Avalanche - page 255

 
Orest >>:

lexandros,

Я думаю так не корректно говорить, безотносительно к ТС. Думаю, если если ТС чаще права, чем не права этот метод лучше классики. Сколько безоткатных колен выдержит классический мартин с $2000 депозита и 0.01 лота? 12-15? Этот по-идее должен продержаться дольше. Эх, придется-таки писать полноценный советник. Еще раз повторю, сама ТС архи-важна в этом методе (в классике - нет).


Whatever the TS, it is impossible to calculate a clear elk/profit sequence... The most wonderful TS with profitability 0.7 - i.e. practically a grail - does not refute for example such series: ++++-+++++++-+--------+-+-+--------
The overall ratio is fine, but the consistency will be killer for Laboucher
 
Mathemat >>:
Олег, я ж написал в самом начале поста: вероятность профитной сделки равна 0.5, т.е. ТС с 50% профитных сделок. Это были просто два кусочка из общей серии в 10000 сделок. Кусочки вполне показательные.


In other words, these are pieces with 33% of profitable trades out of 60, and lots are getting wound up because of this distribution? And the total series had 50% profitable trades. That's what you'd call the toughest spots?


If you think about it that way... it's not that bad. At 33% there's no loss. Yes, the lots are getting screwed up. This can and should be fought. But on 1 stable lot in such a series it is an unconditional loss.
And here we get at least 0. If so calculate the order of 1000 lots of drawdown. What kind of deposit one needs to have in order to stand such a normal situation? If you take the 10,000 and divide it by 2,000 lots. That's 10000*100\2000=500. That's a lot of 0.005. Price of a pip = 5 cents. Yeah, with 10,000, opening with a lot of 5 cents a pip... that's not much of a deal.
We should dig in the direction of increasing the take above the stop. In general, we should look at the TS. Everything will depend on it.
We should not close by take profit, but with a small profit. This will have a very positive effect on the profit / loss ratio of trades. If we got into this kind of trouble... fix a small profit. Therefore the ratio will shift. It will be 39 stops instead of 40, but we took a small profit. This will give us an opportunity to decrease the next lot. It's not the final verdict.
But it is so... But the most important thing is that really, even at 33% profitable does not go down! Is it bad in itself? What would be on 1 stable lot? It would have been a slight loss...
 
If we could clearly predict the series - no need for forex... Let's all go to roulette... Everything there is much simpler both mathematically and logically:) And everyone would have been billionaires long ago.
 
lexandros >>:
Если бы можно было четко прогнозировать серии - нафик нам форекс... погнали все на рулетку... Там все гораздо проще и математически и логически:) И все бы были уже давно миллиардерами


Well...we all know that roulette is pretty easy to win at. If it wasn't for mirrors and maximum bet limits)))) If it wasn't for those two things casinos would have gone bust a long time ago.
 
The conclusion to all this is that forex is far more chaotic and unpredictable than even roulette. Roulette is much easier to calculate. Forex cannot be calculated at all.
Therefore - all methods to "cheat" the market with cunning MM - martins, lubushers, etc. - are useless.
You have to strive to - using experience, intuition, analysis, to learn to predict the further movement - this is the way of trader and the way to success...
Even 60/40 (profit/loss) is a good piece of oil on a thick piece of lard...
Striving to create a mathematical model in which the absolute chaos (like the market is) will always hit the top ten - is the task of a genius like Einstein or something like that. I.e. we need so non-standard approach - like the discovery of the Theory of Relativity.
With standard methods, which were invented at the dawn of mankind, when mammoth tusks or turtle eggs were gambled, it cannot be achieved. Otherwise it would have been achieved 15 trillion times before we were born.
That doesn't mean we should stop looking for the grail - we should always look for it... But we mustn't forget the real work... and the real profits that provide our daily bread.
And with martin/lavin/laboosers we certainly won't do it

IMHO
 
lexandros >>:
E_mc2 - да успокойтесь Вы:) Это существо с Сириуса. Это уже всем давно понятно и уже никто в серьез его реплики не воспринимает... Существо выучило несколько фраз... "докажите иначе это ложь", "читаейте внимательнее" и еще парочку... и втыкает их дело и не в дело... читаю эту ветку чисто как хохму. Тут давно уже другие темы перетираются. Просто темы, которые не достойны отдельной ветки... от лавины как таковой, помойму ушли уже давно... а уж по поводу автора - тоже уже сложилось четкое мнение... человек не наш. глаза у него треугольные, три уха, восемь пальцев на ложноножках, и кожа фиолетовая в крапинку... типичный Сириусианец.


I'm starting to think it's a bot) He's surprisingly monotonous. It's either standard phrases. Or some quotes.
And the fact that the man is not ours... I mean, not a trader... that's for sure. I don't know any smart trader who would think to open two lots on MT5 and trade on MT4))).
If the brokerage companies held a contest for "Trader's favourites" (you know, Katala would win all the prizes)) He is the real favourite of all the brokerage companies. He is a VIP Client) He is the most comfortable client for all Deals Clubs. He is ready to pay huge spreads, swaps, and margins.
 
Orest >>:

lexandros,

Я думаю так не корректно говорить, безотносительно к ТС. Думаю, если если ТС чаще права, чем не права этот метод лучше классики. Сколько безоткатных колен выдержит классический мартин с $2000 депозита и 0.01 лота? 12-15? Этот по-идее должен продержаться дольше. Эх, придется-таки писать полноценный советник. Еще раз повторю, сама ТС архи-важна в этом методе (в классике - нет).


Agreed. In LaBoucher, a lot will depend on the TS. But still, if you compare a stable lot, and Lyebusher. So to make money on a stable lot, need a TS with much better performance than for Lyebusher. Hence the conclusion. Make a working TS for Laboucher will be much easier than for a stable lot. Anyway, this is how it works for me.
 
Orest >>:

lexandros,

Я думаю так не корректно говорить, безотносительно к ТС. Думаю, если если ТС чаще права, чем не права этот метод лучше классики. Сколько безоткатных колен выдержит классический мартин с $2000 депозита и 0.01 лота? 12-15? Этот по-идее должен продержаться дольше. Эх, придется-таки писать полноценный советник. Еще раз повторю, сама ТС архи-важна в этом методе (в классике - нет).

Orest, a classic $2000 and 0.01 lot will hold... well... seven knees at most. But not 12-15.

I agree with you that the MM needs to be tailored to the TS. But for that you need to formulate clear requirements for MM. Somewhere I saw a problem with dynamic lot size control on something similar to Bernoulli's scheme, but where - I can't remember.

 
lexandros >>:
Вывод ко всему этому: форекс гораздо более хаотичен и непредсказуем, чем даже рулетка. Рулетку просчитать намного проще. Форекс вообще просчитать невозможно.
Поэтому - все способы "обмануть" рынок с помощью хитроумных ММ - мартинов, лябушеров или а-ля тому подобное - бестолковое занятие.
Надо стремится к тому - чтобы с помощью опыта, интуиции, анализа, научится предсказывать дальнейшее движение - это есть путь трейдера и путь к успеху...
Даже 60/40 (профит/лось) это хороший кусок масла на толстый шмат сала...
Стремиться создать математическую модель при которой на абсолютном хаосе(каким и является рынок) всегда попадать в десятку - это задача для гения типо Эйнштейна или тому подобного. Т.е. тут нужен настолько нестандартный подход - с родни открытию теории относительности.
Стандартными методами, которые изобретены на заре зарождения человечества, когда играли на бивни мамонтов или на черепашьи яйца этого не достичь. Иначе этого уже бы достигли 15 триллиардов раз, до нашего рождения.
Это не значит, что надо перестать искать грааль - искать надо всегда... Но при этом не надо забывать о реальной работе... и реальных профитах, благодаря которым мы обеспечиваем себя хлебом насущным.
А мартинами/лавинами/лябушерами - мы этого точно не сделаем

ИМХО


So, try to do it all. It's harder than developing a TC for the same LYabusher. I've written before. In fact, Martin is the easiest way to raise the profit/loss ratio. In itself, it's not going to change... but because of the variable lot we can achieve a profit, where we would have lost a long time ago if we had a stable lot. Why are you so hostile to Martin? I'm not saying that it should be applied from the light, opening like in landslide. It applies to CU. So you have a TS, run it in the tester. You see, with equal take stops and stable lot 45% of profitable trades are closed. Well, of course, at a fixed lot you can see that the balance curve has hit the floor almost at 0. Only margin call stopped it. So what do you throw in the trash? You say it's no good? And after applying a simple element of Martingale this TS can make quite profitable! Is that a bad thing? Martin will allow us to compensate those 6% that were missing in this TS for making profit with a stable lot. In my opinion, there's nothing shameful about applying Martin and getting a profitable TS with a losing one. In my opinion, there is no such thing as shame in applying a martin and getting a profitable one. I don't think he needs a martin a priori. But let me speak for myself as long as I've been in Forex. I have practically never had a consistently working TS on a fixed lot. I've been working for a month or two... and I'm losing money little by little. I was a little bit short on profit... Smart use of Martin compensated for this little bit)))) And now, more precisely, since 2006 everything is OK. If you do not know what to do with these terms, you may ask your masters to help you find the right broker. For sure you will not make a lot of profit. Otherwise the risk is crazy = failure. But on average 7-8% per month may well be taken. But what would happen if I had been working on my TS on a stable lot since 2002? I would be losing money up to now. Or would have quit trading a long time ago and worked for my uncle. So ... as always to each his own. Who understands what, draws it that way.
 

I will add to martins / labushers - I read somewhere before - type of martin only lots are added when you lose and reduced when you win - for example 1-,2-,3-,4+,3+,2+. that is, winning a little more than losing, at a distribution of 50/50 should come out in the + (also from the beginning of the series :))). i wonder how big lots will be with a large number of transactions