Reverse entry in Strategy
6 replies
mauro
8 years ago #115013
Hi,
I have a logic problem, One strategy and another strategy with same value but reverse entry condition, for ex, LongEntryCondition = (RSI(4) < Stoch(9, 3, 3))….. and the another is LongEntryCondition = (RSI(4) > Stoch(9, 3, 3))…. and I cant figure out a valid explanation of why the entries order are different. diferent time, price, etc… the correct logic must be the exact same order but in reverse, one Buy and the another is Sell.
for ex:
Here is a Strategy, ( a losing strategy):
——————————————————————————————————————————————————–
why the open time, price, are different?, in this is not big difference, but in another have are too much difference.
mabi
8 years ago #136490
You don´t think it has to do with the spread and slippage ?
geektrader
8 years ago #136503
You can´t turn a losing strategy into a winning strategy by reversing the entry conditions. The reason both lose is because of spread. Stick to finding winning strategies right from the start and forget the losing ones, you can´t make them winning ones by reversing them.
Threshold
8 years ago #136506
+1, if every losing strategy’s opposite rules made it into a winning strategy, trading would be a lot easier. Sometimes it works, but rarely.
The entry condition on this particular strategy isnt why its losing- its entry prices and exits are. But the entry condition also isnt helping very much.
Test them in MT4 visual mode. You will see both these strategies are not very different ultimately, even if you switch the entry conditions.
mabi
8 years ago #136507
Looking at some of the looser and i would say also good strategies that SQ generates is many times totally against trading “guru´s” teachings of a winning system but found to be profitable by SQ. Maybe SQ should have an option to test the reverse conditions as well automatically before discarding the generated strategy as crap. However most probably Mark and his team already tested this feature.
geektrader
8 years ago #136508
It makes really no sense to waste CPU cycles on such an extra test. The random generation finds such “reverse” strategies in any case because it generates them the normal way anyway by randomness, no need to test losing ones one more time extra the other way around and double processing time to find strategies. In 8 years I´ve not come across a SINGLE case where a losing strategy could be winning if reversing it´s rules, not a single time.
mabi
8 years ago #136509
Thats what i thought , would just waste resources.
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