Market theory - page 207
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
This is just what I have managed, so far, to achieve from the beginning of 2000 to the present on D1 with a constant lot of 0.01 at TP = 1100p, SL = 100p. I pay attention to the ratio of profit to maximum drawdown. This ratio was 6.092:
Bars in test 5060
Ticks modelled 9116
Modelling quality n/a
Mismatched charts errors 0
Initial deposit 100000.00
Spread Current (14)
Total net profit 336465.65
Gross profit 628203.95
Gross loss -291738.30
Profit factor 2.15
Expected payoff 89.82
Absolute drawdown 495.98
Maximal drawdown 55229.78 (34.22%)
Relative drawdown 34.22% (55229.78)
Total trades 3746
Short positions (won %) 1560 (20.32%)
Long positions (won %) 2186 (21.13%)
Profit trades (% of total) 779 (20.80%)
Loss trades (% of total) 2967 (79.20%)
Largest
profit trade 1111.91
loss trade -113.00
Average
profit trade 806.42
loss trade -98.33
Maximum
consecutive wins (profit in money) 49 (54312.99)
consecutive losses (loss in money) 278 (-27928.90)
Maximal
consecutive profit (count of wins) 54312.99
consecutive loss (count of losses) -27928.90 (278)
Average
consecutive wins 8
consecutive losses 31
Sometimes it's better to chew than to talk! Where are your signals? There are bots working on the accounts according to dumb tz. That's all. That's why they're losing.
Theory is not bullshit!
Sometimes it's better to keep your mouth shut to sound smart.
Are you smart enough to go to the profile and look for a signal in the archive?
As for the author, he has already managed to retain his position as an expert in the game.
I have a theory by myself and the bots by themselves.
I have no idea what to do with them.
and you have to pay for the tester's grapes with tester's demoney
I got banned yesterday. As soon as I wrote the password to the demo account. And the message was deleted. I ask for an answer from deeply respected Yusuf - can I show demo trading on his theory (and robots are dumb) in this thread?
To understand the phenomenon (the algorithm invented by Yusuf) you need to see how it works with simple model data.
I can generate such data. For example:
1. Just a bluntly growing line.
2. A sine wave.
3. Superposition of two sinusoids.
4. A sinusoid against a rising or falling trend.
5. Meander.
6. Delta pulses randomly distributed.
7. Step.
The most useful example is a step.
That is one level up to the moment x, then the "price" changes and after the moment x - another level.
On the example of a step it will be immediately visible by how much and by how exactly the lag of the charts, drawn by Yusuf's indicators, are delayed (and if the algorithm is linear, then to present them in another way: the price is presented as a superposition of a bunch of steps at the moments of corresponding bars; and to construct his charts simply summarize the corresponding responses, and there is no magic, no lions and bulls - in this representation the primitivism and lack of physical meaning of the discussed indicators will become evident).
To understand the phenomenon (the algorithm invented by Yusuf) you need to see it work on simple model data.
I can generate such data. For example:
1. Just a bluntly growing line.
2. A sine wave.
3. Superposition of two sinusoids.
4. A sinusoid against a rising or falling trend.
5. Meander.
6. Delta pulses randomly distributed.
7. Step.
The most useful example is a step.
That is one level up to the moment x, then the "price" changes and after the moment x - another level.
On the example of a step it will be immediately visible by how much and by how exactly the charts drawn by Yusuf's indicators are delayed (and if the algorithm is linear, then to present them in another way: the price is presented as a superposition of a bunch of steps at the moments of corresponding bars; and to construct his charts just summarize the corresponding responses, and there is no magic, no bull lions - in this representation the primitivism and lack of physical meaning of the discussed indicators will be obvious).
The primitivism cannot explain the fact that the indicator allows to achieve a stat advantage over the market for 15 years on the EUR / USD, with a fixed lot 0,1 from 01 01 2000 to date on the TF D1 at SL = TP = 1100 points (4 signs), without any changes in the TS parameters:
Bars in test 5060
Ticks modelled 9118
Modelling quality n/a
Mismatched charts errors 0
Initial deposit 300000.00
Spread Current (12)
Total net profit 961955.57
Gross profit 1589455.48
Gross loss -627499.90
Profit factor 2.53
Expected payoff 258.45
Absolute drawdown 1046.72
Maximal drawdown 183311.10 (37.53%)
Relative drawdown 37.53% (183311.10)
Total trades 3722
Short positions (won %) 1528 (52.42%)
Long positions (won %) 2194 (55.42%)
Profit trades (% of total) 2017 (54.19%)
Loss trades (% of total) 1705 (45.81%)
Largest
profit trade 1116.37
loss trade -1106.45
Average
profit trade 788.03
loss trade -368.04
Maximum
consecutive wins (profit in money) 489 (541510.07)
consecutive losses (loss in money) 252 (-87652.92)
Maximal
consecutive profit (count of wins) 541510.07 (489)
consecutive loss (count of losses) -87652.92 (252)
Average
consecutive wins 26
consecutive losses 22
Now, tell me, Dear, what other indicators are able to achieve stat advantage over the market at TP = SL, and even so that the average profitable trade exceeds the average unprofitable trade by more than 2 times? Give an example, albeit a tester one. Isn't such a completely new theory and TS worth investigating? Do we have a lot of research areas? Don't believe in the existence of virtual market prices? An article will come out soon and you will see that virtual market prices also exist in the real market for goods and services! There is a market price that no one knew how to calculate, they thought it was some incomprehensible substance. I have opened your eyes, but you are stubbornly closing them again instead of contemplating the objective laws of the market.
Please, show me, using the tester, your "steps" and explain their physical meaning.
To understand the phenomenon (the algorithm invented by Yusuf) you need to see it work on simple model data.
I can generate such data. For example:
1. Just a bluntly growing line.
2. A sine wave.
3. Superposition of two sinusoids.
4. A sinusoid against a rising or falling trend.
5. Meander.
6. Delta pulses randomly distributed.
7. Step.
The most useful example is a step.
That is one level up to the moment x, then the "price" changes and after the moment x - another level.
On the example of a step it will be immediately visible by how much and by how exactly the lag of the charts, drawn by Yusuf's indicators, are delayed (and if the algorithm is linear, then to present them in another way: the price is presented as a superposition of a bunch of steps at the moments of corresponding bars; and to construct his charts simply summarize the corresponding responses, and no magic, no lions and bulls - in this representation will be evident the whole primitivism and lack of physical meaning of the discussed indicators).
How clever you are - you want to take away the shaman's tambourine! A session of this pet magic does not involve exposure.
To understand the phenomenon (the algorithm invented by Yusuf) you need to see it work on simple model data.
7. Step.
The most useful example is a step.
That is one level up to the moment x, then the "price" changes and another one after the moment x.
On the example of a step it will be immediately visible by how much and by how exactly the charts drawn by Yusuf's indicators are delayed (and if the algorithm is linear, then they can be presented differently: the price is presented as a superposition of a bunch of steps at the moments of corresponding bars; to construct his charts just sum up the corresponding responses, and no magic, no lions and bulls - in this representation the primitivism and lack of physical meaning of the discussed indicators will be evident).
Here are the real "steps" by the example of trade on TF H1 during the period from 01 01 2000 to present time with the fixed lot 0.1 by the "primitive" indicator "Lion":
Bars in test 97799
Ticks modelled 194541
Modelling quality n/a
Mismatched charts errors 0
Initial deposit 20000.00
Spread Current (13)
Total net profit 1256059.58
Gross profit 4114027.35
Gross loss -2857967.77
Profit factor 1.44
Expected payoff 16.43
Absolute drawdown 10793.01
Maximal drawdown 190545.80 (16.15%)
Relative drawdown 77.41% (76264.01)
Total trades 76456
Short positions (won %) 37284 (31.89%)
Long positions (won %) 39172 (34.42%)
Profit trades (% of total) 25374 (33.19%)
Loss trades (% of total) 51082 (66.81%)
Largest
profit trade 1007.56
loss trade -108.63
Average
profit trade 162.14
loss trade -55.95
Maximum
consecutive wins (profit in money) 191 (152186.43)
consecutive losses (loss in money) 350 (-29012.24)
Maximal
consecutive profit (count of wins) 175160.76 (177)
consecutive loss (count of losses) -29012.24 (350)
Average
consecutive wins 12
consecutive losses 24
Look at how on the M1 TF, the usually calm, virtual market prices P (Bears) (red line) until the last point showed, 3 hours before the news release, where the current price of CD could fall, and after the news release did not flinch. This means that the current price should return, which it did. At the time of the news release, the Bears were handed the Price and then it was handed over to the Bulls, who carried the Price upwards: