Trend-tracking trading systems - page 3

 
Vadim Kazakevich:

I have no doubt that there is no such thing. But the rules of the strategy also get lost when the market changes! The refinements appear, and it's already a different strategy. And in order not to lose money we switch on martingale. This is dangerous. Although it is possible to increase the deposit by means of martin. That is, the rules are as follows: if the strategy makes a loss, we open with a martin. And so we open with martin until the profit. That is, any manual system is relevant only for this market. The market has changed, and the strategy is already losing!

The thing is that you start with a pattern that has been instilled in you.

The market is not as they write in books, it depends not only on technical signals, but also on fundamental ones. Martingale allows you to get out of a drawdown quickly, and maintain a strong rate of Gain.

There is an opinion that Martingale is nonsense. It depends on whose hands, it seems that you've read primitives, which open according to a stupid scheme, and stupidly increase the knee.

But the market is different, it has only two directions, up or down, if it is not going up, it will go down, you could trade with the same lot, but what is the use? If you are 100% sure of the price direction, why not increase the volume?

In addition, the probability of 10,0 pips is much higher than the 50,0 pips, and because the market easily falls into Flat, the only way out of the loss, is to increase the volume and take a profit of 10,0 pips.

In short, if you're not inspired by the video link... I can't help you. The interesting thing is that there's nothing around, no one is making money, you wouldn't consider normal posts where you write crap about"order's profitable or losing ..." with such ... what is there to talk about?

 
Sergey Lazarenko:

You don't think it's OK to write"order status is profitable or unprofitable..." bullshit posts with such ... what's there to talk about?

You may be right, I understand it's a pain in the ass, but can you show me a market order in a different state?

Sergey Lazarenko:

Martingale allows you to get out of drawdowns quickly and maintain a strong Growth rate.

....

Plus the 10.0 pips probability is much higher than the 50.0 pips probability, and because the market easily falls into Flat, the only way to get out of the loss is to increase the volume and take a profit of 10.0 pips.

do you really think so, or it's not quite your idea yet - I suspect from the video you gave above

ZZZ: to get out of a loss with a counter order you either need to increase the volume of the new order or increase takeprofit of the new order, in your words you propose to both increase the volume and decrease takeprofit of the counter order? - hmm, funny...

 
Igor Makanu:


Do you really think so? Or so far it is not quite your thoughts - I suspect from the video you gave above

ZS: to get out of a loss with a counter order you either need to increase the volume of the new order or increase takeprofit of the new order, in your words you propose to both increase the volume and decrease takeprofit of the counter order? - Hmm, funny...

Example: you have an entry point, you open, you catch a stop loss... You have a current loss... Next, there is an entry point again... Keep in mind that the probability of 10.0 points is very high... You open with enough volume to take the loss... at 10.0 pips. That's how the trade goes.

What does that have to do with the counter-order? Where did I say that?

 
Sergey Lazarenko:

Example: you have an entry point, open, catch a stop loss... You have a current loss... Next, there is an entry point again... Keep in mind that the probability of a 10.0-point move is very high... You open with enough volume to take the loss... at 10.0 pips. That's how the trade goes.

What does that have to do with the counter-order? Where did I say that?

Can you give me an example of how to calculate the probability of 10 pips? Or is it just your intuition?

 
khorosh:

Can you give an example of calculating the probability of a 10p move? Or is it just intuition?

It's simple, you can take the ATP of the day, how many pips is it? The Euro has 80.0 pips... So, if you track the entry by any technique, how many times the price passes 10.0 pips during the day? And how many times 100.0 pips? You may catch a 10.0 pips move 10 times, but 100.0 pips? A couple of times a week, well, if there is a trend more than that... But every time you have to put a stop... Stop will have to be caught...

I don't have any calculations here, other than common sense.

 
Sergey Lazarenko:

It's simple, you can take the ATP of the day, how many pips is it? The Euro has 80.0 pips... So, if you trace the entrance by any technique, how many times will the price pass 10.0 pips during the day? And how many times 100.0 pips? You may catch a 10.0 pips move 10 times, but 100.0 pips? A couple of times a week, well, if there is a trend more than that... But every time you have to put a stop... Stop will have to be caught...

I don't have any calculations here, except for common sense.

The deal is a double-edged sword: if the target is small, the stop should be small, so the probability of getting caught is higher. Of course, the price will pass 10 points several times during the day, but not always in your favor. So the apparent simplicity of getting a stable 10 points profit with an increased lot is illusory.

 
khorosh:

Can you give an example of calculating the probability of a 10p move? Or is it just intuition?

There used to be such threads on this forum - I tried to find where there were calculations of price returns, but I couldn't get them.

And if you don't believe your eyes (If you read the inscription "buffalo" on an elephant's cell - don't believe your eyes From the collection of thoughts and aphorisms "The fruit of deliberation" (1854) by Kozma Prutkov. )

If you want to open an order with TP=10 points and SL=10 points, then do the same with TP=50 points and SL=50 points.

I do not even want to check it (I've done it before), but the results are usually better the higher the SL

 
Sergey Lazarenko: .... If you are 100% sure of the direction of price movement, why not increase volume? ....

If you're 100% sure, why martingale? Greed on the whole cutlet and you're a billionaire!

 
Igor Makanu:

there used to be such threads on this forum - i tried to find where the price refund calculations were, but i couldn't find them

And if you don't believe your eyes (If you read on the elephant's cage the inscription: buffalo, - don't believe your eyes From the collection of thoughts and aphorisms "The fruit of reflection" (1854) by Kozma Prutkov. )

If you want to open an order with TP=10 points and SL=10 points, then do the same with TP=50 points and SL=50 points.

I do not even want to check it (I have checked it before), but the results are usually better the higher the SL

The result will depend on the accuracy of the entry, not the size of the TP and SL. If the entry is random, then at TP=SL the probability of them triggering is the same, and the presence of a spread ensures that the deposit is drained.

 
khorosh:

The result will depend on the accuracy of the entry, not on the size of the TP and SL. If the entry is random, then at TP=SL the probability of them triggering is the same, and the presence of a spread ensures that the deposit is drained.

yes, exactly, so - slightly wrong written, and when using a trading strategy - let the entrance by MA, in the optimization, the results are better with a larger TP=SL (up to a certain limit)

Why the argument here?

I should have toldSergey Lazarenko that if the trading strategy has a high mathematical expectation, re-entry with a larger lot is likely to be more efficient than simply waiting for the SL to cover the loss when trading the main lot - so on

but that's all in theory :)