The robot learns.

The counter-trend algorithm is gradually becoming overgrown with meat. New conditions for entry are being added. Making a normal counter-trend turned out to be more difficult, than trend following model, Nevertheless, on the five-year tests of the PTC index, he is in the black, bypasses buy and hold, and has a significantly lower drawdown. On the positive side: the model is universal, and can work in different market conditions without additional optimization; the amount traded can be quite decent. Of the cons: profit, for now, only slightly exceeds the yield on a good bank deposit; the drawdown is still too big. From current tasks, reduce drawdown by three times, and increase profitability, so that you can hang shoulders and capitalize interest. I figured out how to screw on another filter tonight, We will try. At this moment, the biggest difficulty, prohibit the robot from entering the countertrend in narrow flat zones, after significant movements, with the potential to continue. Sometimes he misses delicious reversals too..