Scold :) Interested to hear your opinion regarding... - page 10
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ah, forget the box :) who knows what's in it and poke it?! :) maybe terrorists planted a "bomb" in it, which activates a mechanism that pushes the sweaty beer off the table! :) and the "detonator" is set to go either way and the beer will be ruined any way you push it! :) you'd better take care of the beer and then maybe... :)
Определяющим здесь является признание того факта, что SL и TP суть одно и то же - техническое средство входа и выхода из рынка.
Who's arguing about it, much less rolling a keg? :) Well, except with beer ;) but it already turns out a container, the TransAgency is engaged in it :)
technical means, there is such a thing, but each technical means can be used in different ways, and the results lead to different results this use
added:
But seriously, thank you for your commentary, it's very clear, local, accessible and comprehensive.
I completely agree with Mischek.
In the system I am writing now I have decided to bet on two things - opening, even with a bad signal, but which at least brings something and does not trade at a loss, and working on the logic of closing, because it is all 90% of success. The second point - the system is a trend system, so it should be a reversal, and if so, the closing is carried out when you can open in the other direction.
Of course, the position may be closed before the end of the signal, but in this case, we will look for other possibilities to enter
in the trend before it finishes. And by the way, the logic of closing and additional openings only during the trend has already doubled the total profit.
But this is not the limit yet. In the end, the signal will give 3-4 times more profit for the duration of the signal due to the "right" exits. And this is not a pips - the signal easily catches 1500 points.
And as for the stops - they are not in fact used (there is a nominal 200 points, which never triggers itself due to logic).
Well, as for TP - any optimization of the system by TP does not lead to increased profits, which is good!
Sergey (SK), may I count on you to answer such a question (alaverdy):
You've often mentioned here the ideologeless MM... and what do you think would be the ideological MM and why? and if possible, at least one good exampleSZZ: in principle it is interesting to hear opinions of others as well, welcome
Sergey (SK), may I count on you to answer this question (alaverdy):
You've often mentioned the ideeless MM... what's your idea of ideological MM and why? And if possible, at least one good example.>>S: it's interesting to hear other people's opinions as well, hello.
I understand you mean a no-deal strategy with a screwed up mm.
I mean getting lost in the woods, there's no point getting on a bike if you don't have a compass anyway.
Sergey (SK), may I count on you to answer such a question (alaverdy):
you have often mentioned here the ideology-free MM... and what do you think would be the ideological MM and why? and if possible, at least one illustrative exampleSZZY: It is interesting to listen to opinions of others, please.
I must say at once that by MM I mean Money Management, the main postulate of which is a reasonable (ideally calculated somehow) relation of a stake size to a deposit size, expressed in %.
In my opinion a good strategy can afford this ratio from 1 to 25%.
With higher values any strategy runs the risk of going out the window due to the high amplification coefficient in case of random market fluctuations.
The simplest and most obvious reason for this statement is described in my first "grail" (point 1.2).
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The broad interpretation of the term MM, the search for correlations with irrelevant parameters (such as SL, TP, martingale, pips, locking, gidders, etc.), does not seem to me to be groundless.
The basis of a strategy should be a pattern that has been found (as a result of market research) and that can be identified (by software tools) to some degree, a stable (repeatable) pattern. If the trader has it in his/her hands, then he/she can develop a program, run it in the tester under different parameters and determine the MM threshold value - % of the deposit stake.
If the specified pattern is not determined, the MTS may be inefficient, which means there is no basis for MM calculation either (it is useless to clarify which inefficiency is primary - strategic or MM ones - it is a matter of personal preferences).
Thank you for your reply.
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Our understanding of MM is identical
MM is only about changing betting sizes according to signals coming from the analytical part of the system and nothing else. Maybe it's maximalism, but it's easier for me to think that way. No pyramids and dilutions (averaging) have anything to do with MM.
MM is only about changing betting sizes according to signals coming from the analytical part of the system and nothing else. Maybe it's maximalism, but it's easier for me to think that way. No pyramids and dilutions (averaging) have anything to do with MM.
Seconded.
A rigid MM figure is only good in the early stages of establishing an MTS. But later on, MTS is evolving. So the change of bet size can (and ideally should) depend on current forecast calculated in "analytical part of system" (that's why I wrote earlier, that ideally trade should be corrected with every tick, but this ideal is still far away).
OK, Sergei, here's another question I want to ask:
Why did you define this, almost an advisor, so unambiguously as a no-action one? It is interesting to see how you think(if the questions don't distract you from your current work or anything else, of course)