"Trees don't grow to the sky" - page 27

 
OlegTs:
recognise the avalanche, really with some additions...


Well, you want to see avalanche, because I was recently spreading about its benefits, I can disappoint you - it's ilan, from kodobase, with completely different locking tactics than in avalanche (share by total buy and sell volumes, not by setting alarger counter position)

timbo:
Equity can be turned into cash and withdrawn from the trading account at any time by simply closing all positions. You can't do that with balances a la niroba.

i.e. which strategy to use - low-yielding with SL and waiting for clear proven trading signals or aggressive without SL with locking/turns etc.

I'm still inclined to choose an aggressive strategy, but in no way involve already earned funds in trading, but. no one changes the strategy that brings profit, but just increase the starting lot, but..... and here is where the dog is in the fight - to find/calculate the starting lot for a strategy that works "on flips" - you can (it's not that hard to test it), but the problem is that you cannot change the starting lot and you don't have to do anything. - you can (it's nothing difficult to test the strategy in the tester and find the maximum number of continuously unsuccessful deals), but in Forex, there is such an important factor as time, if for any reason, a trader increases the starting lot and does not make sure that the account balance is still enough, to lock and leave it or in the course of trading, afraid of risks and stop trading, then he may miss the time when the positive result of his strategy would have come anyway

 
Mathemat:

faa, I am sorry, but you started some scholastic argument about risks, while I was talking about the information about PAMM, which is available to us - about the deposit load. With the leverage allowed on PAMM (100:1), a deposit over 30-40% - is a significant risk, and you can hardly deny its connection with the risk: all accounts with the curve a la ups & downs are extremely risky, and their excessively high deposit load confirms this. What are we arguing about then?


Only complete idiots argue, which I do not include myself, and even more so you.

I repeat my point of view: account load has nothing to do with risk. The correlation that you see is not the same, and if you think so, it has to be proved, while the deposit schedule does not provide the information to prove it. Let me remind you that the proof of a correlation can be easily solved for normally distributed random variables, and you should always ask about the confidence interval of the correlation detected. For other distributions and even more so for non-stationary quotes, it is more than a complex question.

Bottom line. By the risk, I understand the percentage value of equity and believe that this value can always be a constant in TS. This can be achieved by moving the SL or by an algorithmic way in the TS, closing all or part of the positions when the risk reaches the value when the market turns against the position.

I would be interested in your opinion on the following question. In the literature the usual figure for risk is 2%. I questioned this and used a tester to run my TS, in which I considered risk as a function: risk(profit factor) and risk(recovery factor). I got the result that these functions have a maximum of about 10%! This value is a constant, it does not depend on the quotes section and depends on the TS (different TS have different maximum values).

 

A new Champion with every chance of overtaking Anton Trefelov and Larry Williams himself. Of course during the year less than 11,000% p.a. has been earned, but in the long term everything is ahead.

 
C-4:

A new Champion with every chance of overtaking Anton Trefelov and Larry Williams himself. Of course during the year less than 11,000% p.a. has been earned, but in the long term everything is ahead.

Shit, this kind of trading is impressive. Although the deposit load suggests high risks (probably martin), but holding on for a year now with relatively low drawdowns:


 
goldtrader:

Shit, that kind of trading is impressive. Although the deposit load suggests high risks (probably martin), but has been holding on for a year now with relatively low drawdowns:


Really cool!

Is this according to Taleb?

;)

 

The wonders of diversification. Dozens of trading strategies are traded on the account. All profitable and sustainable over time. The depo load in this case says it all. I'm sure that the most part of the deposit load is the diversification effect, when dozens of differently directed positions on many instruments are opened simultaneously. This is only possible with automatons. BRAVO!

The only thing that might cause concern is the money management system. It seems to be based on the fixed-proportional method (I'm sure it is). This means that an "explosion" is extremely likely - in essence it means a virtually uncontrollable rise or fall of capital according to exponential laws. From a mathematical point of view, losing a few thousand (!) percent of income at today's levels is no worse than losing a few hundred percent at the start of the move, but from a realistic point of view, they are different things.

 
FreeLance:

Is that according to Taleb?

;)

More like martin. :)

In fact, much more impressive is InvisibleTrader, which is in second position. The trading is much less risky imho. I can't even believe it's possible.

 

If you count active growth from May to October six months

6 months 7000% -

12 months .....

 
Mathemat:

faa, I am sorry, but you started some scholastic argument about risks, while I was talking about the information about PAMM, which is available to us - about the deposit load. With the leverage allowed on PAMM (100:1), a deposit over 30-40% - is a significant risk, and you can hardly deny its connection with the risk: all accounts with the curve a la ups & downs are extremely risky, and their excessively high deposit load confirms this. What are we arguing about then?


The risk argument cannot be scholastic. Risk and load are not related things. Losses on 10 lots and SL = 10 pips are equal to losses on 5 lots and SL = 20 pips. And leverage in forex is reasoning for idiots: all contracts are not deliverable, but calculable! One more observation. If the trading strategy allows to add positions, then it is better to buy a lot at once, than to add some of them, because the risk of reversal grows during the trend movement.
 
goldtrader:

More like martin. :)

Actually much more impressive is InvisibleTrader, which is on the second position. Trading is much less risky imho. I can't even believe it's possible.


It's not a martingale. The exponential curve is not characteristic of a martingale, on the contrary, it is an anti-martingale.