Signs of a REAL system - page 15
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Loki will soon be forgotten about. Unless it's in an anecdote.
How do you even know what you were talking about?
Actually, I was referring to virtual trading... No martin!!!!
Who needs this shitty martingale, sure, no martingale!!!! I'm telling you, just need more time.
FOXXXi писал(а) >>
Yes, yes, mathematically. Random walk is fractal, it cannot be otherwise. The time series (aka random walk) is fractal. Accordingly, there are no patterns of higher/lower TF => history does not repeat - the basic principle of TA is not fulfilled.
I don't quite agree. In my opinion - the series chaotically changes its behaviour from deterministic movement to random wandering. On that basis, I also don't quite agree that there are no patterns on the older/lower TF - they are there, but have peculiarities. Also, I only partly agree about TA. Probably TA can be profitable in certain situations (nevertheless I did not go deep into TA study (or rather I did not devote more than a week to it, probably for nothing), because there is an opinion that if the working system becomes widespread - its efficiency decreases).
I think my thoughts on price behaviour don't relate well to the topic of the thread. In the original post I expressed my disagreement about the independence of system performance from the TF used and tried to justify it.
As for the subject:
Re:
If i've tried to return to the theme, i can't agree with these points: if the system was developed with specificity in mind (not a fit - like trading our japanese night) and successfully worked with it, then it should work with correlated australian and nZ currencies as well.
But i think i will disagree with these points: if the system is designed with specificity in mind (not a fit, but specificity: e.g. trading our japanese overnight) and works successfully, then it should work well on correlated australian and nZ currencies as well.
I agree, the system should work with correlated symbols. Why launch it on two instruments when you can open a larger position on one?
As for trading in uncorrelated instruments, I think it is a necessity in case of unforeseen events (in order to use your own funds after the triggering of SL/TP, which we will discuss later).
Why do we need trailing? You can accurately calculate position volumes and maximal drawdowns. Then you may use quite a distant SL/TP (protection) and close mainly by the market.
The topic, it seems to me, has a wonderful development.
"On the correctness of INDICATORS".
The right indicator never contradicts itself on any TF!
Are there any such indictors?
Why trailing?
So that you don't bite your elbows when the price doesn't reach a profit of 250p. >> 2-3 pips, and then it turns and loses 80 pips. That would be a shame, wouldn't it?
That's what trall.... is for
The right indicator never contradicts itself on any TF!
The correct indicator never contradicts itself at any timeframe. of course it doesn't contradict itself. it's just that one and the same indicator by code is still a different indicator at each timeframe. But it means absolutely nothing in terms of evaluating the correctness of the МА algorithm.
So that you don't bite your elbows when the price doesn't reach the 250p profit. 2-3 pips, and then turns around and grabs a stop at 80 pips, that would be a shame, wouldn't it?
That's exactly the concepts of "hurt", "didn't make it", "didn't work" I would attribute to faulty systems. A normal system would have to reverse the position on a reversal. And biting profits with a trawl is not the best solution (especially if you consider that there is noise in the quotes); then you need to look for flaws in the SL/TP calculation methods.
A trivial example: MA for minutes and MA for days. 100% will contradict each other (i.e. one shows a rise and the other a fall), but this does not mean anything in terms of assessing the correctness of the algorithm of the MA itself. For example, for example: MA for minutes and MA for days. 100% they contradict each other (i.e. one indicates growth and the other one - decline).
What is the contradiction in it, if that's not a secret? MAs on different periods are MAs plotted on the thinned series of the smallest period. Another question is how to interpret the behaviour of such MAs if in fact they miss some values?