Avalanche - page 248

 
lasso писал(а) >>
Please explain the correlation between the values in the screenshots you have provided:



-6 sum of orders at 0, respectively 50/50
-21 Profitability in rubles on the Laboosh system
91 to 280 orders per series (Laboosh Martin)

The sum of wins and losses of this series is -6, i.e., only 21.43% of 28 trades were won
We had to place 91 lots on this deal using the Labouche system and we lost 21 ue.
We had to place 280 lots on this chain using Martin-Martin system and lost 116 CU

In the 4th column to the right, we looked at the difference between the order values
In the 2nd and 3rd columns we have recorded the changes in the deposit for each order
 
lasso писал(а) >>
Question, plz, for everyone.
About 5-10 pages ago the Person wrote and gave a link (on this forum) to some kind of Laboucher system tester.
I can't find it. Comrade, come back...

Yes, I have to sleep...

Let's do without the test. Generator inputs aren't what we need.
Suggest anything, even a stochastic on n1 on any currency pair.
each signal is a signal trade with a profit target of 20 + spread and stopper 20

Write down the algorithm +1 -1 etc.
then in Excel


there is no laboucher there is a tester from metadriver martin - antimartin is a version in the thread
https://c.mql5.com/mql4/forum/2010/04/Martin-Tester_v_2.3.rar
 
Mathemat писал(а) >>
The italics in italics are incomprehensible. In MQL4 the range of the standard generator is from 0 to 32767. For most practical purposes this generator is enough.
What is [1;36] - I do not understand. Please, explain it to me.


Same range only from 1 to 36. Easy to divide 50/50 in even/odd or more/less. Reminds me of a roulette wheel.
It's just that the "original" random C+ function gives values like double from 0 to 1, you and I will use wrappers. You with mql, and me with VBA.
If we immediately agree on convenient ranges, then it will be more convenient to check each other's results.
 
Probably have to agree on a unification. We simply write the deal results file (1 - success, -1 - failure) as a txt, one value per line. Just as many values as we need. I'm going to do 10,000.
I don't care what ranges you are going to use, it's the peculiarities of implementation. The main thing is to get a normal Bernoulli's scheme. For now let's start with probability p=0.5. With series length 10000 deviations from 50% will be small, hardly much more than 300.
2 baltik:
Let's do without the test, the inputs on the generator is not that<br / translate="no"> suggest anything, even a stochastic on n1 on any pair
What are you afraid of? Independence of trades is still respected, and that is the main thing. A small asymmetry due to the impact of the spread can also be modelled. Everything is clear here: it is quite different from modelling the dynamics of a pair's exchange rate. It is much more complex.
 
Mathemat писал(а) >>
We should probably agree on a unification. We just write the transaction results file (1 - success, -1 - failure) as a txt, one value per line. Just as many values as needed. I'm going to do 10,000.
I don't care what ranges you are going to use, it's the peculiarities of implementation. The main thing is to get a normal Bernoulli's scheme. For now let's start with probability p=0.5. At series length 10000 deviations from 50% will be small, hardly much more than 300.


Good enough. (1 - success, -1 - failure).
Tomorrow is a busy day. I will start the day after tomorrow.

 
Mathemat: What are you afraid of? The independence of the trades is still respected, which is the main thing. A small asymmetry due to the impact of the spread can also be modelled. Everything is clear here: it is quite different from modelling the dynamics of a pair's exchange rate. It is much more complex.

Not the dependence, but the order of construction of loss-making and profitable ones.
The same as 2*2 martin requires 1 deal to be lossless - with a cosmic volume, while labushu needs several deals but a modest circulation.

 
baltik, a year and a half or two ago I wrote an article on the subject of bernoullium (about sandwiches). There were quite extensive tests there. The preliminary conclusion is: most systems are indeed Bernoullian. The exceptions are pips and systems with many open positions simultaneously (not all of them).
I have just checked the order of losing and profitable ones according to Bernoulli's scheme. All was normal.
 

Well... it's up to you.
I'm still sure that a chain not built according to the market is not relevant to the market.
Even if yesterday "everything was fine" :)

 
baltik писал(а) >>

-6 sum of orders at 0, respectively 50/50
-21 Profitability in Rubles on Labouche system
91 to 280 number of orders per series (Laboosh Martin)

The sum of wins and losses of this series is -6, i.e. only 21.43% of 28 trades won
We had to place 91 lots on this deal using the Labouche system and we lost 21 ue.
This daisy chain needed to put 280 lots with martin system and we lost 116 ue

In the 4th column to the right, we looked at the difference between the order values
In the 2nd and 3rd column we have calculated the difference in the deposit per each order

Thank you. I got it. The total results are just not highlighted. It was confusing.
Basically:
1) Your series has a much lower probability of appearing than mine (in my second option). Are you in doubt?, you can calculate the probabilities.
2) You have 28 trials vs 30 trials.
3) Your series is quite normal, quite possible, though not favourable to Martin. So?
Add one plus trade at the end and Martin's strategy ends up being immediately positive, and Laboucher doesn't change much (stays in deficit)
4) You have ~ 40% profitable trades, and still Leaboucher is in deficit
 
baltik писал(а) >>

Well... it's up to you.
I'm still sure that a chain not built according to the market is not relevant to the market.
Even if yesterday "everything was fine" :)


Sure/unsure, feel, feel - it's not for here.
It's time to end it.
If you have something to say - say it with proof, if not - read it and ponder it. Or am I wrong?
Look, there are already 2500 posts in the thread, and everyone is sure of his own.
And how many of them have you learned something from? Few.

I killed about 8 hours today on evidence that no one wants (although I don't believe it )))
Horror!!!