Relationship between trade frequency and edge (Where is the edge of Pips_miner_EA)
Thank you for your continued support. This is Dr. Neko.
Recently,
・「Pips_miner_EA」
・「Pips_miner_EA_Tuika_Entry」
these two have been trading quite smoothly,
and you may have noticed that these two EAs are actually 【high-frequency type EAs】,
which is something a lot of people may have realized.
Therefore,
today I would like to describe what it means for EA to be
“high-frequency”
in terms of its implications for EAs.
First, in EA,
・Low frequency ⇒ relatively easy to increase win rate and precision
・High frequency ⇒ difficult to increase win rate and precision
aspects exist.
I think this is generally the same for any EA.
Therefore,
so far, in the past, the EAs marketed as “high-frequency type”
have actually, over the long term, not performed well.
In reality,
(they may show decent results temporarily, but
over the long term, performance cannot be sustained)
However, with Pips_miner_EA,
even though it is a “high-frequency type EA (trades almost daily),”
it has achieved an extraordinary result of PF2.1 over forward data of about more than 1 year,
which is not usually possible.
This means that
“despite high frequency, the win rate is abnormally high.”
Having a high win rate despite high frequency implies that
it is,
【high reproducibility (likely to yield similar results in the future)】
which means that
in a sense, it could be closer to the Holy Grail of EAs.
We have developed several other EAs that also show positive profitability,
but among them, this『Pips_miner_EA』arguably possesses a level of advantage that differs from other EAs,
and I feel that is the case.
Users of EAs commonly form portfolios with multiple EAs,
but
if you build a portfolio only with such “Holy Grail-like EAs,”
you can greatly reduce the likelihood of losses in both short and long term.
“Seeing through an EA’s edge” is not easy,
but if you carefully review the product pages and forward results,
you will be able to notice an EA with particularly high edge,
so I encourage you to keep examining.
・Check EA → Use → Swap
and by steadily repeating this EA usage cycle,
you can enhance your ability to “select good EAs” and to “operate EAs,”
which I believe is very achievable,
so please take your time and work on it.
We also
aim to release EAs with high edge that are valuable for your portfolios,
and will continue to devote ourselves to daily EA development.
m(_ _)m
Dr. Neko
