对于Rich的访谈

首先让我们谈论一下你的智能交易.它的主要基础是什么?

智能交易由两部分组成.第一部分,进入/离开的监测点，固定的赢利/止损。另一方面，大量仓位被定义为开放。智能交易本身会一起存储全部，但在我看来这不符合逻辑。

检测点的进入/离开建立在 MACD 信号线的基础上。

Roman, 为什么为你的智能交易选择 MACD?

根据试验结果,在相同的风险水平内相对于大多数其他指标 MACD法的警报给予最高的利润。 可以说，在我的测试下它是唯一的交易系统。 其他指标可以有更好的利润/风险比例进行抽样, 但是他们奇迹般地失去了全部利润的"徒劳" . 但我仍然在寻求一个更好的可以应用于实际的系统。

你现在的智能交易是在什么指标测试的基础上？

至少有两个指标进行检验: Bollinger Bands 和 Kagi ChartsBollinger. 它也许将两者相结合或者应用MACD法。但我不想再把系统复杂化。 我也许会对现有的策略添加一个规则,它可能会帮助减少亏损. 所以我不会另起炉灶. 正如他们所说:一鸟在手,胜过百鸟在林……

你如何停止定单？它们是动态的还是固定的？

停止定单是固定的。止损放置在5点，赢利放置在125。 这是一个交易策略优化要素.从2001年1月1日起根据一分钟图表测试，对于停止定单我的系统给出了最好的结果。这些参数似乎是目前为止较好的EURUSD 。

经过一个不成功的交易后，你应用0.1。你如何看待这项工作？

这项工作必须在一段较长的时间段内测试。衡量自己:取样为1.8亿分钟,交易量是有点超过一千元.这是具有代表性的统计。对于这种投资管理只有好处。其实，这也是一直能够拯救我的唯一事物。所以我的回答是肯定的。

哪一部分的存款对你的智能交易存在风险？

34%的存款额。但最大借款为 91.82%。这就是我不应用智能交易在真实市场的原因。

你怎么看待锦标赛？它对目前的自动交易市场有帮助吗？

我喜欢锦标赛.从中每个人都可以得到他们想要得东西。我认为我们都应该感谢锦标赛。锦标赛的出现促进了自动交易的发展。从我的观念出发在这里创建者和客户都得到了一定的帮助。创建者可以实时操作并非幻想它的存在，它的运行，它的赢利。客户在这里也可以看到这些。 当然会。这也有利于我们创建者：我们可能会获得奖品。锦标赛同样利于这项产业的公开发展。我相信不仅你们对此有浓厚的兴趣。投资方或是客户同样有着浓厚兴趣。他们将会更加积极关心哪一个会更强：自动交易领域或是手动投资，对于他们来讲哪一个更为保险。

锦标赛对你看待智能交易有影响吗？

很少。和以前一样，我仍然会潜心自动交易。锦标赛只是坚定了我的信念：自动交易完全是真实的。

更多想法:我们总想改善我们的 EA. 最重要的是不出现任何差错。目前我的智能交易按照计划进行中。对于锦标赛我不能够下任何定论 - 现在还不是时候，仍然有两个星期的时间摆在眼前。

你如何看待你的竞争者: Ldaminani, Hendrick 和 Zonker？

我只是注意到我们的交易策略都有些神经，允许大额的借款，但这同时是风险金。另外，我们全部拥有12000到13000。

Roman, 你能说一说你信任你的智能交易去管理账户吗？

可以说，我并不信任我的智能交易。我已经写下更大借款为91.82%的程序。当然，这是个人喜好问题。但是我想没有人愿意冒太大的风险。 对于ldamiani， 大的最大借款为38.7%， p赢利 - 211%。如果这一特点可以保持三年，我将会信任它。我需要重复的是：我需要一个较长的交易历史。 Hendrick 28.3%的借款，赢利为184.1%。看起来似乎更加漂亮，但是，交易历史过短。如果他可以保持三年，它则是其中最好的。 Zonker的借款为70.2%，赢利为 134.7%。 我不会投资。

如果市场能够和现在一样平稳,我将有信心获得冠军的位置.前三名也会继续保持现状. 但,依照往常的案例,同样不会平稳的结束.

Roman非常感谢！你的访谈非常有趣。

 对于 Merab Sturua (Merabiko)的访谈

Merab, 你是专业的程序创建者吗?

可以说我不是个专业的创建者.我是一个纯粹的思想家. 基于我的市场经验和不同个技术指标试验对于自动交易灌输新思路.我的全部清晰理念由Maxim Kolesnikov上传.他是我在外汇交易物质上跟随者,也可以说是第二个我.我认为编写程序的人员需要有很好的市场知识.相互彼此之间可以找到:一个学习 MQL4 ,另一个指导他市场基本原则.

Maxim Kolesnikov 是否参与锦标赛了呢?

没有,他并没有参加.对他来说并不需要.在锦标赛的规则公布以后,他当时就决定不参加. 我自己不是很确定能够参与锦标赛 - 我们手里有一些相应的课程,我们不能够暂时搁置.这就是我们不想只为奖金参加锦标赛的原因.我决定看看什么人会参与到锦标赛中来.同时我也很期待在完全独立的情况下我们的智能交易到底可以带到怎样的状态.

你写道在自动交易系统可以帮助交易心理独立.这是什么意思呢?

贪心,私欲,疲乏人的能力总会去计较- 这些都是不利的因素.如果是个清晰明了的系统,正确的策略,最好是花些时间去真正锻炼这些程序.这还需要一个好的服务器和良好的网络连接.这样就仅仅需要按时地访问,进行调整或是附加一些额外的力量.

策略的运行时间基础要以24 小时为基准.我想没有人可以作24小时的监视员吧?这些都交给程序本身去做,我们只要正常的作息时间工作就好.在有一个策略上我自己也是个受害者,清晰的计划,但在设置金钱上平仓过早,亏损的远远多于盈利.智能交易不会有人的思想-这是他们的任务,它只有按照指示完成.

另外,交易人不应该每天只活在交易的世界里.生活是美好的!你要给你自己和你的家人留些时间. 学会热爱生活.

你经常提到一些人是为了奖金参与锦标赛,另外有些人是为了获得知名度.那么当你决定参加锦标赛的时候你的初衷是怎么的?

我很佩服主办者的理念,但有时会变成其他.

Instead of becoming a real competition among automated trading systems creators, the Championship turned to be just a pursuit of prizes. The most of Expert writers embark on an extraordinary venture descending to all tricks and ordering ways, using very aggressive plough-back, placing stop orders at very large distances. These are the limits of 200-250 points or no StopLoss at all. This results in that the Championship turned to be something like a chase of heavy money by all means. But these prices and these means have nothing in common with the real market. In the end, the prizes will turn to be in hands of those who act against market rules. The money will be shared among those who can act without any logic, adventurously and very aggressively. I am more than sure that no one being in one's right mind would act this way on Forex. It's alogical and even impossible.

As of now, there are only 3-4 Expert Advisors that are really interesting among those 258 Participants. I mean these few ones are both technically well developed and stable in the market. But only one of them perhaps will get the prize. The other ones, despite of their real value, will be left without prizes. But I am sure: If a potential investor notes these Experts and their owners, I forecast a bright future for the guys.

Automated trading has its future, a very fine future. Just it needs people that are experienced both in the market and in programming.

What would you change in the existing Rules?

If we are interested in getting a real result, the rules must be clear, linear and strict. Approximate rules can be like this: deposit of 10 000, orders up to 3 (including pending). Order volume to be always the same - 1 lot per order and no plough-backs. StopLoss and TakeProfit distances may not coincide. There must be a difference of minimum 5 points. Maximal drawdown to be 6 000, or even 5 000. If the drawdown exceeds the above, the Participant is disqualified at any stage of the Championship. The system with such a drawdown is doomed to failure. Under such conditions, it is really possible to estimate the strength of a program and the vision of its author.

Under such Rules, the organizers would get about 100-150 Participants. But there could be really good programs, noteworthy ones. I would submit such a program, too. As for the present Championship, I submitted a weak, flaw Expert. It has only one plus - stability. Besides, it is linear, without plough-back or any tricks. My opinion about the plough-back is the following: the market goes in 2 directions. And the task is to estimate when to enter and when to leave it. It is this problem which is very important in trading. But there are all 2 000 plough-back forms, not just 2! So what we have? Who uses the most aggressive form is the winner? Or those who place the most volumes? Look, who is on the first page after Friday, the 24th of November? Those who trade exactly in the above way. It means, no offence intended, come-and-go people. They would never dare trade in such a way on the real market. But your goal was to show the world what programs are written to trade in real!

Why do you think your Expert Advisor is below beneath? What would you refine on it?

It belongs to history. I can say the following: If we rate the Experts that I have, this one belongs to the thirds. I would hardly use it to enter the market as I have much better versions. Though, after having recalculated the Championship results according to its Rules, I won't be surprised if I get to the Top Ten. Even in the Top Five, though the market can spring any surprises on. Well, my Expert has not allowed its maximal drawdown of 7100 yet. It is unlikely that it happens since it works on counterbalances: It just does not allow super-profitability or super-losses. It is aimed at stable working! Well, it still needs trailing stop, completed profit fixing when the market turns, etc. MQL4, this powerful tool, allows writing of everything. The most important thing is who writes and how. There are really few good Expert writers. Expert writing standards, inner resources and techniques of writing must be developed.

You write that your Expert Advisor operates on alerts from an embedded indicator. Is this indicator your own development?

No, it is a simple Commodity Channel Index (CCI) with some special settings and special interpreting of its indications and alerts. The idea of how one should trade using this indicator is just developed in our Expert Advisor.

Why have you chosen the ratio of 1:5 for your stop orders? Please tell us about it.

In my personal opinion (proved by the market), an Expert without a StopLoss is explosive for the trader's account. One has to understand what StopLoss is. If it is a distance exceeding 80 points, it is just an assumed border to prevent too large losses. Actually, there are signals to enter in another direction after 80 points. So why to overtime the position and lose the chance to repair the loss? As to the TakeProfit, it is relative in my Expert. ССI allows to gain all 200-250 points in profit for a one-sided market. If such is not expected to be, we close the existing profit when the market turns.

You wrote that your Expert Advisor had allowed a drawdown of 7100 when tested. Is such a drawdown possible during the Championship?

As you can see, it has not happened yet. But, if it happens, I would like to ask for disqualification of my Expert as a shame to its creator. Everything is possible, though, this drawdown, too. It belongs to the future, but who can predict the future? I cannot. It rests with me to stop trading and refine on my EA when it allows a drawdown exceeding the average one. Or I just pass it to the garbage heap of history and find new solutions.

What does the amount of positions opened simultaneously depend on in your Expert Advisor?

My orders work with three different timeframes. If the market always goes in one way, all alerts to enter in this one direction can be received. But, anyway, every order will have its own Stop Loss and Take Profit. Based on my 2.5-year laborious researches in charts, I could note a very simple truth: The market goes in only two directions. It is our task to predict to what direction it will move in each specific situation. It is difficult, of course, to plan the market-move length due to news, comments, etc. But technical analysis and statistics allow creation of something stable, anyway.

你在你的评论中写道你不会公开你的智能交易.能不能说说为什么?

Why? It is an interesting question... Because it was a base for other, more successful Expert Advisors, people even offered to buy them. If it is demanded, there is a sense in non-making it public. Well, there is no need to open it, actually. If the Championship Rules had demanded to make the code public, it would be another pair of shoes. But only 15 of 258 Participants did it.

你认为创建智能交易过程中最重要的是什么: 分析工具,金钱管理还是其他什么?

The most important thing is the logic, the strategy contents. Applicability under all market conditions and a properly written code. Money management is helpful, of course. But only as an idea about how much of the deposit one can lose and how much profit one can expect to gain. If there is a clear idea of to what limits the profit-loss fluctuations can be expected, it is possible to provide the program within a half of an hour with a plough-back method or with a technique that prevents losses of the profits gained.

你的智能交易最主要的部分是什么?

The only what I am sure of is that there are no programmer's errors in the code. There are some logical defects, yes, but programmatically everything is ok. Maxim has to show for labor. He made everything he was asked for. All errors depend on the broker and the server, but not on the Expert's code.

你会参与到明年的锦标赛中来吗?

If the rules remain the same, no. It resembles ultimate fighting now with only two provisions: no knocking on the head with a stool and no killing. All other means are allowed. The Rules must be clear, plain, linear, protecting from cheating mechanisms. Well, what do we need? We need to show ourselves and to see others, professionals like we are. Those must win who offer the most stable system. These 3 months would be fully enough to check whether the system is stable or not. I am sure you have chosen this time of the year for your Championship not in vain. The market usually makes many surprises at the end of the year. Well, I am waiting for changes to be made in the rules. If the new rules meet my expectations, of course, I will participate! For the Rules as they are now, I do not see myself in the Championship.

Whom do you see on the prize places? Whose Expert Advisors are the best, in your opinion, and why?

I must confess the main thing: whatever happens and whatever are the Championship results, Hendrick is great. He placed a very noteworthy Expert Advisor at this Championship. Whatever coefficients are applied to him, he is one of the best here. Hendrick's Expert Advisor is very good as it is. The fact that it operates with yen is heroic. I would be happy if Hendrick takes a prize place. Aver and Rich have some potential, too. They can complete their Experts to the logical end: correct their attitude towards stops and methods of loss control. Then they will become successful, too. Ldamiani has made something, but his Expert Advisor cannot be really used in the market.

This is my estimate of their Experts' contents and possible development, but not their current balances.

Thank you for the interview and for your original and frank opinion!

文章出处：本文由程竹收集整理

转贴请注明【程式交易员联盟】