Looking for patterns - page 267

[CHINGIZ MUSTAFAEV]

Alexey Belyakov:

Good afternoon all! I have an idea based on "market trending" I have attached the results. The gist is simple: the idea of trading on momentum, or rather on momentum, the HARRATER of movement. Movement pattern I sort of allocated for a reason, because - because you yourself understand that there are two basic types of price movement - this "breakout / trend / impulse" or "rollback". Thus, we first identify the type of price movement, and then make a deal. I have made, for experiment, only impulse formations, or more exactly, only one formation so far. Of course, I only use a tick chart and had to discretize everything on ticks. That is, the algorithm counts how many points there are in one tick. And then it recognizes the type of movement within a point.

It seems to me that pros have already encountered such ideas. I think it's a simple idea, it's not new. Therefore, I want to ask a crucial question to a knowledgeable person.

Why back-tests show super results, but even in demo trades the result is negative? (If I've noticed that I've got a slippery slippery slope, it's probably the best way to avoid slippery slope. I even increased the spread twofold, instead of 2% the drawdown has changed insignificantly and showed only 4-5% at crazy profitability, see for yourself.

I want to make this algorithm smart and who wants to do it, just send me a message.

Congratulations on the first ticking grail on the strategy tester.

If you want to trade with me, you have to use an antivirus.

You may use the same approach with other forex brokers, you'll get more profits from your trading activity and you'll get higher losses from the trading robots.

You'll see the essence of the question you're asking.)

It's very simple, look up tick simulation in mt4 and you'll see the nub of your question :) It never happens in reality) Price doesn't rise up to 45 degrees))), it leaps up to 90))), in seconds) So your strategy is unfortunately going to fail on the real market ...

found the inefficiency of the metatrader so to speak.

:₽

[Alexey Belyakov]

CHINGIZ MUSTAFAEV:
Congrats on the first tick grail on the strategy tester.

Don't take it personally, but it's just a bug in the terminal.

The ticks in mt4 are a useless tool and so is any broker who gives them to you.

You'll see the essence of the question you're asking.)

It's very simple, look up the tick chart in mt4 and you'll see the nub of your question...) It's not like that in reality it never happens) Price doesn't rise up to 45 degrees))), it jumps up to 90))), in seconds), so your strategy is unfortunately going to fail on the real market...

found the inefficiency of the metatrader so to speak.

:₽

There! Thanks to you and everyone for the answers, or I'd still be puzzled. Of course I guessed that there was an obvious catch somewhere, but now I know what it is.

[Aleksander]

well - ticks can be downloaded in mt4 from ducas - and checked on real ticks with floating spread

[VVT]

Alexey Belyakov:

Good afternoon everyone!

Why back-tests show super results, but the result is negative even on demo trades? (If I've got a good working day I may get a negative result even on demo trades. I even increased the spread twofold, instead of 2% the drawdown has changed insignificantly and showed only 4-5%.

I want to make this algorithm better, who wants to use it, please contact me in person.

Hello.

1. short period of history, try at least the last 5 years.

2. for the final fitting, set all ticks and uncheck profit in pips for swap, spread, slippage.

3. History quality is below 90% -> illusion.

Then the picture will not change for the better )

[Alexey Belyakov]

VVT:

Hi.

1. small period of history, try at least the last 5 years.

2. for the final shootout, set all ticks and uncheck profit in pips to calculate swap, spread, slippage

3. The quality of history is below 90% -> illusion.

Then the picture will not change for the better )

20 years, tried it. Period of half a year - 37000 trades. Separate by selected days, months. Not a single losing day) My trading performance is stable +20-150% per day)). The drawdown fluctuates around 2-10%.

You may try this on MT5. I believe the result will be the same. The quality of history, even if it is 99%.

The image will not change. This is not the point. The method of ticks drawing is wrong, or rather it differs from reality. I think there is no point in running such tick systems in the tester. The demo account at least approximately shows the reality.

[Maxim Kuznetsov]

Let's get back to patterns. Although I am sick and tired of typing the same phrase "every day, regularly, in the world and in the market the same events happen and they have similar consequences".

On the most volumetric/active currency pair it is perfectly visible - more than 80% of daily range is made between 10:00 and 17:00 Moscow time. Seldom up to 19
the first figure is actually wonderful - those who are not too lazy may open the trading terminal tomorrow and look closely at what is happening in the market.

That is, the indicator+analytical forecasted movements and reversals will fall within this interval. And if we consider in details, the moments for reversals are few and they are quantized.
Such a volumetric pair as EURUSD cannot make a reversal without the participation of Europe or at the end of America, just like that.

[Aleksey Nikolayev]

Maxim Kuznetsov:

Let's get back to patterns. Although I am sick and tired of typing the same phrase "every day, regularly, in the world and in the market the same events happen and they have similar consequences".

On the most volumetric/active currency pair it is clearly visible - more than 80% of daily range is made between 10:00 and 17:00 Moscow time. Seldom up to 19
the first figure is actually wonderful - those who are not too lazy may open the trading terminal tomorrow and look closely at what is happening in the market.

That is, the indicator+analytical forecasted movements and reversals will fall within this interval. And if we consider in details, the moments for reversals are few and they are quantized.
Such a volumetric pair as EURUSD cannot simply reverse without the participation of Europe or at the end of America.

I do not see much difference between EURUSD and SB with periodic volatility. If we go to "time" with uniform variance growth, it will have zigzag tops distributed almost evenly (as it should be for a regular SB).

And not to get up twice - there is no special attraction to circular price levels (at the zigzag tops) for EURUSD either.

[Алексей Тарабанов]

Maxim Kuznetsov:

Let's get back to patterns. Although I am sick and tired of typing the same phrase "every day, regularly, in the world and in the market the same events happen and they have similar consequences".

On the most volumetric/active currency pair it is perfectly visible - more than 80% of daily range is made between 10:00 and 17:00 Moscow time. Seldom up to 19
the first figure is actually wonderful - those who are not too lazy may open the trading terminal tomorrow and look closely at what is happening in the market.

That is, the indicator+analytical forecasted movements and reversals will fall within this interval. And if we consider in details, the moments for reversals are few and they are quantized.
Such a volumetric pair as EURUSD cannot simply reverse without the participation of Europe or at the end of America.

When I speculated in metals at the Sberbank in 2008-2009, I used to track the market 7 times a day. Opening/closing of the main exchanges. The girls at the branch started copying trades after a couple of months. They still say hello, although I rarely go there. Within 40 minutes I managed to make a decision, drive 3 stops by bus, stand in a queue, buy/sell something and hear a hysterical cry: "Who made a deal on metal - I make a ban".

[Алексей Тарабанов]

Сергей Таболин:

This is already pure advertising.......

No, it's the lack of a product to advertise. And the lack of future availability due to the author's inability to produce that product.

[Алексей Тарабанов]

Aleksey Nikolayev:

I do not see any significant difference on EURUSD from the SB with periodic volatility. If we go to "time" with uniform variance growth, then in it the zigzag tops will be distributed almost evenly (as it should be for a regular SB).

And not to get up twice - there is no special attraction to circular price levels (at zigzag tops) for EURUSD either.

Meanwhile, EURUSD has shown wonders of random wandering.