Hateful pipsqueak. - page 3

 
Bookkeeper:
Popovich:
.
..have you specifically checked these numbers on
history, on an EA or somewhere else, if not, then KimIV is right, 100% money drained.
Sorry to intrude, but for mandor, SKif and KimIV to have a serious discussion like this... Just got some free time probably. But you can try to provoke them, like "Have you tried to figure out the proportion (trades with a profit of 5p)/(trades with a loss of -15p)? The losses are fixed with stop orders on dist=15p and closed with profit trades (on 5p). What should be the above ratio to cover at least 1 swap on each losing trade? If you manage to get them into the discussion, maybe some new idea will come up.
In this case the profit must be taken in no less than 75% of cases. The mathematical expectation is negative under the worst conditions. In short, the slippage will cause loss of your pips.
 
There is a trading strategy where pips are used as protection against losses rather than "earning". It does not help against slippages
https://www.mql4.com/ru/codebase/experts/353/
 
mandor:
As for the Inductors: What has been discussed above has long been tried and tested.
And will be, and will be, and will be. There is no way to convince us that there is no Holy Grail. You can only get a bump... :).

mandor:
...And catching 5 - 20 pips... The main point of trading is to catch the movement.
Now that's what Skif is talking about. Not yet, sit back and wait. If I do - take only 5 points, but with maximal lot (60% is unlikely, but 30% is enough for insurance). But with a minimum risk. But only 1-2 times a day. The goal is to learn to identify the market.

mandor:
And it's almost impossible with more than 50% guarantee. But some people manage to do it. Question: is it luck or a systematic approach?
It turns out that it is real. Some people successfully use pipsing. In spite of the lag (even in pips) the muwings as an indicator should not be discarded. For example, MasterForex uses 4 moving averages as criterion of minimal risk: 5, 21, 55, 233 (if I am not mistaken, I am too lazy to check). Only they should not be used in the same way as in classic thechanalysis.

By the way, if someone is smart, try to define a set of conditions:
Take the muwings: ma6, ma12 , ma24, ma48, ma240 (most likely the wrong periods, I take them from multiples of hours on m5, m15 etc, and the wise take not multiples, but it will do for an example).
Clear upward movement:
1) ma6>ma12 ma12>ma24 ma24>ma48 ma48>ma240
2) ma6[i]>ma6[i+1] ma12[i]>ma12[i+1] ma24[i]>ma24[i+1] ma48[i]>ma48[i+1] ma240[i]>ma240[.i+1]

It's clear that there are a lot of different variants of the sets more/less, but if you look at the graphs it turns out that this is not the case. All of them are not interesting. You only need what corresponds to an up/down move of 10p-15p (taking into account the spread). Surely if you make a tester to search, the set will be limited.
 
Good afternoon Andrei, how can we contact you? ICQ 196853218 email artem777@obninsk.com
 
Bookkeeper писал (а) >>
And will be tried and will be, and will be... There is no way to convince that there is no grail. One can only get a bummer... :).

And that's what Skif is talking about. Not yet, sit tight. If I do - take only 5 points, but with maximal lot (60% is unlikely, but 30% is enough for insurance). But with a minimum risk. But only 1-2 times a day. The goal is to learn to recognize the market.
...
Clear upward movement:
1) ma6>ma12 ma12>ma24 ma24>ma48 ma48>ma240
2) ma6[i]>ma6[i+1] ma12[i]>ma12[i+1] ma24[i]>ma24[i+1] ma48[i]>ma48[i+1] ma240[i]>ma240[i+1]

I can see that

1. "Gone - take just 5 pips" - those 5 pips should be taken from the future.

2. "Clear upward movement:" - this is a clear upward movement from the past.

In this regard, a question, does anyone here have any rudimentary statistics on the low risk 5 pips? Not an average assumption, not the opinion of a friend or a reference to a book guru about mandatory continuation of a movement, but a clearly formalized one: "After the market shows ma6>ma12 ma12>ma24 ma24>ma48 ma48>ma240, the movement will continue in the desired direction by 5 pips in 99 cases out of 100 with a maximum undesirable deviation (drawdown) of 20 pips. The formula, keep it to yourself. I only ask to share statistics - x cases of y observations ended with a profit of n pips and the maximum drawdown of l pips.

I don't want to offend anyone, but I feel I need to tell you that the secret formula must be obtained as a result of evolution of your idea of the market, rather than as a result of optimization of a set of muvings, etc.

Does anyone have these stats?

 

Vita, https://www.mql5.com/ru/articles/1536 look it up. Actually, it's not hard to make the right expert. I don't think it 's a grail. It's too easy.

 

Formula: on a good move, find a doge with the volume bigger than the previous candle, on the hay-trap we put two stops, the target is half of the doge's height, and stop the height of the doge, if we take a doge with less volume than the previous candle's volume - we put limits with the same targets...

 
Mathemat писал (а) >>

Vita, https://www.mql5.com/ru/articles/1536 look it up. Actually, it's not hard to make the right expert. I don't think it's a grail. It's too easy.

Maybe I don't understand what I'm supposed to see - hint, for unfortunately the article confirms my scepticism - the lack of stat advantage in the popular "hammer" candle. If the most correct conclusion of the article is: "As we see, there is a small shift in the positive area, but, unfortunately, such a shift, which does not allow us to speak with 100% confidence about the priority purchase direction after the appearance of the "hammer"!" translate it into Russian, then we read - there is no statistical advantage to the "hammer". Quite right! "Hammer" shows us nowhere and confirms nothing with statistical significance. If the author had ended his article there, he would have been honoured and praised. But the author decided to go further, departed from the statanalysis and engaged in trivial matching of takes and stops. He did it. Thus, he has created an illusion that a "hammer" candle is loaded with the market values given in different books. The article itself is a classic example, when a correct conclusion obtained independently is thrown into the furnace, and by tricks of fitting by the ears, the conclusion is pulled in agreement with the book gurus. Matemat, I think you can easily fit absolutely any candle with T's and stops to a reversal candle, just like the author of the article fitted the "hammer". Alas, this does not give any statistical advantage. But the article is harmful to young minds, because it creates the illusion that the "hammer" is a reversal candle according to the statistical analysis, but not fitting it.

Each lottery participant loses on the average, because there is no statistical advantage, though there are winners in each draw. Different sets of take and stops for the hammer lose on average, as there is no stat advantage, even though some sets are winners over the period. Selecting such take and stops so that historical profits are maximized and saying, "Here, look at the levels of take and stops that are statistically valid. Use them!", is the same as selecting only those who have already won the lottery from the entire sample of participants and saying, "Here, look which numbers are winning. Bet on them!"

I hope, Matemat, you understand how I look at this article. Strictly supersuperbiased. Would you do me the favour of pointing out what I didn't see there?

 
xrust писал (а) >>

The formula: on a good move, we find a doji with a volume higher than the previous candle's volume, we put two stops on the hay-trap, the target is half the doji's height, and stop the doji's height, if we take a doji with less volume than the previous candle's volume - then we put limits with the same targets...

Any statistics?

 
Vita писал (а) >>

Any statistics?

Gather the mtska, look at the results...

Or contact.