"Trees don't grow to the sky" - page 24

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And the deposit load is already pretty good, about 30-40%. It's a bit high, of course, but it hasn't jumped to 100% for a long time. So far it's not bad, not bad at all.
 
LeoV:

I'm not asking for specific advice or recipes. Just give me an overview of the problem in general....))) There's no answer in the thread. Or maybe I did not find it?

There was a question about the amount of deposit growth. Above I showed a theoretical estimate of such growth on a particular quotient, and then gave an example of exits inputs, which reduced the theoretical gain to 30% in a trend-tracking system on a quality wristwatch.
 
Mathemat:
And the deposit load is already pretty good, about 30-40%. It's a bit high, of course, but it hasn't jumped to 100% for a long time. So far it's not bad, not bad at all.

This is not the first time I've encountered the idea of partial deposit loading on this forum. If I understand it correctly, I can't agree with it. Deposit loading is not a subject of MM or TC in general. It is possible to trade in a stop-out condition, because it is the risk that is important, not the loading. A simple example, if cumulative open position is profitable and SL guarantees this profit, what does loading have to do with it?
 
faa1947:
A simple example, if the total open position is profitable and SL guarantees that profit, then what does loading have to do with it?

I agree. I'm talking about loading more than 100%, equivalent to a current equity loss.

Deposit loading is not a subject of MM or the TS in general.

OK, not MM, but risk management. Does that make you feel better?

 
faa1947: As it's the risk that counts, not the load.


The higher the load, the higher the risk. Or is it less? )))

faa1947 : SL guarantee this profit

It's not clear how SL can guarantee profit?

 
LeoV:


The higher the load, the higher the risk. Or is it less? )))

It is not clear how SL can guarantee profit?

when it is higher than the opening on the bay or lower on the village...
 
I remember when I was trading Gazprom (only 100 shares) the deposit load was over 40% (with my $1000). The reason is that for our funds the margin requirements are very high and the leverage is somewhere around 1:4. So loading, loading is rosy. Besides, it's one thing to load the depo 100% with narrow stops within a few spreads, it's another thing to free drift in either direction with the same 100% loading. If we are talking about fixed-fractional mm, then it is not very clear to calculate probabilities, because it is obvious that with the same percentage of losses, the probability of stop execution will be inversely proportional to their size.
 
sllawa3: when it is higher than the opening on the bay or lower on the village...
So? How does SL guarantee a profit?
 
LeoV:


The higher the load, the higher the risk. Or less? )))

The risk is fixed, not the load. If a position is added, the SL is tightened so that the amount of loss in case of a reversal always remains constant.

It is not clear how SL can guarantee profit?

If SL is above (below) the Breakeven point, the difference between SL and Breakeven is a guaranteed profit (not including slippage).

 
C-4:
...the probability of execution of the stops will be inversely proportional to their size.
I don't understand about probability - are you estimating the probability of slippage? or something else?
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