizard2018:

The first two points will go "strictly upwards" without a chance. It doesn't matter if the original system is sweet or not, there's simply nowhere to go :) The graph is two-dimensional.

Here's where I'm guessing there will be problems. Personally, just off the top of my head, I have no idea how to "apply a coefficient", so that it would be positive. When it's neither here nor there.

"If the chart is wobbling around the horizontal axis - you apply a coefficient to changethe volume of the trade, compensating for the negative impact of the spread (swap, etc.), and collect profit again".

One step away from another grail, but I can't quite figure it out yet. (Rhetorical question, where to get all the time?)

In this case averaging will give the desired effect, even with a constant lot.