Trailing TP - page 12

 
TheXpert #:
A chart with and a chart without. Then it makes sense to talk about something.

And how do you imagine it? No TP at all??? Or fixed?

If fixed - then the optimal TP and SL levels for such systems (fixed) are significantly different from the optimal TP (and protective SL) levels for the system with a trailing TP !

For example, for trailing TP it is profitable to take a very large TP, which "moves up" to the price with every bar. And the SL is either not necessary at all, or it is set "protective" far enough. If we take fixed TP-SL, then both levels are more profitable to put not very far away.

So how do you propose to compare such different systems?

I'm convinced that systems with fixed stops and with tralls (both TP and SL) are significantly different systems, you can't compare them directly.

 
Georgiy Merts #:

More on the topic.

Here are my RTS systems with TP trawl from real:

The essence of such systems is perfectly shown on example of Eurodollar TS640121 - this is a protective SL that has triggered. Had it not been there, the loss at the end of October would have been much larger.

Put out at least one with a trawl TR for testing purposes. And don't use the word MARTIN everywhere - it's an increase in the size of the BET on the entry, what about Trawl TR - what kind of martin? What are you talking about? :-)
 
Roman Shiredchenko #:
At least post one with a TR, just to test it out. And don't just throw in the word MARTIN - it's an increase in the size of the BET on the input, what's that got to do with Trawl TR - what's a martin? What are you talking about? :-)

I'm talking about the behaviour of the system with the TA trawl. It takes a little, but every time in the plus side. Until it misses the uptrend. And then the trawl TP approaches the price, but the price runs away from it. The losses turn out to be very large. The system behaviour is very similar to Martin's. Although, as you correctly noted, the structure of such systems significantly differs.

And about "put it out there"... I have too much tied up in my internal library. Doesn't the kodobase have such systems?

 
Aleksei Stepanenko #:

The result is there, not ah how ah, but there. Profit trailing improves the strategy. Experiment, my friends!
For a flat strategy even visually the chart looks better.
 
Vladimir Baskakov #:
Nobody's been interested in your thread for three years.
If everyone keeps spouting off their 600-systems, you'll get... you know.
Basically, his posts are on point. And if he's referring to his league, what better way to do that than from his own experience?
 
Sergey Gridnev #:
I would say the chart even visually looks better for a flat strategy.

I don't even know. The first pictures are trending. They seem to be prettier, with less drawdown.

There were more options during optimization. You may use different pairs, EA is easy.


The most important thing is that the subject is alive and the profitability and expectation are increasing, unlike trailing stops.

Sergey, thank you for the idea

 
Aleksei Stepanenko #:

I don't even know. The first pictures are trending. They seem to be prettier, with less drawdown.

I meant that a flattish strategy chart with TP trawl looks better than a chart of the same strategy but without trawl.

The trend charts are similar.
 
Georgiy Merts #:

I'm talking about the behaviour of the system with the TA trawl. It takes a little, but every time in the plus side. Until it misses the uptrend. And then the trawl TP approaches the price, but the price runs away from it. The losses turn out to be very large. The system behaviour is very similar to Martin's. Although, as you correctly noted, the structure of such systems differs significantly.

Yes, I completely agree about the behaviour of systems with TP trawl, that's why I gave up my idea after experimenting with it in my time.

 
Ah got it. We can try to draw a conclusion from this: in a flat strategy, i.e. going against the trend, a trailing take allows you to save some positions by closing them on a small price pullback.
 
Aleksei Stepanenko #:
Oh, I see. We can try to draw a conclusion: in case of a flat strategy, i.e. going against the trend, a trailing take allows saving some positions by closing them on a small price pullback.

As long as the symbol is flat - strategies with TP trawl work great. It is even possible not to set a SL, and their balance graph is nice-looking in this case.

But, inevitably, at some point, an unguessed trend appears on the symbol. And that is when such a strategy loses a lot.