Advisors that work - page 9

 
Andrei Trukhanovich #:

the answer is bloody simple - normal testing, namely WFO

No way.

If you mean Walk-Forward-Optimization, I started with it, and made sure that even highest results with this method are completely unrelated to system stability. One forward pass gives very similar results. At the same time full-fledged WFO requires much more resources and time. So I use a single forward pass for a third of the time.

 
Renat Akhtyamov #:
What's not stability when a system is steadily losing money or steadily earning money?
Let's say it's steadily leaking, let's take it, it's more interesting.
Observe and throw in versions - it's leaking because.... And a list.
Fix the algorithm, solving questions.
You just optimise, for example. But to think - why was it good, why is it bad, how about that?

That's right, a consistently leaking is also a stable system, and if it REALLY consistently leaks, it's not hard to turn it into a consistently earning one, just "flip" all the trades.

The problem is that it's not a stable losing system at all. I've said many times before that ANY system, even the worst one, has periods of profit. Those are the ones that keep the system from "flipping" to get an earning one.

About "it was good and now it's bad" - I don't have any version of that. I regularly have systems that work in profit for months, and then all of a sudden they start to fail miserably. I even opened a thread about litecoin - an amazing thing happened there, sometime in the autumn of 2020, something happened that ALL (!!!) systems with litecoin changed their behavior.

The only option I see is to assemble a bunch of systems and pick the best ones out of them. The unstable ones must be thrown out of trading, the stable ones - let them trade. Which, in fact, I do.

 
Georgiy Merts #:

That's right, a consistently losing system is also a stable system, and if it REALLY consistently loses, it's easy to turn it into a stable earning system, just "flip" all the trades.


I also thought the same about 15 years ago and tried flipping them, but they were losing even faster. At first I blamed it on spread, but it turned out to be about s/l and t/p - the draws were coming down like the order, while the profit was too far.

If the system is unprofitable, you have to deal with signal filtering. It helped me so much that I threw out the signal indicator and left the filter instead - its signals turned out to be more accurate.

 
Shoker #:

I thought the same thing about 15 years ago and tried flipping them, but they were even faster. At first I thought it was the spread, but it turned out to be about s/l and t/p - the elks were taking off like a pointer, but the profitability was far away.

That's why the draw is unstable too.

 
Georgiy Merts #:

"Stable" apparently means "for several years".

My answer is that there are NO such things. At least in forex. The difference between the two types of investments is not significant. In scalpers, this usually happens after three or four weeks.

There are legends on the forum about EAs that have been showing stable profit for decades, but no one has ever demonstrated a real account of such an EA... I am not even talking about the expert himself.

If they do not exist, how can you be sure that they are selling them in the Marketplace? And do MQs know about it?
 
Vladimir Baskakov #:
If they don't exist, how do you make sure they sell in the Market? And do MQs know about it?

How "what" ??? The purpose of Market is to "shear sheep". And it is well worth it, and MQ is well aware of that.

The small number of buyers who actually profit from purchased EAs is not making a difference. They are also regularly re-optimising and modifying them.

I am absolutely convinced that in today's environment there is no TS which would steadily give profit for years, and even in Forex. It seems to exist on shares, but their profitability is not very high. And so... Experts constantly need at least adjustment, and in general - regular replacement.

 
Georgiy Merts #: They sort of exist on stocks, but their profitability is not very high.

On the stock exchange does not mean on stocks. Futures are more suitable for robot trading.

 
Georgiy Merts #:

How "what" ??? The purpose of Market is to "shear sheep". And it's well worth it, and MQ is well aware of that.

The small number of buyers who actually profit from purchased EAs is not making a difference. They are also regularly re-optimising and modifying them.

I am absolutely convinced that in today's environment there is no TS which would steadily give profit for years, and even in Forex. It seems to exist on shares, but their profitability is not so high. And so... Experts constantly need at least adjustment, and in general - regular replacement.

So MQ is shearing sheep? I see
 
Vladimir Baskakov #:
So MQ is shearing sheep? I see

And you thought MQ was doing charity work?

Shovel makers made the most money from the gold rush. Here, MQ is in the business of "selling shovels" and the advisor-indicators in the Market are "scoops" and "wash sieves". My League is a 'bucket of dirt with valuable grit in it'. But, it is free.

 
Georgiy Merts #:

And you thought MQ was doing charity work?

It's the shovel makers who have made the most money from the gold rush. Here, MQ is in the business of "selling shovels" and the advisor-indicators in the Market are "scoops" and "wash sieves". My League is a 'bucket of dirt with valuable grit in it'. But, it is free.

Messenger you are.