The best NEW ideas are well forgotten OLD ones !!!! Super money management - will it pull out any unstable trading system? - page 4

 
Mischek >> :

awesomeness

Yes be amazed and be amazed :)))


PS Flame on. I'm stopping it.

 
L
BoraBo >> :

Yes be amazed and be pampered :)))


PS Flaming is on. I'll stop.

Indeed. There has been some deviation from the topic with a shift to personalities. Not good and not constructive.

In my opinion the best proof of any principle is its practical confirmation. For my part I have posted the result of applying the principle of limiting a losing series and it would be reasonable if someone carried out similar calculations with other test results. Then maybe some statistics will be collected.

 
Mathemat >> :

If an advisor is unstable, it is very difficult to conclude that it is APPROPRIATE.

Unstable today, unstable tomorrow....

 
BoraBo >> :

Yes, be amazed and enjoy it :)))


PS Flam goes. I'll stop now.

It's a pity, just started following the topic and the skeptics immediately slammed it.

Expected the development of an unconventional approach with a virtual balance to the perfect idea.

Perhaps I would not have opened on the basis of a first-order virtual balance.

And would go deeper and open according to nth-order no-bias virtual balance.

 

Vita, hi, haven't heard from you in a while. Are you talking about nth-order differences for the virtual balance process?

 
Mathemat >> :

Vita, hi, haven't heard from you in a while. Are you talking about the nth-order difference for the virtual balance process?

No, mathemat, I'm spoiling it. And I meant that if, having imposed a waving on the price, trading does not work, then the next step is to impose a waving on the virtual balance. If this does not work again, then the next step is to apply a mask to the virtual virtual balance. And so n times until it helps.

 

Well, yes, I was a bit slow on the uptake. In principle the idea itself is interesting - I think Vince wrote about it. The balance curve, by the way, has a different distribution.

Except I still don't understand how the author is going to determine that a strategy is profitable if it is unsustainable...

 
Mathemat >> :

Well, yes, I'm a bit slow on the uptake. In principle, the idea itself is interesting - I think Vince wrote about it. The balance curve has another distribution, by the way.

Except I still don't understand how the author is going to determine that a strategy is profitable if it is unsustainable...

Exactly. Few people ask such questions. And what should we expect? This is, after all, a forum for programmers. Everyone has their own saw (technical training: mash-ups, fibos, waves, filters, NS, spectra, ...). And everyone uses their saw without thinking, without having at least a slightest logical philosophical basis. Disappointment with the tool, as a rule, leads to the programmer taking a new saw and sawing weights further.

 
Vita >> :

Pity, just when I started following the topic, the naysayers immediately slammed it.

I was expecting an unconventional approach with a virtual balance to develop into a perfect idea.

Perhaps I would not open myself up on the basis of a first-order virtual balance.

But I would go deeper and open on the basis of nth-order virtual balance without drawdown.

N-th order balance depends on uncontrollable factors influencing the price as much as the first order balance. The problem is to get a stable and cyclic first-order balance curve. And then it is already possible to set the terms of the trades even with simple wands (based on the first-order balance curve). The advantage of this approach is that we ourselves specify the controlled strong factor for the formation of the series of values, by which we determine the conditions of transactions.

The mash-ups are not fundamental here. What is important is the amplification and concretization of price movement patterns. I.e., the stronger the amplitude and cyclicity of the balance curve of the first order (which, by definition, takes into account all price movement factors plus our strongest and most controlled factor, the principle by which this balance is built), the closer we are to creating the grail.

 
BigeR >> :
L

Indeed. There has been a bit of a digression from the topic with a shift to personalities. Unhelpful and unconstructive.

In my opinion, the best proof of any principle is its practical validation. For my part I have posted the result of applying the principle of limiting unprofitable series and it would be reasonable if someone would carry out similar calculations with other test results. Then maybe some statistics will be collected.

For the statistics to be collected, it is necessary to determine the rules for the virtual balance curve.