stevehopwoodforex.com • Macd Stochastic Fractal MA5/25 Daily Marylin

Author:

phil_trade [ Sun Sep 08, 2013 9:30 pm ]

Post subject:

Re: Macd Stochastic Fractal MA5/25 Daily Marylin

Mike wrote:
phil_trade wrote:
Mike wrote:Shadow, virtual or imaginary trades
Marylin does amazingly well, but I have still a loosing equity because of good trades turning sour. I am no programmer, but I wonder, whether shadow, virtual or imaginary trades could be helpful:
Suppose we have three trades:
Trade A making pips and making pips and making pips - winning trade
Trade B making pips, making pips, going sour and returning into positives - winning trade
Trade C making pips, making pips, going sour and stopped out - a winning trade turned to a loosing trade
Suppose we had the possibility to exit, if a successful trade looses let's say 20% of its Pips, continue a shadow trade and come back in if the trade turns positive again.
Result:
Trade A making pips and making pips and making pips - no difference
Trade B making pips, making pips, going sour and returning into positives - 80% of first run and X Pips of second run could be pocketed
Trade C making pips, making pips, going sour and stopped out - no loss, instead 80% of first run could be pocketed
Has this been discussed, is something like that possible?
The biggest concern with this idea is : how you determine "its pips" ! it's impossible to know in advance !
Your answer tells me
a) it's possible to program shadow trades
b) the problem is the operationalization of "its pips".

I naively would suggest
- "its pips" are the max positive pips that have been made during the ongoing trade to this very moment, that is not a predefined value but a value in progress.
- a retracement at this moment bigger than X% or some absolute value of "its pips" - I would define this delta in relation to the actual "its pips" value and/or some ATR/ADR or?) - would close the trade and open a shadow trade, which reopens a real trade when conditions are given again (the retracement is over) or would abort if an opposite trend would open a Marilyn-trade in the other direction.
But probably this is to simple
Mike

I naively would suggest
- "its pips" are the max positive pips that have been made during the ongoing trade to this very moment, that is not a predefined value but a value in progress.

a) it's possible to program shadow trades -> probably, but it' also a very difficult work

b) the problem is the operationalization of "its pips". ->
but when "its pips" reach 10 then go back 8, you already have 20% retracement. You couldn't only think with %. There is too much noise !

More, you will find several retracement in a single trend. So your shadow trade will be a real trade during the second retracement...and so on.

so for now, I have to accept this :

CHFJPY Bad trades examples.PNG

just before and to have this :

CHFJPY Good trades examples.PNG

frustration, frustration ....

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Macd Stochastic Fractal MA5/25 Daily Marylin https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?t=1448	Page 87 of 141

Author:	bodleytunes [ Thu Sep 05, 2013 10:10 pm ]
Post subject:	Re: Macd Stochastic Fractal MA5/25 Daily Marylin
wow, now that's a lot of positions open! mines only got about three open

Author:	babalu4u [ Fri Sep 06, 2013 1:36 am ]
Post subject:	Re: Macd Stochastic Fractal MA5/25 Daily Marylin
...

Author:	phil_trade [ Fri Sep 06, 2013 5:14 am ]
Post subject:	Re: Macd Stochastic Fractal MA5/25 Daily Marylin
bodleytunes wrote:wow, now that's a lot of positions open! mines only got about three open it depend of NbMaxTrade = 3 for me did you drive the 8 based pairs I recommend ?

Author:	phil_trade [ Fri Sep 06, 2013 5:18 am ]
Post subject:	Re: Macd Stochastic Fractal MA5/25 Daily Marylin
and gold is now entering in the dance with Marilyn

Author:	Mike [ Sun Sep 08, 2013 2:46 pm ]
Post subject:	Re: Macd Stochastic Fractal MA5/25 Daily Marylin
Shadow, virtual or imaginary trades Marylin does amazingly well, but I have still a loosing equity because of good trades turning sour. I am no programmer, but I wonder, whether shadow, virtual or imaginary trades could be helpful: Suppose we have three trades: Trade A making pips and making pips and making pips - winning trade Trade B making pips, making pips, going sour and returning into positives - winning trade Trade C making pips, making pips, going sour and stopped out - a winning trade turned to a loosing trade Suppose we had the possibility to exit, if a successful trade looses let's say 20% of its Pips, continue a shadow trade and come back in if the trade turns positive again. Result: Trade A making pips and making pips and making pips - no difference Trade B making pips, making pips, going sour and returning into positives - 80% of first run and X Pips of second run could be pocketed Trade C making pips, making pips, going sour and stopped out - no loss, instead 80% of first run could be pocketed Has this been discussed, is something like that possible?

Author:	ianj [ Sun Sep 08, 2013 3:03 pm ]
Post subject:	Re: Macd Stochastic Fractal MA5/25 Daily Marylin
In 10 seconds i would guess it leads the "thrashing" as its almost certain that all of Trade A/B/C would be stopped pretty quickly as a 20% retrace is VERY VERY common - in fact its pretty normal for most pairs to retrace 50% or more before continuing to trend. You would get a series of 20% losses at best - combined with gains that are unlikely to make up for the losses

Author:	phil_trade [ Sun Sep 08, 2013 3:33 pm ]
Post subject:	Re: Macd Stochastic Fractal MA5/25 Daily Marylin
Mike wrote:Shadow, virtual or imaginary trades Marylin does amazingly well, but I have still a loosing equity because of good trades turning sour. I am no programmer, but I wonder, whether shadow, virtual or imaginary trades could be helpful: Suppose we have three trades: Trade A making pips and making pips and making pips - winning trade Trade B making pips, making pips, going sour and returning into positives - winning trade Trade C making pips, making pips, going sour and stopped out - a winning trade turned to a loosing trade Suppose we had the possibility to exit, if a successful trade looses let's say 20% of its Pips, continue a shadow trade and come back in if the trade turns positive again. Result: Trade A making pips and making pips and making pips - no difference Trade B making pips, making pips, going sour and returning into positives - 80% of first run and X Pips of second run could be pocketed Trade C making pips, making pips, going sour and stopped out - no loss, instead 80% of first run could be pocketed Has this been discussed, is something like that possible? Hi Mike Thanks for this idea ! Hope every one will participate like you I know these bad trades are very frustrating ! I always work under FT to try to decrease them without decreasing good ones. The biggest concern with this idea is : how you determine "its pips" ! it's impossible to know in advance ! Some trend are running weeks or months, and I'm using retracement period to add new trades. But from time to time, retracement kill trades. Marilyn win on long term cause we keep good trades and cut loosing one. Cheers Philippe

Author:	Mike [ Sun Sep 08, 2013 8:52 pm ]
Post subject:	Re: Macd Stochastic Fractal MA5/25 Daily Marylin
phil_trade wrote: Mike wrote:Shadow, virtual or imaginary trades Marylin does amazingly well, but I have still a loosing equity because of good trades turning sour. I am no programmer, but I wonder, whether shadow, virtual or imaginary trades could be helpful: Suppose we have three trades: Trade A making pips and making pips and making pips - winning trade Trade B making pips, making pips, going sour and returning into positives - winning trade Trade C making pips, making pips, going sour and stopped out - a winning trade turned to a loosing trade Suppose we had the possibility to exit, if a successful trade looses let's say 20% of its Pips, continue a shadow trade and come back in if the trade turns positive again. Result: Trade A making pips and making pips and making pips - no difference Trade B making pips, making pips, going sour and returning into positives - 80% of first run and X Pips of second run could be pocketed Trade C making pips, making pips, going sour and stopped out - no loss, instead 80% of first run could be pocketed Has this been discussed, is something like that possible? The biggest concern with this idea is : how you determine "its pips" ! it's impossible to know in advance ! Your answer tells me a) it's possible to program shadow trades b) the problem is the operationalization of "its pips". I naively would suggest - "its pips" are the max positive pips that have been made during the ongoing trade to this very moment, that is not a predefined value but a value in progress. - a retracement at this moment bigger than X% or some absolute value of "its pips" - I would define this delta in relation to the actual "its pips" value and/or some ATR/ADR or?) - would close the trade and open a shadow trade, which reopens a real trade when conditions are given again (the retracement is over) or would abort if an opposite trend would open a Marilyn-trade in the other direction. But probably this is to simple Mike

Author:	Mike [ Mon Sep 09, 2013 11:49 am ]
Post subject:	Re: Macd Stochastic Fractal MA5/25 Daily Marylin
phil_trade wrote: Mike wrote:Shadow, virtual or imaginary trades Marylin does amazingly well, but I have still a loosing equity because of good trades turning sour. I am no programmer, but I wonder, whether shadow, virtual or imaginary trades could be helpful. a) it's possible to program shadow trades -> probably, but it' also a very difficult work b) the problem is the operationalization of "its pips". -> ...You couldn't only think with %. There is too much noise ! More, you will find several retracement in a single trend. So your shadow trade will be a real trade during the second retracement...and so on. I have tried to write it all down, its on the attachment. It's easy to have an idea, it's not so easy to foresee all the implications, it's hard to code it and impossible for me

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