Avalanche - page 239

 
E_mc2 писал(а) >>


3) Try to take three lots in a row with no more than three in a row). Three lots in a row means one in 4 is profitable. Now do the math. Out of 4 trades 1 profit, what % would you get? Only 25% profit trades)) That's a lot less than your spreadsheet))))))))))))))


I didn't write anything about a constant lot in this context.
Read carefully (as a classic would say)

 
lasso >>:


Вот выдержка с http://forexvc.blogspot.com/2008/11/normal-0-false-false-false.html

Мы, увы, не выиграли ставку четырьмя контрактами, поэтому серия продолжается.
Имеем:
-3
-4
Какая следующая ставка? Очевидно она равна 7.

Откуда вы взяли +2 ??


Yeah, you're right. I looked it up. There's a raise from the last contract. It's kind of an aggressive system. I've been trading with a more gentle build-up. After each loss I added to the next contracts this way - after 1 loss I added 2 lots, and so I added 2 lots until I got the profit. After the profit, if I got a loss I would add 3, and then I would again add 3 lots until I got the profit. After the profit, if I got negative, I would add 4 lots, again until the profit, etc. There are a lot of these variants.
 
E_mc2 писал(а) >>

4) It's up to your TS to keep losing or profiting) At 33% profit trades Laboucher goes to 0. If your TS is not giving that 33%. Do another TS, which will give that 33%. Or do you think if you included the cunning MM then the dough immediately flowing river) already wrote more than once. Not the TS under the MM. And MM under the CU. This means that the main thing here is the TC. And on the basis of indicators TC selected MM.

Stop. Whoa, whoa, whoa, whoa, whoa. I'm here. >> I showed you with pictures that's not true. It's 37% and minus.
Two pages later you're doing it again.

 
E_mc2 писал(а) >>


Yeah, you're right. I looked it up. There's a raise from the last contract. It's kind of an aggressive system. I've been trading with a more gentle build-up. After each loss I increased to the next contracts this way - after 1 loss I added 2 lots, and so I increased 2 lots until I got the profit. After the profit, if I got a loss I would add 3, and then I would again add 3 lots until I got the profit. After the profit, if I got negative, I would add 4 lots, again until the profit, etc. There are a lot of these variants.


I have to be honest - it's very confusing.
If you are not very busy, please, break down your variation of LaBoucher on the example of my series.
I think everyone would be interested.
 
lasso >>:


Ну, вот. Началось. Я думал Вы действительно готовы отстаивать свою точку зрения.
А Вы начали выворачиваться. Придумывать приспособления под текущую ситуацию. ))

Вы сами озвучили систему, определенные условия (33% и т.д.) и пообещали нам миллионы.
Я все воспроизвел в примере. В итоге минусовой результат.


Хорошо. Используя мою серию и систему Лябушер приведите Вашу версию развития событий.


What's there to defend? If you have more than 33%, you'll have a profit. It won't be a profit, it'll be a zero. Your example is like Cathal's. From outer space. I've already written about any TS. If you analyze the distribution, it may cause losses even if you have a decent profit percent of trades. But it cannot happen in forex, this distribution cannot be stable in real trading, otherwise it would be a regularity. And it does not exist in real trading. We have 33%, it's a zero exit. That's if you just stand there. And if you think with your head, it'll be even better. And you're the one who's suggesting stupid thinking.)

You yourself announced the system, certain conditions (33%, etc.) and promised us millions.
I reproduced everything in the example. The result is minuscule.



Now that is a blatant lie. As a classicist would say. My post on page 228. Quote "give me a TS that gives at least 40% profit trades consistently."

Take 40% and you'll have a nice +. So do not be so sorry brazenly twist my words. At 40% no question comes out in the +. I should say for the sake of truth I emphasized that the profit would be at least on the spread more than the loss. I think with today's spreads of about 1 pip it's not so hard. And then everything will be fine.





 
lexandros писал(а) >>
Laboucher is certainly a fun topic... But it can kill the depo much faster than classic martin. If the clear profit/loss sequence is not followed... And there is at least a small failure. Then with Laboucher - the lot starts to grow by leaps and bounds... And to maintain such a pace - just a giant deposit is needed. Although, the overall profit/loss ratio will be exactly as it should be...

ZZZ: I dabbled in my time with Laboucher... Not promising... The risks are several times higher even than in classic martin.


And may I disagree have not finished 3 pages already itchy hands - your series ends with the victory of reds and I have black
You win 36% while I lose 60% - look closely at risk odds and on the action, not just the finish line
dRisk - Difference at the moment by order, Profit - profit at the moment by bars respectively.

 
Richie >>:

Удивительный вы человек, Евгений. Поражаюсь вашей удароустойчивости. Раньше ветку пропускал, а сейчас и самому интересно, что тут все обсуждают.

Why Eugene? Translated the name Jon into Russian? Interesting logic.
 
lasso >>:

Да бы поберечь Ваши нервы, предлагаю обсудить конкретный вопрос и прокомментировать картинку ниже.
На скрине вполне банальная серия прибыльных/убыточных сделок и результаты применения к этой серии трех стратегий.
Что-то Лябушер не на высоте!
Хотя вроде все условия соблюдены.
Как будем мульёны то рубить? )))

I still can't get it into Excel, so that it could count automatically. I understand, that at each step I need to remember the first and last uncut loss trade, but I haven't worked it out yet. If you have a problem, can you send me a file? I will attach the generator of random deals to it and experiment.

E_mc2 >> Another reason ...poor distribution. The trades are tightly in minus, we should try to break such series even with a small +. I don't go into calculations, but I intuitively understand this distribution, when many losing trades in a row and 1-2 subsequently profitable ones negatively influence the result. In other words, if we change the sequence of profitable deals, putting them between losing trades, breaking the series of losses, then with exactly the same% of profitable deals, the result will be better. Although this is my hypothesis.

Hehehe, of course... That's exactly the reason. You can't change the order significantly, no matter how hard you try. You feel like you've broken something there, and you're happy. Then you resume trading after a pause and the losing streak continues anyway. Whatever you do with Bernoulli's scheme, no matter how you break it, you end up with Bernoulli's scheme...

If I'm not mistaken, there is a famous quiz about a government that regulates fertility: every family has the right to give birth to the first girl. After that they cannot. What's the ratio of baby girls to baby girls?

The answer is the same, 0.5 : 0.5. This is the attempt to forcibly change Bernoulli's scheme by "clipping the series" - unsuccessful, of course.

E_mc2 >> Yes you are right . I looked it up. There's a raise coming from the last contract. It's some kind of aggressive system. I've been trading with a softer build-up. After each loss I added to the next contracts this way - after 1 loss I had 2 lots and I added 2 lots until I got the profit. After the profit, if I got a loss I would add 3, and then I would again add 3 lots until I got the profit. After the profit, if I got negative, I would add 4 lots, again until the profit, etc. There are a lot of these variants.
If you don't mind, please show me an example of 30-40 trades with "wrong sequences".

P.S. The Laboucher system, like classical martinis, is poorly adapted to "wrong sequences", which are very common. An ideal MM must take them into account. I have not yet encountered any statistically valid MM methods.
 
khorosh >>:

Раз ты с трудом воспринимаешь, что тебе пишут повторяю, что уже писал:

" Что касается маржи, так на данном этапе, когда проверяются только основные принципы работоспособности лавины её учёт не принципиален. Можно взять при тестировании заведомо большой депозит и об экономии маржи не думать. Есть много более важных факторов влияющих на результат, над которыми надо работать в первую очередь.

Советник выложенный rumata1984 и Галиной, является сырым, промежуточным вариантом, служащим для проверки принципа стратегии и нельзя к нему предъявлять требования,

как к законченному продукту. Если успешность стратегии при тестировании подтвердится, в окончательном варианте, я уверен, будет реализована схема с максимальной экономией маржи и ещё многое другое о чём ты даже не догадываешься. "

I say you are millionaires)))) Instead of just switching to netting you will add deposits, trade with a smaller lot because there is less free money because of the margin, you will pay extra spreads and swaps)) You traders of unprecedented generosity))

 
goldtrader >>:
Джон Катала, а вообще в жизни есть у Вас что-то невозможное?
Practically not. If you're wondering how to keep multiple open multi-directional orders on an MT5, I can answer that. But think about it first. The answer is very simple.