The order, timing and potential of the trading process - page 6

 
Yousufkhodja Sultonov #:

Yes, you are right, this bug needs to be fixed in the EA settings.

You have a lot of losses from such small nuances.

It is not sure that the TS is super profitable, but such errors should be removed in the first place.

 
Yousufkhodja Sultonov:

Dear forum members, let's talk within this topic about the regularities of the trading process, namely, the regularities of equity change from time Y(t), as the most important indicator. This pattern in general case looks as follows: Y(t) = f(n,t/T,D) where n,t/T,D are defined as parameters of the trading process. There are corresponding formulas for determination of order n, time T and potential D of the trading process. The value of t is "our" earth time as we used to understand it. Below are the graphs of dependence of these parameters when trading a real basket of currencies, where time t is given on abscissa:

The coincidence of actual and calculated values of equity can be seen on the chart:


The calculation accuracy is about 20 per cent:


You are making things more complicated than they are. The TS is either profitable or not.

 
osmo1709 #:

His TS is not fatally flawed like others, but Yusuf does not have the programming skills to fix the flaws. This is a big disadvantage for a trader in the literal sense of the word.

 
Yousufkhodja Sultonov #:

Yes, you are right, this bug has to be fixed in the EA settings.



It is a simple matter of prescribing the spread control. If it exceeds the max which is set by external variable e.g. Max_Spread, then positions are not opened and not closed.
I will post the line here how I implemented it in my robot.
 

As of the 68th trading session since the start of trading statistics (since 02 08 21), the NBP is forecasting a gradual, monotonous, decrease of the equity of all 3 of its lines down to $40. This means that, there are no signs of a possible increase in equity:

Here, finally, by the 85th trading session, the PNB has thrown out and marked an uptrend line, which, indicates that, there is a situation in the market which is ripe for an equity increase:


 
Yousufkhodja Sultonov trading session since the start of trading statistics (since 02 08 21), the NBP is forecasting a gradual, monotonous decrease of the equity of all 3 of its lines down to $40. This means that, there are no signs of a possible increase in equity:

In fact, the TS is permanently in lockstep. Any change in the market leads to a decrease of equity in the account.

This is not a viable experiment. Confirmed on the real market. With swapsthe experiment would have ended long ago.

 
Uladzimir Izerski #:

In fact, the TS is permanently in a lock box. Any change in the market leads to reduction of funds in the account.

This is not a viable experiment. Confirmed on the real market. With swapsthe experiment would have ended long ago.

We'll see, time will tell. About the "locs" - I doubt it. I think there are no locs, there is full-fledged trading on all instruments.

 
Yousufkhodja Sultonov #:

We'll see, time will tell, for now, trading continues. About the "locs" - I doubt it. I think there are no locks, there is full-fledged trading on all instruments.

When you set a large number of instruments in the basket, lots are automatically created, seemingly invisible to the eye. You have to be specific about the direction of the open positions.

 
Uladzimir Izerski #:

When a large number of instruments are added to the basket, lots are automatically created, seemingly invisible to the eye. We need to look into the direction of the open positions.


When will he finally realize that his problem is not with lots, but with the impossibility of a positive outcome of trading on EOS, even on one pair.

I have spent so much time on it (I mean PNB) and nothing good came out of it, not even on one time series, on which I tried it with different selections and dynamic etc. the forecast was not even close to the truth.

And the issue of spread may be omitted, the indicator itself is not stable, it may give one signal and then the other one, and then the opposite again. This will give us a lot of open and immediately closed orders.

The only thing that can be shown by the indicator is the period when there is a clear trend to one of the sides.

 
Uladzimir Izerski #:

When a large number of instruments are added to the basket, lots are automatically created, seemingly invisible to the eye. You have to be specific about the direction of the open positions.

Account status at the moment, by the opening of trading on 25 10 21: