FOREX

Mai omule iti mai spun o data ca nu ai inteles se pare. Ce vorbesti tu e f ok daca ai un cont de minim 20-25k.
Oricum, s.au pus baietii in state deja pe aia de folosesc HFT.

referitor la dimensiunea conturilor si abordarea unui trading inteligent in general, parerea multor trader profesionisti e urmatoarea: cea mai importanta calitate sau insusire a unui trading e ca trebuie sa fie stabil si cu un profit constant in timp foarte indelungat. Pentru asta:

1. dimensiunea contului trebuie sa fie de minim 1.000 euro, la conturi mai mici ia o vesnicie sa il ridici cu tehnici stabile in timp
2. scalpingul in general e aproape complet abandonat, considerat arhaic pentru ca nu da rezultate stabile in timp si in general tot ce e sub M30, deci M30 e cam cel mai jos timeframe cat de cat abordabil
3. tradingul manual, inca se practica izolat insa devine tot mai rar utilizat pentru ca necesita timp, pregatire si efort din partea traderului
tradingul manual si scalpingul fara o pregatire foarte foarte buna, e dezastru garantat

tradingul la nivel "casnic" trebuie privit ca un fel de fond de pensii unde luna de luna investesti putin efort si dupa ani si ani scoti de o masina sau casa si eventual o pensie
orice abordare sau strategie mai riscanta sau mai profitabila de atat, e utopie si banii se pierd in mod sigur

cat despre viitorul apropiat, cel mai discutat, asteptat salt tehnologic si ideologic in trading in general dar se refera aici la tradingul automat sunt NPU-urile (Neural Processing Unit) care vor permite in aprox 2 ani, robotilor sa invete pe parcurs si sa se adapteze singuri si vechimea in timp a unui robot sa fie direct proportionala cu performanta
deja pe piata mobile exista (chiar daca in stadiu embrionar asa ceva, la Huawei sau iPhone) iar Intel si Nvidia implementeaza si ei asemenea NPU-uri in procesoarele principale sau in GPU-uri

Edited by iconicpaul, 05 March 2018 - 11:26.

Da un link cu un ea sa fac un backtesting. Merci

cu mare placere iti promit in ca in zilele urmatoare sau in perioada urmatoare iti dau, momentan acum nu am finalizate insa tocmai "minez" cativa roboti si dupa ce ii trec prin toate testele, ti-l dau

ca EA builder, folosesc StrategyQuant (mai demult se numea Genetic Builder)
e unul din cele mai bune softuri de pe piata

eu acum cam aprox 1 an am avut cativa roboti foarte primitivi pe un demo de 1.000 eur si dupa 2 luni erau foarte putin pe plus si de aici se pot trage 2 concluzii: prima ca si un robot simplu e incapabil sa distruga un cont si a doua, ca daca un robot foarte primitiv are performante putin peste 0, cam cat ar avea un robot avansat si trecut prin teste solide de robustete

ca si teste de robustete, ele sunt ordine urmatoarele:
-testare pe perioada OOS (out of sample), daca istoricul e din 2003 pana in 2018, se creaza robotul pe perioada 2003 - 2013 si perioada 2013 - 2018 e OOS
- testare pe timeframe-urile invecinate, daca e creat pe H1, se testeaza pe M30 si H4
- testare pe minim 2 paritati asemanatoare sau inrudite
- diverse teste de stabilitate
- testare pentru reoptimizare, daca dupa 4 - 6 luni poate fi reactualizat sau nu si daca la reoptimizare isi pastreaza performanta sau nu

urmeaza backtestul pe MT4 si eventual o testare aditionala pe demo

Edited by iconicpaul, 06 March 2018 - 15:04.

Nu doresc sa invat programare doar ca sa.mi construiesc un robot.

am uitat sa adaug ca daca un robot trece toate testele alea, nu ai o garantie de un anumit profit, deci profitul poate sa varieze dar ai garantia ca nu poate distruge contul

eu cu multi cu care am vorbit (din strainatate), media profitului rar trece de 10 - 15% pe luna, media pe 12 luni deci trebuie sa ai in vedere aspectul asta, sa nu ai asteptari nerealiste


deocamdata (anii astia din prezent) problema fundamentala ramane reoptimizarea dupa aprox 6 luni sau 8 luni cand robotul incepe sa dea rateuri si profitul sa scada pentru ca nu mai are istoricul actualizat, lucru care trebuie facut manual
in viitor sunt convins ca isi vor downloada singuri istoricul si se vor reoptimiza singuri

Edited by iconicpaul, 06 March 2018 - 15:20.

referitor la backtesting, exista mai multe abordari insa cea mai raspandita si mai exacta foloseste un plugin in MT4 care ofera calitate de 99%
plugin-ul e pe bani, e cu licenta, se numeste Tick data Suite insa se dau 2 saptamani gratis pe baza unui email

daca robotul trece si acest ultim backtest, traderii experimentati folosesc 2 abordari si am intalnit ambele
- pun robotul pe un cont real deci bani reali insa pe un cont foarte mic la un broker care ofera nano lot, majoritatea oferind doar microlot, si il mai tin acolo o perioada pana il adauga la portofoliu

- il pun pe un cont real mic de 10 - 50 euro la un broker clasic de microlot si ulterior il adauga la portofoliu adica la tranzactii pe conturi mari si foarte mari

merita de mentionat ca majoritatea acelor traderi experimentati si care nu folosesc tranzactii manuale, nu folosesc conturi demo si nu testeaza deloc robotii pe conturi demo

Edited by iconicpaul, 06 March 2018 - 21:26.

am revenit cu un link la unul din robotii pe care ii am la indemana, insa vreau sa fac cateva precizari:

robotul este creat si destinat sa fie folosit pe GBPUSD, pe timeframe H1 la un cont de 100 USD si sa efectueze tranzactii cu volum de 0.02. Are setat sa foloseasca obligatoriu SL si TP
robotul este creat cu softul StrategyQuant
postez si rezultatul backtest-ului final pe care l-a trecut, backtest facut cum trebuie, adica pe toata perioada disponibila, din 2003 pana in 2018 si cu "every tick"

DISCLAIMER: nu sunt raspunzator pentru rezultatele pe conturi reale si trebuie folosit cu mare atentie

linkul pe OneDrive
https://1drv.ms/u/s!...DYTzZCJ4tPoHWjg

Edited by iconicpaul, 07 March 2018 - 14:49.

Am sa.l testez pe cont real cu 0.01lots sa vdm c face. Iti dau rezultatele in 1 sapt daca doresti.

cel mai important lucru setarile de intrare in tranzactie si ma refer aici la volumul de intrare al robotului, este ca la setari, adica dai click in dreapta sus pe iconita care zambeste si iti apar setarile robotului

acolo cel mai important este sa stii, sa intelegi daca se intra cu un anumit volum sau cu o anumita suma fixa
daca intri cu volum presetat de tine, trebuie sa dai disable la "use money management" adica setezi "false"
daca setezi "true" la use money management, tu dai enable si lasi pe seama robotului sa decida cu ce volum intra in functie de SL si vei avea surpriza sa vezi ca intra de exemplu cu 0.1

in cea ce priveste performanta in timp, dupa 4 - 6 luni sau 10 luni, robotul incepe sa dea tranzactii aiurea si trebuie reoptimizat care inseamna o retestare pe noul istoric si modificati unii parametrii

mai trebuie sa adaug ca interventia umana in timpul activitatii robotului are influenta asupra tranzactiilor ulterioare deschise de robot

Edited by iconicpaul, 07 March 2018 - 17:54.

https://quant.blog/s...rex-portfolio/#

Nu merge link.ul. ma duce pe o pagina inexistenta.

am pus pana la urma direct rar aici pe forum, fara link

Edited by iconicpaul, 08 March 2018 - 08:26.

am uitat sa mai adaug ceva, sunt convins ca sunt foarte multe amanunte pe care multi nu le stiu si se intampla sa puna vina pe soft sau pe robot

acelasi robot poate sa ruleze simultan pe 2 ferestre diferite, de exemplu H1 si M30 ale aceleiasi paritati insa atunci e foarte important sa setati Magic Number

[ https://www.youtube-nocookie.com/embed/h38Wd7NH4_4?feature=oembed - Pentru incarcare in pagina (embed) Click aici ]


deasemenea, dupa cum se poate vedea, unii folosesc servere VPS care la noi in ro sunt cam 20 euro/luna unde tin contul si pana la 100 de roboti diferiti

https://www.ea-coder...ing-strategies/

Edited by iconicpaul, 09 March 2018 - 15:54.

https://www.ea-coder...ing-strategies/

Nu merge cu link asa. Cred ca mai bine trimiti pe private message.

ar mai fi un element sau tool necesar cand vine vorba de a analiza individual mai multe entitati, fie roboti sau persoane care tranzactioneaza pe acelasi cont si anume un soft de statement report analysis
un asemenea soft e indispensabil mai ales cand ai mai mult de 10 roboti/strategii pe acelasi cont si e necesar sa evaluezi performanta fiecaruia separat pe baza magic number-ului
exista si web based sau instalabil, free si pe bani

http://www.tradingsy...ysis-tools.html


tot mai multi trader folosesc de la 30 de roboti/stragegii in sus si pe 6 - 8 sau 10 paritati diferite inclusiv aur si criptomonede si gazduiesc robotii pe servere VPS, nu pe calculatoare acasa

Edited by iconicpaul, 20 March 2018 - 14:26.

https://www.jarrattd...nt-stop-losses/


desi nu cred ca mai e nevoie sa precizez, nu tranzactionati manual si mai ales fara o pregatire temeinica

One of the biggest concerns that retail traders have is that their broker is trading against them.
This sounds like a contradiction because the broker is supposed to be a middle man between you and the large global currency markets.
The idea is that the broker pools all of their clients together so that they are big enough to access the liquidity needed to trade.
As you trade, you then pay your broker a small commission for arranging this access. Without the broker you would not be able to access the FX market because the banks would view your business as too small.
The problem comes when the brokers decided to try and maximise the profits they make from this exercise.
They recognised that most new traders fail to make a profit and that almost all of them tend to lose their money within a few months.
To take advantage of this fact many brokers do not act as the middle man between you and the market, they instead become the market themselves. This means that when you buy or sell, it is the broker that is taking the other side of your trade.
This is called ‘market making’ or having a ‘dealing desk’ in broker speak.
Naturally, you might feel that this represents a huge conflict of interest. You’d be right. It basically means that any broker with a dealing desk or acting as a market maker profits directly from your losses. They also lose directly from your gains.
This also means that the broker cannot stay in business if most of their clients are profitable.
This is partly why the regulation of your broker is so important.
A good regulator will give the broker strict standards to adhere to. If the broker breaks the rules than the regulator will step in and punish them.
If your broker is regulated in a less than credible jurisdiction, then you have cause for concern. Low tier regulators generally do not have the powers or the appetite for maintaining high standards.
The most respected regulators in the world are generally the FCA (UK) and the NFA (US). These have consistently proven to uphold high standards and punish offenders.
Other regulators have, historically, had a difficult time being consistent in their operations.
If the broker is regulated in a less credible jurisdiction then your funds are at risk. Your broker could very well be manipulating the price to hunt your stop losses. It doesn’t mean they are doing it but it is definitely a possibility.
If your broker is regulated in the US or the UK, then it is safe to assume that this is not happening because of the level of regulation.
This does not mean that your stops are not being hunted however.
Regardless of broker, most stop hunting occurs outside of the broker/client relationship. If you are not aware of this phenomenon, then your money is at risk.
Stop hunting is an age old practice conducted by larger traders against other, usually smaller, traders in the market place.
The way it works is actually very simple. To illustrate it we will use an example that involves selling a currency pair.
Imagine that a large hedge fund wants to sell a currency pair because they believe it has a strong chance of falling.
If there is strong conviction in the coming move, then it is highly likely other traders will have the same idea.
Traders will enter the trade and then place a stop loss to protect them if the trade goes wrong.
Most traders look at similar price levels for both their entry and their stop loss placement.
This means that they become fairly predictable to larger players.
The hedge fund knows that a lot of traders will also be selling. They also know where the traders will have most likely placed their stops.
They can glean this information through simple price chart analysis. Many traders place their stops above or below swing points on a chart.
The problem that hedge funds have is that they are too big to just enter the trade. If they sell all of their position at once, they will get slippage and a worse price.
To avoid this, they will look to enter where there are a lot of counter orders to fill their trade. If they want to sell $10 million they need $10 million of buyers at the same price.
The best way to locate a pool of counter orders is by hunting stop losses. They know everyone is selling and they have a good idea where the stops are placed.
All they need to do is push the price up into those stops to get their large order filled. This costs money but they are big enough to move the price momentarily.
Have you ever seen the price spike into your stop loss only to then reverse and move in your anticipated direction? It is likely your stop was hunted by a larger trader.
A lot of people imagine this to be the broker.
It is in fact other market participants and it is a very common practice.
To avoid having your stop hunted look to place your stop in less obvious places. Don’t rely on very common chart patterns that every other trader will be using.
If you have been frustrated by this activity, then take a good look at your stop loss placing strategy. Look to change it and improve it. You will see instant results.