Scold :) Interested to hear your opinion regarding... - page 13

 

I don't agree with this categorical statement. There are systems (at least theoretically) with 50/50 profit/loss trades. But they can be super Grails and exactly at the expense of MM. These are sequences of PPPUUPPPUUPPU ...

P is for profit, U is for loss. I think it's clear how to use MM, but I don't think it's impossible to find such an ideal system but we should check this system to see if this regularity is present in the sequence of trades.

Example. A trend following system. This is a sign of many small losing trades in the "flat" and hope for one that will catch the trend and block the losses. You can modify it by decreasing the lot as soon as you see a loss and then increasing the lot as soon as you see a profit. It's like that ONE big profit is divided into many small ones but with increasing lot + we attach forecast (statistics of TC) by the length of a capturing trend.

How do you like it?

Z.U. In the TS should be all beautiful, soul, body and control

 
Prival писал (а) >>

I don't agree with this categorical statement. There are systems (at least theoretically) with 50/50 profit/loss trades. But they can be super Grails and precisely due to MM. These are sequences of PPPUUPPPUUPPU ...

P - profit, U - loss. I think it's clear how to use MM, but I don't think it's impossible to find such an ideal system but we should check this system to see if this regularity is present in the sequence of trades.

Example. A trend following system. This is a sign of many small losing trades in the "flat" and hope for one that will catch the trend and block the losses. You can modify it by decreasing the lot as soon as you see a loss and then increasing the lot as soon as you see a profit. As if that ONE large profit is divided into many small but increasing lots + we attach the forecast (statistics of TC) by the length of a trend being captured.

How do you like it?

S.I. In TS should be all beautiful, soul, body and control.

This common misconception is called martingale - a kind of "no-money-MM" attempt to milk the air.

 
SK. you don't understand. Give me a PPP UPP UPP UPP UPP and that sequence would be unchanging. Forex will die.
 
Prival писал (а) >>

I don't agree with this categorical statement. There are systems (at least theoretically) with 50/50 profit/loss trades. But they can be super Grails and exactly at the expense of MM. These are sequences of PPPUUPPPUUPPU ...

P - profit, U - loss. I think it's clear how to use MM, but I don't think it's impossible to find such an ideal system but we should check this system to see if this regularity is present in the sequence of trades.

Example. A trend following system. This is a sign of many small losing trades in the "flat" and hope for one that will catch the trend and block the losses. You can modify it by decreasing the lot as soon as you see a loss and then increasing the lot as soon as you see a profit. As if that ONE large profit is divided into many small but increasing lots + we attach the forecast (statistics of TC) by the length of a trend being captured.

How do you like it?

S.Y. In TS should be all beautiful, soul, body and control


The progression for the lot and take profit length in anticipation of a trend. I think it is something like that, only it is not perfect, the idea is disappointing.

Files:
 
alexx_v писал (а) >>
>>) I will monitor, it's not an advisor yet, it's an under-advisor :)

>> Can you make it to the tournament?

>> it promises to be a lot more interesting, libraries are allowed.

 
Prival писал (а) >>
SK. you misunderstand. Give me such a system PPP UPP UPP UPP UPP and that this sequence would be unchangeable. Forex will die.

А.. Well, this 'give' is the cash cow.

With the exact breed, suit, disposition, inclinations, desires and whims of the cow, no MM is needed.

You can go in at 100% depo and come out with a full can :)

 
SK. писал (а) >>

This common misconception is called martingale - a type of "no-money-MM" attempt to milk the air.

Well, if we do not increase the lot limitlessly on the principle of martingale, and the standard lot is calculated, for example, the root of the deposit divided by 2 after each consecutive loss and return to normal after a profit, how can we call it?

 
Mischek писал (а) >>

Can you make it to the tournament?

I don't need it :)

SK. wrote (a) >>

А.. Well, this "give" is a cash cow.

If you know the exact breed, suit, disposition, inclinations, desires and whims of the cow, no MM is needed.

You can go in at 100% depo and come out with a full can :)

well said! :))

 
barada писал (а) >>

Well, if we do not increase the lot limitlessly by the martingale principle, and the standard lot, calculated, for example, by the root of the deposit, divide by 2 after each consecutive loss and return to normal after a profit, how should we call it?

This question has already been well answered in this thread on 25.06.2008 at 19:30:

Vita wrote (a) >>

And in the case of trading, if the winning pattern is unknown, the correct way is to assume 50/50, i.e. no stat advantage. In this case any manipulation with money can not be called MM. Fortune-telling is possible, adventurism is possible, any number of times silliness is possible, but not MM.

.. Any farmer who, in the absence of a cow, would wiggle his hands in the air and depict the milking process would be correctly declared an idiot just for the mere hope that milk could be obtained in this way.

Is it really so difficult to understand an essentially simple thing?

Only the exploitation of some real, known in advance, computable property of the market can be useful.

If such a property is not known to the programmer, then no matter if it is "the root of depot", or the root of verb, or the root of oak, or the root of love - no matter how much you practice, it is of no use.

.

Well, let's spell it out.

Flip a coin. Or play roulette. Whatever edge you spin your bet with - even a penny, even a root from Microsoft bank deposits, even the whole universe... and it will not affect the fact of winning. If you do it for a long time, it will just drain the spread. If you do it once, there's a 50% chance of winning or losing. All this is so because neither coin nor roulette has any such properties that can be identified and exploited.

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On the other hand.

If a coin is bimetallic - one side is aluminium (light, e.g. heads) and the other is lead (heavy, tails) - then that coin has a certain probability, greater than 50%, of falling on the lead side. For example, this will happen 57% of the time. So this process has a statistical advantage in favour of heads falling upwards, tails to the tablecloth.

Knowing this up front, it's easy to always bet on heads. And we win 57% of the time. We win because we exploit a previously discovered, constant property of the phenomenon. In this case it is not difficult to calculate the maximum required MM, so that in case of random series of losses the whole business does not go down the drain.

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Again. If we do not have in our hands any knowledge of the processes that have stat-advantage, then no root, martingale, stoploss, lots, etc. perversion raise the probability of a successful outcome is not-can not.

I don't know. I think it's so easy.

 

I have reported on a strategy that has never been optimised. I traded it manually. Note the maximum and average loss/profit trades)