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A slightly more complicated example -- better captures the essence:
Well, that's what I thought... So, rightly advised by the "advisors", stops are needed. Margins and stops don't make sense, or rather they are impractical due to system complexity (although I could be wrong, system complexity may not grow linearly with development time). I mean, isn't it easier, if there are no stops, to play (just play, not work) as described in one of the articles, something like roulette? - If they do not have their own money and everything is calculated so that if they take a shot they will win, and if they do not, the loss is not great...
Stops are not really needed only in a few cases, when trading a portfolio of instruments, or when the movement of one traded instrument fits into a strict and clear channel. But even in these cases, virtual equity stops should not exceed 10% of the current equity. Why 10%? - The devil knows, I read somewhere and in principle it coincides with my own empirical knowledge.
This is bullshit.
But with what a perceptionlessness this nonsense is presented...
Who is not in the field, will believe this nonsense almost certainly - like"Why 10%?-I don't know, I read it somewhere" and so on... And this "expert" is an "adviser"...
Bullshit.
But with how unapologetically this nonsense is presented...
Who is not on the subject, will believe this nonsense almost certainly - like"Why 10%?-I don't know, I read it somewhere" and so on... And this "expert" is running for "advisor"...
You're pretty arrogant, too. :)
Stops are not the only problem with this system. One of the reasons (other than the ones I've already mentioned) lies in the fact that you shamelessly decompose a discrete series into waves, and for some reason you expect these waves to continue in the future. Trading is not by the price of waves, but by the price of quotes.
On the fingers: all the waves at the moment indicate that we should buy, ok, we bought, but the candlestick goes down! - Such a mess is logical, because we have forgotten about the discreteness of the initial series. And if there are no stops, then sooner or later the nasty snot down will say pity to Kolya Morzhov. The story, which is not sadder in the world, is repeated over and over again, the respectable audience will soon get tired of eating popcorn and watching a tough trading trash and will happily pelt the director with tomatoes. Even those who aren't into it.
Ah yes, now you will say that Fourier decomposition is not used like other such nonsense in relation to the market, but let you know that moving averages of your system are just as nonsensical in application, they will suffer the same "snotty" final trading bummer.
You've got it in you... and you've got it in you...
Cheers, connoisseur.
You've got it in you... and you've got it in you...
Cheers, connoisseur.
I was impressed with the result. Try making 23 profitable trades in a row with a tangible profit. It's not a scalpel, it's not arbitrage. Only 23 deals in a month.
Another thing is that a deep drawdown or margin call will still occur. Especially the risk increases in anticipation of the interest rate decision. The technical analysis will rest.
Thanks for the compliment. And good day to you too.
For it's all love's happy moments.
Bulat Okudzhava: Let us exclaim - Song lyricshttp://mirpesen.com/ru/bulat-okudzhava/davajte-vosklicat.html#ixzz3sxi8o05R
Tractor at the start.
Monthly run --- December (01.12. to 24.12.) --- results at the link in the profile, then go to the link