Who has already tried the Signals subscription to get on the tail of ATC 2012 participants? - page 15
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:)
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In that case, the counter should be switched on from the moment the positions are synchronised. Otherwise.... - see my posts above. ;)
I made a conclusion: Subscribers should be able to synchronize their signals, for example - close all positions on Friday (or only profitable ones), and open them on Monday.
Unfortunately:
Initial synchronisation is mandatory. You should not get into a flying portfolio by knowingly losing and late entries.
This is a fundamental point in quality copying. And we by no means want to provide low-quality copying.
Either we synchronize with loss-making positions (there is a good chance to enter at a better price), or we hit the toad. If the signal provider is constantly in the market with a garland of positions, his chances to gain followers greatly decrease. And that is his personal problem.
The task is not to subscribe to any signal. The task is to protect the trader as good as possible from the worst and most stupid systematic mistakes of the copying service.
To understand the consequences, I recommend to read criticisms and horrors of using some common services.
This is purely about protecting money, not programmer's hat-trickery and spitting.
Risk. It is everywhere and always. All the more so on the market. Without the possibility of forced synchronization "now" with a warning about the risks, the number of complaints to the service will be constant and much more whining about bad inputs.
And the number of those who have tried it and have spat on the service will be very high.
I have come to the following conclusion: when supplying signals, it should be possible for subscribers to synchronize, for example - to close all positions on Friday and open them on Monday.
How is it different from "synchronize now"?
Not at all.
Unfortunately:
Initial synchronisation is mandatory. You should not get into a flying portfolio by knowingly losing and late entries.
This is a fundamental point in quality copying. And we by no means want to provide low-quality copying.
Either we synchronize losing positions (there is a good chance to enter at a better price), or we lose our greed and refuse to work with such a signal. If the signal provider is constantly in the market with a garland of positions, his chances to gain followers are greatly reduced. And this is his personal problem.
The task is not to subscribe to any signal. The task is to protect the trader as good as possible from the worst and most stupid systematic mistakes of the copying service.
To understand the consequences, I recommend to read criticism and horrors of using some common services.
It is solely about protecting money, not the programmer's hatchet job and not caring about the consequences.
Unconvincing. With all due respect.
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You seem to have a glitch even in your own logic. Right now my wizard has positions in profit and in loss. What prevents you from synchronizing pairs that are in loss?
The fact that the floating profit of the account in general is not falling in minus - should not be an obstacle for a gradual synchronization of pairs that are in minus or zero.
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Correct please. Otherwise, the wisest multi-currency, well (profitably) and diversified, will remain unavailable to subscribers.
Risk. It is everywhere and always. Especially in the market. Without the possibility of forced synchronization "now" with a warning about the risks, the number of complaints to the service will be constant, and there will be more whining about bad inputs.
And the number of those who have tried it and have spat on the service will be very high.
But the money is safe. And that is the main thing.
Unconvincing. With all due respect.
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You seem to have a glitch even in your own logic. Right now, my wizard has positions in the plus, but there are also positions in the minus. What prevents you from synchronizing pairs that are in the minus?
The fact that the floating profits of the account are not in minus in general should not be an obstacle for gradual synchronization of pairs that are in minus or zero.
Multicurrency positions can and do get linked. Therefore you should not consider them only as independent and synchronize them independently.
The tactic of "waiting for the right opportunity and not losing money" is much better than "jumping in to the deal". There will always be a new deal, you can and should wait.
1. multi-currency positions can be and are linked.
2. therefore they cannot be treated only as independent and synchronised independently.
1. can.
2. can. your "can't" is taken from the ceiling. analyze the options after all. how is it different from unlinked positions? and why (exactly!) would it be different from unlinked positions for the worse? I argue that if it is different, it is for the better.
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Why are you forbidding me to decide?
Unfortunately:
Initial synchronisation is mandatory. You should not get into a flying portfolio by knowingly losing and late entries.
This is a fundamental point in quality copying. And we by no means want to provide low-quality copying.
Either we synchronize losing positions (there is a good chance to enter at a better price), or we lose our greed and refuse to work with such a signal. If the signal provider is constantly in the market with a garland of positions, his chances to gain followers are greatly reduced. And this is his personal problem.
The task is not to subscribe to any signal. The task is to protect the trader as good as possible from the worst and most stupid systematic mistakes of the copying service.
To understand the consequences, I recommend reading criticism and horrors of using some common services.
It is solely about protecting money, not the programmer's hatchet job and not caring about the consequences.
You have to understand that the synchronization with jumping through zero position that you are talking about is only in your head. In reality, it doesn't exist. Work with any normal clearing system, such as the RTS exchange. Once a day, it forcibly synchronises all positions of market participants. It does not matter whether the participant has a daisy chain of long-term positions or the participant is a scalper that does not leave positions for the evening session. Both participants will be synchronized with each other. The positions of each will form a variation margin balance which will be added to their outgoing balance minus the brokerage fee and exchange fees. Therefore, any Signal Repeater synchronising his net position with any of the participants at 18:45 Moscow time on the next day will receive an identical trading result to that participant. Thinking deeper, it becomes clear that synchronization at any other time is neither worse nor better than at the fixed clearing time, so it is a matter of the subscriber's choice. You can provide rigorous mathematics to prove these claims, but you will ignore them, which is unfortunate.