Algorithmic ''centrifuge'' - page 14

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Реter Konow:

Therefore, the ideal entry/exit points should not be sought on the basis of "the higher the profit, the better", but on the basis of "the ideal trade is the trade with the best time/profit/risk ratio".

This is my opinion.

My opinion is that you are confused in your THEORY...

"Time and profit" are the RESULTS of a trade already closed, and only a strong psychic can predict these parameters before opening a trade...

And %Risk you can calmly set before the deal (within reasonable limits), but it's just arithmetic, and you shouldn't translate this parameter into mysticism...


In general, all your reasoning sounds like esotericism... Why not simplify it all down to reality?

 
Serqey Nikitin:

My opinion is that you are confused in your THEORY...

"Time and profit" are the RESULTS of an already closed trade, and predicting these parameters before opening a trade is only possible to a strong psychic...

And %Risk you can safely set before the deal (within reasonable limits), but it's just arithmetic, and you should not translate this parameter into mysticism...

You are missing the point of the topic. It's about finding the perfect entry and exit points on history, to automatically select the best indicators and form the TS trading signal.

I repeat - searching in the past, not predicting the future.

 
Реter Konow:
You have not understood the essence of the topic. I'm talking about finding the perfect entry and exit points on history, for automatic selection of the best indicators and the formation of the TS trading signal.

I repeat - looking to the past, not predicting the future.

Good day! Honestly, it's not clear. You ask for help, but you cannot say that in your understanding"an ideal deal is a deal with the best ratio of time, profit and risk". So how can I help you?

If you're not so crazy, but wise - the indicator of the main tendency Gann, or rather its interpretation in your beloved ZZ... :)

You can determine the trend there too (by ascending/descending peaks and bases) ....

Files:
3mi1m5hyvu3.png  39 kb
 
Реter Konow:
You are missing the point. The discussion is about finding the ideal entry and exit points on the history, for the automatic selection of the best indicators and the formation of the TS trading signal.

I repeat - looking to the past, not predicting the future.

Why did you reject ZZ? It is the IDEAL indicator on history...

Oh, I remember, it doesn't take risks into account...

Good luck!

 
Serqey Nikitin:

Why did you reject ZZ? It is the IDEAL indicator on history...

Oh, I remember, it doesn't take risks into account....

Good luck!

Why are you picking on Peter...
Zigzag is for history markup. Next, the indicators are selected to be closer to the break points of the zigzag, which can be considered ideal entry and exit points.
"Time and profit" - everything is clear with the profit, and as for the time, the less time we are in the market, the less risks we have.
Do not forget about "fitting to the history", i.e. checking the signals for the uniform distribution in a selected part of the history. When adjusting the parameters of the indicators should be careful, such a problem is also present, a simple selection of parameters is unlikely to work, you need a special approach ...
 
Aliaksandr Hryshyn:
Why are you pestering Peter...
The zigzag to mark the history. Next, indicators are selected to match the break points of the zigzag more closely, which can be considered ideal entry and exit points.
"Time and profit" - everything is clear with profit, and as for time, the less time we are in the market, the less risk.
Do not forget about "fitting to the history", i.e. checking the signals for the uniformity of their distribution on the selected part of the history. When adjusting indicator parameters, be careful, such a problem is also present, a simple search of parameters most likely will not work, a special approach is needed...

Here are some magic arrows for you... As you all love neural network arrows - a new one is drawn at the beginning of the current bar. It uses ZZ from superadaptive wizard as a target function and learns at the last 30000-1234 bars. The last 1234 bars are drawn for plausibility.

Files:
kakfww1ku44.png  55 kb
 
RomFil:

Good day! I honestly don't understand anything. You're asking for help, but you can't say that in your mind"an ideal deal is a deal with the best ratio of time, profit and risk". So how can I help you?

...

No one is asking for help here. This is a public discussion of an interesting task. Opinions are being expressed. To better understand the topic, read the previous pages.
 
Serqey Nikitin:

Why did you reject ZZ? It is the IDEAL indicator on history...

Ah... I remember, it does not take into account risk...

Good luck!

ZZ is ideal according to the criterion of profitability of trades. Are the other criteria sacrificed? I wouldn't want to.

ZZ offers a perfect fit to the story. The deals obtained from ZZ are sloppy and illogical, but absolutely profitable, because they are fitted. Do you want to base your indicators on such deals?
 
I continue to solve the problem. It's not clear yet. As soon as I figure it out, I'll write and post screenshots.
 
Aliaksandr Hryshyn:
Why are you pestering Peter...
The zigzag to mark the history. Then we select indicators to match the breakpoints of the zigzag, which can be considered as the ideal entry and exit points.
"Time and profit" - everything is clear with profit, and as for the time, the less time we are in the market, the less risks are involved.
Do not forget about "fitting to the history", i.e. checking the signals for the uniformity of their distribution on the selected part of the history. When adjusting the parameters of the indicators, you should be careful, such a problem is also present, a simple search of parameters is unlikely to work, a special approach is needed...
That's right, only I add another risk - ultra-high volatility.
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