Is Builder simply fitting the trend?

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mandelmus

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Jan 31, 2012, 12:24:03 PM1/31/12
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When working with particular time frames, 5 minutes on EURUSD, for
example, I've noticed that Builder often creates strategies that
appear to enter and exit just about every 5 minutes throughout the
session.

In this case, is Builder simply fitting the trend?

How do we discourage Builder from finding strategies that simply enter
and exit at every bar? I've tried setting metrics to minimize "No.
Trades" and maximize "Ave Bars", but notice little effect, or, Builder
will find strategies with only 1 trade. :)

Or, can we get Builder to merge those trades so that rather then
entering and exiting every other bar, we would just stay in the trade?

Michael R. Bryant

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Jan 31, 2012, 12:48:39 PM1/31/12
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It's difficult to understand why that would be a problem. You may want to
look at all your other metrics as well to see if some of them are
contradicting each other, leading to unexpected results. If you target the
ave bars in wins (rather than just maximizing), you shouldn't have a problem
avoiding trades that enter and exit on the same bar. You also may want to
turn off the option to apply stops on the bar of entry if that's what is
exiting your trades.

Mike Bryant

EURGBP

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Feb 25, 2012, 5:20:24 PM2/25/12
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yep, same happens on every timeframe, no matter what you do.
but it is least of its problems, major problem is AB does not see
price movement below your time-frame.

On Jan 31, 5:48 pm, "Michael R. Bryant" <m...@BreakoutFutures.com>
wrote:

Rick

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Mar 12, 2012, 11:43:31 AM3/12/12
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On Jan 31, 1:24 pm, mandelmus <gmb1...@gmail.com> wrote:
> When working with particular time frames, 5 minutes on EURUSD, for
> example, I've noticed that Builder often creates strategies that
> appear to enter and exit just about every 5 minutes throughout the
> session.
>
> In this case, is Builder simply fitting the trend?

A 5 minute timeframe is noise. Especially in forex. This is what I
have found out. Before using these program it is a good idea to try to
see whether your timeframe is noise. Otherwise you are wasting time
and effiort.

mandelmus

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Mar 12, 2012, 5:43:38 PM3/12/12
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I hear you, but, so far, the 5min TF has been working fine for me

Rick

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Mar 13, 2012, 8:55:35 AM3/13/12
to Adaptrade Builder


On Mar 12, 5:43 pm, mandelmus <gmb1...@gmail.com> wrote:


> I hear you, but, so far, the 5min TF has been working fine for me

I am glad. I only said that because you started this thread and you
said:

> In this case, is Builder simply fitting the trend?

You seemed to have some problems with 5 minute data. If you have
resolved them it is fine.
> > > entering and exiting every other bar, we would just stay in the trade?- Hide quoted text -
>
> - Show quoted text -

mandelmus

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Mar 13, 2012, 11:56:45 AM3/13/12
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Oh ya, you're right ... the 5min TF had too much noise, so I found another way to look at the 5min TF to get it to work.  I'm testing the methods now (just in case I missed something), before I post it for you all to comment.
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