Avalanche - page 117

 
khorosh писал(а) >>

DC A...i, the collateral is the same whether it is for 2 differently directed positions of the same lot or for one.


I assume the collateral is at the maximum of the counter positions.
If so, closing the counter will free up some of the margin.
 
PapaYozh писал(а) >>


Of course, you don't have to. But there is a reason to keep the overlapped ones to breakeven only if the position management algorithm is much simpler in this variant.

Overlapped positions must be closed using OrderCloseBy() in order not to lose an additional spread.


It is exactly so.
 
PapaYozh писал(а) >>


I'm assuming collateral on the maximum of the counter.
If so, closing the counter will free up some of the margin.


>> I agree.
 
goldtrader >>: Утешать себя тем что тысячи сделок имеют статдостоверность в данном случае неверно.

That's probably a pebble in my thicket.

I did not argue that the number of trades in the order of thousands necessarily guarantees anything. This parameter must be considered in conjunction with others, such as profitability (PF) and transaction m.o.s.

Roughly speaking: even a decent (not pipsqueak) m.o.t. of a trade, but at PF=1.2 we cannot guarantee that the system will not suffer prolonged periods of drawdown (i.e. periods with a local PF<1). The probability is not too high, but it is significant.

If PF=2 under the same other conditions, the system can be looked at more closely.

I'm not talking about evaluation of any pips at all, as there are too many non-market factors (DC policies).

The evaluation of the system as a whole is too subtle a question that cannot be reduced to one or two figures.

 
khorosh >>:
Вот с 01.01.08 до 01.08.08. Дальше не имеет смысла - превышен максимальный лот для микросчёта 3 лота. Появилась ошибка 131 неправильный объём.
An initial deposit of about $3000? In seven months it has increased to about $8000 or 267%? That's not much. I increased my deposit by 37% in just two trades last week. But that's not your fault. It's a good result too - no bank will give you 300% per annum.
 
JonKatana писал(а) >>
Initial deposit around $3000? In seven months it has increased to about $8000 or 267%? That's not much. I increased my deposit by 37% last week with just two trades. But that's not your fault. It's a good result too - no bank will give you 300% per annum.


Why haven't you doubled it in 24 hours?

 
khorosh >>:

Для усреднения возможно, но лавина работает всегда. Пожалуйста 2007 год. Без изменения параметров. Волантильность ниже, прибыль меньше, но рост депозита как на любом другом временном интервале.

It's getting better. In one year, the capital has increased to 400% - from $500 to $2000. 400% per annum - only at Avalanche Bank!

 
JonKatana писал(а) >>
Initial deposit around $3000? In seven months it has increased to about $8000 or 267%? That's not much. I increased my deposit by 37% last week with just two trades. But that's not your fault. It's a good result too - no bank will give you 300% per annum.


On what instrument, what lot and what distance were you using, if that's not a secret.
 
lexandros >>:
Во-во... трейлинг то присутствует... А это ОЧЕНЬ большая разница... Трейлинг зачастую вытягивает даже изначально убыточные ТС...
Если присутствует трейлинг, то это уже ДАЛЕКО не лавина... И скорее всего, кроме трейлинга, есть что то еще...

Wrong - Trailing Stop is just the simplest and most effective way to exit the Avalanche. After we reach breakeven, we give a "Close Overlapped Orders" command and place a trailing stop on the remaining profitable order. This was described several pages ago in the strategy summary - read it carefully.

 
JonKatana писал(а) >>

In one year 2074%! The deposit went from 10,000 to 207400. >> That's great!


He has a benchmark test, you can't believe the result. And he himself reported that the algorithm does not avalanche.