Which is easier - a steady 500 pips a month or just 20? - page 6
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A better system is one that exists. I don't like theorising. Besides, after opening a position we already have a drawdown on the spread.
1. There are a lot of systems out there.
2. what are you doing now in this thread, theory? or discussing a specific system, the code of which is available and you can check all the figures you have heard?
3. You should read carefully: "I opened a deal and the price did not lose one point from the entry point". If it did not go into minus ? where will it go ? and it closed at zero it means that the spread has closed, or zero will not happen.
You can endlessly torture Alexei (mathematician) about the size of the deposit, the size of the lot, the number of trades. Until you come to a simple conclusion the more parameters a system has, the harder it is to compare them, to say which one is better.
The more parameters a system has, the harder it is to compare them to say which is better.
And after comparing the numbers, you might get a little doubt in your mind... >> there's something wrong here :)
Picture of ideal entries green vertical line is the beginning of the minute, red vertical line is the beginning of the 5th minute. Green dots connected by a red line are ticks
there are a lot of such points during the day, let alone during the month.
Well, thank God for that. Alexei now on the basis of that. Profit isn't important. It's the loss that matters. It is better when it (possible loss) is zero. I think it becomes clear why the developers are fighting for ticks. It is possible only when analyzing the tick-flow. To close at zero.
And practically it is also possible, if you look at the history, during any day on the tick history you will find the entry points, that will give you 20 points of profit with no drawdown, and they are many, even very many.
But if you work on a minute-by-minute basis, it's not possible.
It is not the loss that is important, it is the time it takes to cover the loss.
It's not the loss that counts, it's the time it takes to cover that loss.
Nah. After Kohli, time is of the essence.
Picture of ideal entries green vertical line is the beginning of the minute, red vertical line is the beginning of the 5th minute. Green dots connected by a red line are ticks
there are a lot of such points during the day, not to mention the month.
It is like looking at history. You may put a zigzag and think how cool it would be to buy here and sell there.)
Nah. After Kohli, time is of the essence.
And "Kolya" is for those who can't count at all.
It's like looking at history. Putting on a zig-zag and thinking how cool it would be to buy here and sell there :)
It's not about the zigzag. The matter is that working with bars we a priori deprive ourselves of building a system that has perfect entries (after entering the market, not one pip lost). After all, when we take closes of bars we essentially take a tick, and the mathematics is the same as for bars, RSI , etc. It works on bars, as well as here on the tick-flow. Only the drawdown is different.
It seems to me that a system where the take and stop is larger is better because the spread as a percentage of the take is a smaller value. The question is the "ceiling" of the take. It seems to me that it is probably possible to calculate the variance for each take size with a constant spread.
This is only one side of the product called "profit-trading". It may turn out that the predictability of kotier behaviour is greater at smaller stops (different trading horizon - different dynamics) and will be better where the spread as a percentage of the take is a larger value, paradoxically enough.