Stable MTS - page 17

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Vladimir Zubov:
Reinvested or not ? That is, for 10 years 100-130% on the plus side or reinvesting after a certain amount earned ?
By default, without. And there, everyone is free to decide. In fact, half do not touch a penny.
 
Oleg Shenker:

I disagree. The average profitable trade is not much bigger than the average losing trade. That is, the robot takes about the same distance both in plus and in minus. It wins due to the fact that there are more profitable trades.

Well, maybe due to a slight excess of the average profit trade size.

If we flip a coin for a long time, we will get far away from the starting point in +, or in -. And we will probably never get back to that starting point. This is a medical mathematical fact. In this case the average (and not only average)) profitable trade will be not even approximately, but simply equal to a losing trade.

An automaton with these parameters can be built simply by flipping a coin long-short at random points in time. I assure you, there will be 50/50 losses and gains. And since in the market we do not have to wait for a coin to fall and can close a trade without waiting for it, such an automaton will always be profitable.

You may try it yourself, with cats, of course. It is not difficult. The result is guaranteed. We set the right stop, do not limit the take.

 
Oleg Shenker:
By default no. And there, it's up to everyone to decide. In fact, half don't touch a penny.

There is such a result, the quality of modelling corresponds to the advisor's logic, the decision to open and close is made on the first tick of a new candle. No market forecasting is used as it is essentially impossible. Work with mathematical probability so that about 75% of trades are profitable.

 
You yourself understand that this is just G....nog. Remove the build-up of the lot at least for a start .
 
azfaraon:
You yourself realise that this is just a G...nost. Remove the lot increase at least for starters.

There will be little difference in terms of equity. And you show a balance chart, not just a table with numbers.

 
so make it a fixed lot of 0.1
 
azfaraon:
So make it a fixed lot 0.1.
This strategy doesn't allow for that, I'll dig in the back and find another owl.
 

The decision to open or close a position is still made on the first tick of a new candle. Fixed lot 0.1

 
beautiful )) and now just compare .Your average profit margin is 3 times worse than the average loss margin ..FB is small ..and test since 1999 with a constant lot of $1000 .
 
azfaraon:
beautiful ))) and now just compare . Your average profit margin is 3 times worse than the average loss margin ...FB is small .
I didn't say there was a grail under the bed.)
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