Who has already tried the Signals subscription to get on the tail of ATC 2012 participants? - page 27
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... And another question, but most likely for the organisers: in the user's profile you can see the products you've posted. Can you see the signals you've posted?
Renat:
Да, конечно.
Are they somewhere separate (will they be) or in the "seller" item ?
That's exactly "all symbols at once with an && sign" and not each symbol separately.
No. Synchronisation is when (1) positions are zeroed out, or (2) all positions are in the red. If even one is in the red - Signal synchronisation failed, processing of trade actions disabled
// my account finally synced up, I wasn't even expecting it anymore.
// Basically it was an accident - the foreman fixed several profitable positions and while they were getting out of the spread fork the others were in a short-term loss. hehe.
Nope
Renat wrote:
Also, the initial synchronization is only performed if the cumulative floating profit of the Signal Source is not positive.
+ colleagues on the forum are saying that it's not by simbolic but by total. I hope I am wrong.
the total we have the answer.
the answer is
I will now write a query on how synchronisation differs from primary synchronisation.
Primary (initial) synchronisation - the subscriber has no positions when connecting to the service, but the provider has positions.
The total profit of the positions of the signal provider is considered only in this case, i.e. at initial synchronization. In all other cases, positions are synchronized (aligned in volume and direction) unconditionally at current prices without regard to the profitability of the signal provider's positions.
You either synchronize at an unprofitable position(there is a good chance to enter at a better price), or you should reject 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.
There is no task to subscribe to any signal. The task is to protect the trader as best as possible from the most stupid and terrible systematic mistakes of the copy service.
It's purely about protecting money, not about programmer's hatchet job and not caring about the consequences.As has been rightly pointed out, if a business is unprofitable, it does not mean that it will continue to be unprofitable and it is possible that it will turn around. Also, it cannot be said that a profitable trade will keep increasing the profit.
Therefore, it is obvious that the entry criterion should not be related with the current profitability of a trade. Moreover, if the strategy shows that the profitable trade is losing, the master expects that it will reverse and close with profit, because he will close it otherwise. According to this logic, one should open losing trades instead of profitable ones, which have already reached their profitability and can begin to fall in the future.
Therefore, simple common sense says that you just need to comply with the proportion of lots and the allowed percentage of the deposit and not to make guesses based on coffee grounds what will be more profitable to the trader in the future to decide which trades to copy and which not. There is no money protection in this strategy of synchronization and cannot be, and, most likely, it will be more unprofitable for a trader comparing to copying all trades for these simple reasons.
Renat:
You cannot enter a flying portfolio based on knowingly losing and late entries.
This is a fundamental point in qualitative copying. And we do not want to provide low-quality copying in any case.
This is a debatable statement. The explanation is above.
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The answer is as follows
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Well, this is better than &&. At least there is more chance of synchronisation with trend multicurrency (short stops, long profit-limits).
But in general the restriction is meaningless. It is only inconvenient for the clients.
MetaDriver:
Ну это получше, конечно, чем через &&. По крайней мере больше шансов на синхронизацию с трендовым мультивалютником (короткие стопы, длинные профит-лимитники).
But the restriction makes no sense in general. It will only inconvenience the clients.
I'll make a little signal with a nice aviti and a small number of trades, and no one will be able to connect to it, and then they will cancel it.
As it has been rightly noted, if the trade is losing, it does not mean that the loss will continue growing and a reversal is also possible. Also, one cannot say that profitable trades will keep increasing the profit.
Therefore, it is obvious that entry criterion should not be related with the current profitability of a trade. Moreover, if the strategy shows that the profitable trade is losing, the master expects that it will reverse and close with profit, because he will close it otherwise. According to this logic, one should open losing trades instead of profitable ones, which have already reached their profitability and may start to fall in the future.
Therefore, simple common sense says that it is necessary to observe the proportion of lots and allowed deposit percentage and not to guess by coffee grounds what will be more profitable for a trader in the future to decide which trades to copy and which not. There is no and cannot be any protection for money in this strategy of synchronization, and, most likely, it will be more unprofitable for the trader in comparison with complete copying of all trades for these simple reasons.
The current connection logic (starting synchronisation) actually makes the following statements
(1) If the trade is in deficit, it is likely to improve.
(2) If the trade is in the plus, it is likely to be worse.
However, these statements are exactly equivalent to saying that statistically all (or most) equity curves have contrendous movement patterns. Which is absolutely not a fact and not true.
And it is certainly not true with respect to mixing multiple equities from different instruments, for when added together, their persistence (trendiness) only increases, not decreases in any way.