Machine learning in trading: theory, models, practice and algo-trading - page 247

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pantural:
I'm talking about prediction statistics, how often do you guess the direction of the market
Let's say 0.5. Exactly, 50% of the trades are losing.
 
Yuriy Asaulenko:
Let's say 0.5.

No benefits mean that you will drain it.

Of course now you will say that the volume is different and so on. Lost 10 trades for a ruble, added one for 100 rubles, but this means that you KNOW that on this deal the market will probably go where it needs to go, in general you need to weigh the volume

 
pantural:
No advantage means that you will sell out.

At the same time I manage to make every working day at least 0.5% of the value of the transaction. At 50% of losing trades.

Read the previous posts again, and you will understand where the profit comes from.

If I knew that, I would not enter in unprofitable)). And I always work with the same volume, without increasing or decreasing.

 
Yuriy Asaulenko:

At the same time I manage to make every working day at least 0.5% of the value of the transaction. And I make 50% loss trades.

This is not possible, it's like you start to prove to me that 2*2 = 5, or then tell me that you have your own "percentages" and multiplication, etc.
 
pantural:
That's not possible, it's like you're going to start proving to me that 2*2 = 5, or then tell me that you have "percentages" of your own and multiplication, etc.
There you go again with twenty-five). If you with probability 0.5 lose 10r or win 30-40r, then your profit per transaction is 10-15r. Transaction costs are included in the amount. What can't be here?
 
Yuriy Asaulenko:
Twenty-five again.) If you lose 10p or win 30-40p with 0.5 probability you have 20-30p profit per trade. Transaction costs are included in the amount. What can not be?
Probability 0.5 that you lose means that 0.5 you and win, that is, as a coin toss, if you put the same lot, you get a random wandering
 
pantural:
Probability 0.5 that you lose, means that 0.5 you and win, that is, as a coin toss, if you bet the same lot, you get a random wandering
You flip a coin, the probability of guessing is 0.5, but when you win, your income is not a bet, but 3-4 bets, and when you lose, the loss is only your bet. I do not understand what is not clear.
 

HU!!!

Off-topic communication, stop it...

 
mytarmailS:

HU!!!

off-topic communication, stop it...

IMHO, very much on topic. Does the DOD, by the way, somehow take this into account?
 
Yuriy Asaulenko:
IMHO, very much on topic. The MoD, by the way, somehow takes this into account?
я
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