Strategies that work - page 26

[Petros Shatakhtsyan]

khorosh:

1. You are wrong.

2. It is possible to lose with any values of quality criteria, but these criteria are still needed for comparative evaluation of different EAs.

Suppose I have developed two Expert Advisors. If one of them has higher PV, if other criteria are equal, I will trade by this EA.

Also it is clear that in case of equality of parameters, I should choose the signal with the highest drawdown.

Because it is very difficult to lose when trading with a smaller drawdown or a low deposit load.

For example for me an important factor is the ratio of average monthly growth to maximum drawdown.

[khorosh]

Petros Shatakhtsyan:

But it is clear that this is the case, and it is also clear that if the parameters are equal, one should choose the signal with the lowest maximum drawdown.

Because when trading with a smaller drawdown, or with a low deposit load, it is very difficult to lose.

For example for me an important factor is the ratio of average monthly growth to maximum drawdown.

Essentially this is the average monthly FS. This is certainly a good criterion.

[Petros Shatakhtsyan]

khorosh:

This is essentially the average monthly FS. It is certainly a good criterion.

When optimising a robot, I choose those combinations of input parameters that have a high profit with a lower drawdown, i.e. I find the saddle point rather than the option with the highest profit.

[khorosh]

Petros Shatakhtsyan:

When optimising a robot, I choose the combination of input parameters that has a high profit with a lower drawdown, i.e. I find the saddle point rather than the option with the highest profit.

It makes sense.

[Renat Akhtyamov]

Serqey Nikitin:

You have to use your brain sometimes...

Such people write books to order and will never tell their REAL strategy...

And miserable understanding of the subject - you, because you do not understand the simple logical chain... Risk control is arithmetic, and is an instrument of ANY strategy: calculation of lots to open a position, the calculation of partial closing a position, the calculation of stop size... - an ADDITIONAL TOOL of any strategy, but not the strategy itself...

+

[Roman Shiredchenko]

Gentlemen - not an off-topic I think, the condition is part of a working strategy. Need options, option to formalise the up/down movement of the tick chart (flow)... (it is clear, that comparing neighbouring ticks, first and third, fourth tick - is not comical).

MA - understandable. Maybe something else?

[Oleg Papkov]

Serqey Nikitin:

I repeat for the Dumb: don't bullshit ALL of us here about HFT, as this trade is not available to us... for many reasons...

I agree. HFT is a different story altogether. Not MT4,5s.

[Roman Shiredchenko]

Oleg Papkov:

I agree. HFT is a different story altogether. Not MT4,5s.

no? https://www.mql5.com/ru/welcome/ru-metatrader-5-high-frequency-trading

[Vasiliy Kolesov]

There is a normal strategy for manual trading. It's called FMA SAR .Trending. Best suited for trend-following instruments. It was developed first of all for DAX futures, but also traded on gold and light oil futures. It is also suitable for the forex, but worse. Traded Eurobucks, GBPbucks and EURJPY. Quite profitable and safe. Entries are fully systematic and unambiguous.Only by trend and only from the pullback. Obligatory stop losses and fast transfer to Breakeven. With exits there are options at trader's discretion. The problem is that the author, Vladimir Novikov, used to teach this system for small money on one web resource. But then he disappeared somewhere and started working with some serious investors and there was probably no time left for training. But if you dig around on the net, you can find the materials.

[Vasiliy Kolesov]

Here are some deals on it.