Bablokos 2 : risen from the Tlene - page 18

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Of course everyone will die - only some have managed to do something on Forex and others haven't. ))))
 
khorosh:

If you calculate by more than 5000 parameters, then maybe you don't need pair trading, you can trade on one instrument?

Remember my original homework - to make 800 out of 10k - on one pair - Once you have solved this problem and you can start trading other pairs in order to diversify risks... but not vice versa :)

 
Anatolii Zainchkovskii:
Forward is working in real time. In the test multicurrency robot without indicators. The trend of each pair is detected and an entry is made. There are 28 pairs in the analysis, trades every 12 hours and 9 selected pairs are opened. The only parameter that affects the adjustment is the period of trend detection.

Interesting equity. How is the system doing now?

 
Dmi3:

Interesting equity. How is the system doing now?

In fact, it should be the same. There is such a nuance in algorithmic trading called phasing. I have not yet managed to conquer this phase, and therefore my system, like any other, is doomed to wiggle around zero.
But, if approached from a manual trading point of view, it is possible to extract profits.
 
Anatolii Zainchkovskii:
In essence it should be the same. There is a nuance in algorithmic trading called phasing. I cannot conquer this phase and therefore my system, like any other, is doomed to wiggle around zero.
But, if approached from a manual trading perspective, it is possible to make a profit.

It's kind of twisted and not really clear. If you say "if you trade manually" is it the same thing?

 
Anatolii Zainchkovskii:
In essence it should be the same. There is a nuance in algorithmic trading called phasing. My system, like any other, is doomed to wiggle around zero.
But, if you approach it from a manual trading perspective, you can make a profit.

So you haven't found a single system that gives positive results for a long time yet???

 
khorosh:

It's kind of twisted and not really clear. If you say "if you trade manually", is it the same thing?

In fact, yes, but the indicators are automation.
The point is that by observing the overall picture, you will understand when it is time to enter the trade. The robot cannot pass this floating parameter, it has some experience in determining the phase state of the market and I'm thinking about using this experience to add an adaptive trigger for auto-trading.
 
Dmi3:

You mean you haven't found a single system that gives positive results for a long time?

I found it, but the yield compared to the drawdown is obscenely low.
Let us say that you need to be prepared for drawdowns of up to 50-60% in order to receive 10-15% of income per year. Moreover, in one month there may be a 50% drawdown and in the next month a 60% rise.
 
Anatolii Zainchkovskii:
But, if approached from a manual trading perspective, it is possible to make a profit.


 
Anatolii Zainchkovskii:
I found it, it's just that the profitability compared to the drawdown is obscenely low.
Let's say you need to be prepared for drawdowns of up to 50-60% in order to get 10-15% income per year. And during one month there may be a drawdown of up to 50% and during the next month a surge of up to 60%.

You trade in forex, don't you? It would be interesting to test something similar in equities.

A system with a maximum drawdown of 50% and annual average profit of 10% goes straight to the basket. Anything that gives an average annual profit/max drawdown <=1 is not suitable for trading.

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