Forex Formula 1 trading strategy"

Anrian

New member
#1. Всем привет.

Цель моего топика - найти хорошего программиста, которого заинтересует все нижеизложенное здесь и ниже, и у которого появится желания совместной работы по написанию советника по торговой стратегии, о которой и пойдет здесь речь. Простите за мой корявый русский, давно не излагал свои мысли на "бумаге".

Помимо данной цели приветствуется любое участие форумчан как в плане критики, так и в плане интересных идей.



#2. Прежде чем излагать торговую стратегию, считаю необходимым прояснить некоторые предшествующие моменты.

Я уверен, что для написания эффективной торговой стратегии необходимо понимание всех моментов, так или иначе влияющих на вашу ТС.

Во-первых, это диллерский центр (ДЦ), через который вы собираетесь работать на рынке форекс.

Все ДЦ так или иначе являются кухнями, однако есть кухни чистые, а есть грязные.

Чистые кухни - это ДЦ, которые проводят взаимозачет встречных ордеров между своими торговцами, особенно небольших по объему ордеров. А в банк, предоставляющий ликвидность данному ДЦ, отправляются только большие по объему ордера (группы ордеров), для которых нет соответствующих по объему встречных позиций.



#3. Далее.

Но есть так называемые "грязные" кухни. Данные ДЦ позволяют себе вмешиваться в процесс торговли, ухудшая предоставляемые условия. Например, программно увеличивать время исполнения ордеров, обрывать связь. Я уверен, таких грязных финтов есть большое множество. Сколько таких кухонь среди всех ДЦ, мне не известно. Однако абсолютно необходимо если не предохраниться от таких грязных делишек, то, по крайней мере, получить информацию о наличии или отсутствии "грязи" у ДЦ, услугами которого вы пользуетесь.

Что хорошо, так это то, что очень легко осуществить эту "проверку на вшивость".

В любую торговую систему встраивается блок, который ведет учет всех ваших операций в идеальных условиях (т.е. все ордера исполняются мгновенно по цене приказа) и сравнивает этот идеальный итог с реальным итогом. При отсутствии расхождения в идеальном и реальном итоге вы можете быть спокойны - ваш ДЦ не мухлюет. В противном случае стоит задуматься о смене ДЦ.



#4. Далее.

Защита от кризисов (в нашем случае - внезапных и сильных изменений котировок по торгуемым вами валютным парам).

Пример условный. Необходимо понимать, что если открыт ордер, например Бай по цене 1.00000, у которого SL стоит по цене 0.99900 (т.е. на 100 пипсов ниже цены выставления), и вдруг произойдет форс-мажор, при котором цена упадет до отметки, например, 0.99000, т.е. на 1000 пипсов, то ордер будет закрыт по SL по цене 0.99000, а не по 0.99900, так как при опускании цены ниже уровня 0.99900 в соответствии с условием SL ордер будет закрыт не по цене 0.99900, а по первой доступной цене, которая при форс-мажоре как раз и появится при цене 0.99000. Таким образом можно влет потерять весь депозит, так как защиты от такого фор-мажора не было.

Прекрасным примером этому служат события с CHF - швейцарским франком, который очень длительное время был привязан к евро. Однако в январе 2015 года Швейцарский национальный банк решил отвязать курс швейцарского франка от евро, что привело к мгновенным негативным последствиям. Пострадали не только рядовые участники, но и финансовые структуры, предоставляющие данные услуги. И все только потому, что не использовалась защита от такого вида форс-мажора.



#5. Далее.

Защита от резкого изменения курса заключается в простом и давно известном принципе - не кладите все яйца в одну корзину. Как реализовать этот принцип в своей торговой стратегии - каждый решаем для себя сам.

Однако, обращаясь к приведенному примеру по швейцарскому франку, если бы были открыты одновременно встречные позиции по (например) парам EURUSD (бай) и CHFUSD (сел), то абсолютно было бы не важно, как сильно и как резко изменилась бы цена - потери все равно были бы минимальны, если бы вообще были бы.

Данный принцип яиц и корзины реализуется в виде диверсификации капитала, т.е. распределения его или по несвязанным парам валют, или по связанным, но встречными ордерами.
 

Anrian

New member
#6. Trading strategy.

Taking into account all of the above, we form the vehicle in the first five points.

1. Trading is conducted on synthetics, i.e. simultaneously on several pairs that are part of synthetics (input for all pairs at once, output also for all pairs at once).

2. Trading is carried out simultaneously on 4-6 pairs, collected in synthetics and perceived as a single whole.

- on 4 pairs-test mode to check the performance of everything included in the adviser. Unfortunately, when using 4 pairs, you can only get 3 synthetics, i.e. the choice of trading tools is limited to three options. This is very small, with such a limited choice, the efficiency is low, but there is a great opportunity to check and debug everything;

- on 6 pairs-working mode. In this mode, 15 synthetics are already available, i.e. there is an excellent opportunity to choose the most suitable synthetic for trading.

3. each of the synthetics gets its own performance rating using mathematical operations on tick data for each pair included in it. This rating is used by the expert Advisor to decide which of the synthetics to enter the market for.

4. for each synthetic, potential profit and loss are calculated, upon reaching which all open orders are closed at once.

5. Required to use the unit for "lice".

This is a summary of the strategy.

I will be happy to answer any questions about the strategy.

I hope to interest some programmer.
 

Anrian

New member
#7. Some of the considerations.

I am an adherent of some important points that are necessarily present and observed in this vehicle.

1. Mandatory use of pre-calculated (linked to the amount of capital/Deposit) profits/losses.

This is a risk management system, i.e. for each synthetic launched in trade, the maximum possible losses are allocated as a percentage of the Deposit when the synthetic reaches a stop loss.

However, unlike losses, the profit is possible more than the pre-calculated value due to the use of a trawl.

2. The protection of an unscrupulous broker. In addition to the block "for lice" (protection " # 1), there is also protection # 2 - all market orders do not have set take profits and stop losses, since orders are closed when the specified profit or loss values are reached by all synthetics.

3. The lack of any kind of refills, knees, locks and things like that. In the absolute majority of vehicles, the use of additional orders to the main ones only leads to an increase in risk, i.e. increased capital involvement in providing additional open orders without the possibility of obtaining additional profit. This seemingly acceptable solution is absolutely not suitable for use and only leads to the draining of the Deposit.

4. Time management. The vehicle uses time management in relation to orders, pauses in trading, trading time (day, night, etc.). This is intended both to increase efficiency and to comply with the rules set by certain DC's (for example, the INSTAFOREX rule on the minimum order lifetime).

5. taking into account the fact that my vehicle is a representative of scalping (fluctuations in the range of up to 20-30 points are used to extract profit), effective management and use of tick data for traded pairs is of great importance. The vehicle is dynamic and self-adjusting and reflects the current state of the market with a time depth of 3-5 minutes.
 

Anrian

New member
#8. The efficiency of this vehicle.

Since this vehicle is based on simultaneous use of tick data for several pairs, I can't check it manually. Only the software implementation of this vehicle will answer the question-how effective is the considered concept of Forex trading.

However, it goes without saying that there are certain considerations on this topic in advance.
 

Anrian

New member
#9. Approaches to explaining the essence of my vehicle.

To accept my information and believe that this vehicle can be profitable, it is necessary to explain one point, namely, to answer the question-why the price changes in the Forex market. I have already asked this question on this forum in the section "Contest for the best answers ".

However, since I do not participate in the mentioned contest, I decided to answer this question here in my topic. I hope so. that the information that I will provide here will open many eyes to Forex, and save you from unnecessary mistakes and loss of time.

Of course, I will need some time for the qualitative formulation of my thoughts and, accordingly, convenient perception of information by you, so be patient a little.
 

Anrian

New member
#10. What drives the price.

The most important question to understand if you want to trade on the Forex market is the question of factors that affect the price of currencies. This is a very important question.

So, it is obvious that any operation with currencies that involves the exchange of these currencies between counterparties has an impact on the price. Moreover, this exchange must pass through specialized platforms that operate on the foreign exchange market (i.e., have a license for this type of activity). Such platforms are currency exchanges and the interbank currency market, including Bank clients).

Who carries out currency transactions? Well, according to the economic rate, we have long known all the participants: individuals and all the others (legal entities), which include currency exchanges, Central banks, CB, financial organizations (funds, etc.), enterprises (exporters/importers) and brokers.

All the listed subjects of the currency market influence the price of currencies by their currency operations. However, their influence varies in both its power and purpose.
 

Anrian

New member
So, what can I conclude from my previous two posts?

And here's what: the influence of representatives of the so-called "retail" Forex on the price is minimal, I would even say not minimal, but negligible.

The influence of " wholesale "Forex is significantly greater than that of "retail", but it is also not a major factor.

As you can see, the main ones (in terms of the volume of operations) are the Central banks of countries (the US, the Euro Zone, the UK, and further down). These market participants conduct huge operations in terms of volume and do not care about anything that relates to technical analysis in one way or another. But technical analysis of the market is a set of tools that are used by 90% of retailers (we are with you).

After the Central Bank, there are all sorts of companies that use currency transactions not for speculation (as we do). This again indicates the lack of practical value of technical analysis, in contrast to fundamental analysis. But fundamental analysis is not for us small retailers.

This is the main conclusion-almost all the tools that all kinds of trading systems and expert advisors are built on are "bullshit"!!! Yes, it's bullshit, not worth a damn.
 

Anrian

New member
After my conclusion, perhaps someone "knowledgeable" will appear here, who will answer everything and say something smart, like "all this is a lie".

Okay.

It is obvious that access to information about the retail participants in the Forex market it is very limited. The reason for this is the disastrous statistics on the ratio of profitable / unprofitable traders (i.e. about us). What are these statistics?

According to a study conducted by V. Katasonov (Professor, doctor of Economics, Chairman of the Russian economic society named after S. F. Sharapov), it turns out that up to 80% of newcomers spend their money within six months, and about 96% lose all their deposits within a year. Think about these numbers.

In my opinion, there are actually about 97-99% of losing traders, and even then the last percentage includes only overly cautious or overly successful traders.
 

Anrian

New member
#11. So is there an opportunity to make money on Forex?

The range of these opportunities is very small.

First-insider information. As an example, recently (well, not quite recently, of course, but as an example-just right), our domestic ruble fell from 30 for 1 USD to 60 for 1 USD. So everyone who knew about this in advance-had insider information, and could (and most likely did) use it for their own selfish interests. For example, before the fall, they could take the maximum available loan in rubles (secured by an apartment, for example, 10 ly rubles), buy USD with these money, and after the fall of the ruble, buy 20 ly rubles for all USD, immediately give the loan 10 ly and put 10 ly in their pocket. Pretty bad, huh? Doing almost nothing at the time to earn such money.

There are various ways to get insider information, such as stealing (hacking through the network, for example, or wiretapping), buying, etc. In General, this is why in almost all countries, the authorities and control bodies are fighting such cases. But there is a way to earn this money, although it is not available for us, small retailers.
 

Anrian

New member
Secondly, it is, so to speak, knowledge of any regularities regarding the price movement. Just under the pretext of these patterns, almost all the indicators that can be found on the vast forums related to Forex are issued.

Well, for example, someone offers a vehicle for which, if the conditions are met:

- one car will cross the second one (from the bottom or from the top);

- the price has entered the overbought/oversold zone;

- three (or more) consecutive candles of the same type (or represent some kind of figure-a star, a push, a mustache, and at least some yourself come up with);

- etc., etc.

then a miracle will happen - you just need to enter the market at this moment and you are likely (from 50 to 100%) to earn money on Forex.

This is how almost all expert advisors work.

So how does it work? Yes, very simple. A "black box" expert Advisor is created, in which all sorts of parameters (candles, mashki, jerks, trends) are hammered into the input, which you can think of any number of. And at the output, we already get a series of parameters, when analyzing which over a historical period of time, we seem to get a winning strategy. But at the same time, of course, there is no guarantee of profitability. Just a black box.

Obviously, this option of earning money is also not suitable.
 

Ermak

New member










what's the point? you won't believe it!









I just came to give you some advice-drop it! Trading is not your business!

Analytics, training (stupid) - Yes, but not trading.

imho

With respect
 

Anrian

New member
And, fourth, there is a way to earn money, based, so to speak, on the" software " of the Forex market functioning.

It is obvious that the network of market makers (a certain number of Central banks of leading countries and some of the largest private banks tied into one system and providing services for currency exchange operations in the Forex market) should be regulated programmatically.

For example, there are certain agreements to minimize fluctuations in the exchange rates of currency pairs of members of the specified network of banks (for example, agreements on currency swaps (currency exchange) between their Central banks for rapid currency intervention and exchange rate stabilization.

It is obvious that this regulation can be used (or at least you should try) with a profit for yourself.

Of course, this possibility is not new. And, oddly enough, the first people who decided to use it were the market makers themselves. Thus, cases of manipulation of exchange rates by these large banks were identified. The essence of the manipulation was that banks falsified information about transactions and managed the flow of client requests to buy and sell currency for their own purposes. The amount of fines for such cases was measured in billions of USD.

Of course, where we are to them, but in their own interests, you can try to earn a little for yourself and your loved one.
 

big-fan

New member
You see, this is not a bullshit business, all trading strategies and indicators, of course, are not super, but they really help in trading and that's why. The fact is that both banks and all possible hedge funds constantly conduct the same operations, constantly buying what they need in portions, large banks are not speculators and their policies have not changed for decades. For decades, the same banks have been doing the same thing, they reluctantly become predictable and without information. When the Bank of England bought 20 billion Yen for 5 Billion pounds (for example ) the exchange rate of the yen has changed, it has grown by 200 points, so the demand for it has increased. You will not be able to find out about this operation in advance, no Bank will report, but we can assume that both the state and banking policies are conservative, and from year to year banks and the state invest the same amounts. The effect of their actions is already known. if last time the Euro - dollar pair was growing for a week (19800), now it is falling for a week (21000), the growth or decline cannot be infinite. Sometimes the state intervenes and banks change their policies a lot, but even here, when the pair grows for 2 years, it still grows in stages in portions. Which means that the bigger the player, the more conservative he is and tends to some stability, constantly making the same thing from year to year. This is where the indicators help you trade when the next growth takes place, after the first portion, the mashki will stop, and then cross back if the second one starts.



The author is some drunk.
 

Anrian

New member
Perhaps I did not correctly (accurately) Express myself about the indicators. Of course, we are not talking about the fact that they are all bullshit. The vast majority of them are very informative and do an excellent job. what they were created for, namely, with an analysis of what was before. Unfortunately, this analysis of what happened before does not give any information about what will happen. So it turns out that these wonderful and informative indicators perfectly analyze history and are complete bullshit about the future. Well, if someone does not believe my words-so try to work with your hands on a demo account using any indicator from the terminal and you will see that there is no sense. And the whole point of their presence in the terminal is to provide you with visible confidence that you are in control of something in your trading.

And, of course, everything I said is directly transferred to trading strategies based on these indicators.
 

Anrian

New member
A few words about stop loss.

Be sure to use a stop loss!

<blockquote class="postcontent restore ]

</blockquote>

If you don't use stop loss, you will lose your Deposit sooner (which is more likely) or later.

Think of your trading strategy, whatever it is, as the ratio of profitable trades to unprofitable ones, i.e. closing a trade at a loss is not a disaster, but just a part of your trading strategy.

With this attitude to trading, you will immediately see whether your strategy is good (your Deposit is growing or not), and you will never immediately merge.
 

sashkill94

New member
</blockquote>

If you don't use stop loss, you will lose your Deposit sooner (which is more likely) or later.

Think of your trading strategy, whatever it is, as the ratio of profitable trades to unprofitable ones, i.e. closing a trade at a loss is not a disaster, but just a part of your trading strategy.

With this attitude to trading, you will immediately see whether your strategy is good (your Deposit is growing or not), and you will never immediately merge.








Well, it is discussed like scalping, so I would like to find out for myself. How do you determine the stop loss for this type of trading? After all, in fact, the profit when scalping is fixed at the level of a couple of dozen points, or even less. Since it should be installed correctly, so that the usual movies do not touch it. In General, as for me, scalping involves being near the monitor during trading and rather trading with pens, well, or an adviser (there are even more questions).
 
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