Avalanche - page 278

 
Galina >>:
Thank you.
 

Is such a popular thread dying? I only made it to page 107. At first I kept trying to figure out how an avalanche works. Then it hit me. lexandros, svinozavr and kharko said it right. The author of the system has messed up everybody's head with pending orders. But what do they do? If you think about it, we can use normal market orders with stop losses and take profit instead of pending ones. Then the system will be much simpler and nothing in it should change.

So, we find a channel and wait for the price to reach one of its bounds. When it does, we make a trade in the direction of price, i.e. a breakout of this boundary and continuation of the trend. For example, if price reaches the upper boundary, then we open a buy. If the price continues in our direction, after some time we take a profit and start all over again. If price rebounds from the boundary and reaches another one, then we close loss-making trade (loss is equal to the channel width plus spread multiplied by number of lots) and open a new trade, again in direction of boundary breakout, which is opposite to the original direction. That is, in our example, if price rebounds from the upper channel and reaches the lower one, then we close our buy and open sell. Generally speaking, this is a normal breakout system, but with a twist. When we close our first losing order and open a second one opposite to it, we have to increase the trade size by 2 times and so on with every losing trade, until this geometrical progression of losing orders ("avalanche" as the author calls it) will have eaten away our securities. The whole system is based on the fact that the price cannot move inside the channel forever and sooner or later will leave it, and then we will begin to earn profits (if there is money left of course). The 2x new trade volume at each losing trade is probably based on the assumption that with each unsuccessful attempt to leave the channel the probability of such "leaving" increases by 2x. But you have to ask the author.

Am I right in my opinion?

 
gpwr писал(а) >>

Am I right?


No, of course the author has nothing to do with it but the author's customers argued that we should not move Avalanche to net

The chance of losing a deposit overnight is decreasing, and they won't make any money on swaps.

It's funny almost all the TCs are in the kitchen and they did not forget about the market swap

 
gpwr >>: Умножение обьёма новой сделки в 2 раза при закрытии каждой убыточной сделки наверно основано на предположении что с каждой неудачной попыткой цены покинуть канал вероятность такого "покидания" возрастает в 2 раза. Хотя нужно спросить у автора.

Правильно по-моему изложил?

That's right, that's how it is in practice.
 
gpwr писал(а) >>

Is such a popular thread dying? I only got to page 107.

I envy you !!! You have so many exciting moments ahead of you.

107th page.... It's been a long time.... This is the apogee of this thread.

And it began to wither recently, on page 257, after John Katana - the chief denouncer of incompetence - himself was found to have committed some "sins". And he has left us....

No confrontation, no thread. Everyone continues to post by inertia. Galina, again, by inertia, writes on behalf of quoted authors.... In short, the usual everyday life of Forex has begun. (((

...............

So enjoy! As long as there is an opportunity.

Happy evenings to you!!!

 
lasso >>:

Завидую Вам !!! У Вас впереди столько захватывающих моментов.

107-я страница.... Как давно это было.... Это апогей этой ветки.

А чахнуть она начала недавно, на странице 257, после того, как главного обличителя в не компетентности Джона Катаны - самого уличили в некоторых "грешках". И он покинул нас....

А нет противостояния - нет и ветки. Все продолжают постить по инерции. Галина по инерции, опять же, пишет от имени цитируемых авторов.... Короче, наступили обычные будни форекса. (((

...............

Так что наслаждайтесь! Пока есть возможность.

Счастливых Вам вечеров!!!

You know, there are people who see a flying saucer once in their life and then talk about it all their lives.

And when you talk to an alien every day, it's annoying. What kind of happiness and enjoyment is that? And the alien was a very uncommonly, um... inhumanoid.

 
gpwr >>: Умножение обьёма новой сделки в 2 раза при закрытии каждой убыточной сделки наверно основано на предположении что с каждой неудачной попыткой цены покинуть канал вероятность такого "покидания" возрастает в 2 раза.
No, no, multiplying by 2 is simply due to the fact that 1+2+4+...+2^n = 2^(n+1) - 1. With a series of losses, the last trade overlaps all the losses in one go.
 
Mathemat писал(а) >>
No, no, multiplying by 2 simply has to do with the fact that 1+2+4+...+2^n = 2^(n+1) - 1. With a series of losses, the last trade overtakes all the losses in one fell swoop.


Yes, that's what I was afraid of, the logic of multiplying lots by 2 is to compensate for all previous losses by one price movement equal to the width of the channel. Of course it's stupid to increase your bets when you get poorer and poorer by losing, but it's beautiful. Such reckless behavior can only be justified if the probability of winning increases with every losing trade. Such systems are often used by Blackjack players when they count in their mind the shaped cards remaining in the deck, counting the increasing probability of those cards appearing with each flip of a small card. And the stakes are calculated very subtly according to the probability of the shaped cards appearing, rather than at random by a factor of 2. Avalanche system has the right to live if the probability of profit and deal size are calculated correctly. Or you may run it only before news releases like the option traders do in their spreads.

https://en.wikipedia.org/wiki/Straddle

 
lasso >>:

Завидую Вам !!! У Вас впереди столько захватывающих моментов.

107-я страница.... Как давно это было.... Это апогей этой ветки.

А чахнуть она начала недавно, на странице 257, после того, как главного обличителя в не компетентности Джона Катаны - самого уличили в некоторых "грешках". И он покинул нас....

А нет противостояния - нет и ветки. Все продолжают постить по инерции. Галина по инерции, опять же, пишет от имени цитируемых авторов.... Короче, наступили обычные будни форекса. (((

...............

Так что наслаждайтесь! Пока есть возможность.

Счастливых Вам вечеров!!!


Why talk badly about people from behind their backs? I'm listening to you carefully... let's hear all your complaints about my sins. To whom? Not to you, I hope?

The thread has become uninteresting. Arguing with fanatics who do not know how to add up a trivial 2 +2 you know, tiresome, and boring. (It's not a worthwhile thing to argue with sick people who are going to open two snaps on the netting shob by lokam trade)). I'm not a doctor, unfortunately or luckily... and is it treatable?) And what is there to look at? At the pictures from the tester? I'm not in a hurry to show practical results of trading, as the author of the article. And theory without practice is dead as you know. In my opinion, the topic has exhausted itself ... banal reversal martin with stupid openings at random, do you really think it will work? This topic has been covered in depth and breadth, ever since they started playing for bones of dead mammoths, there's nothing to discuss. Except the author's clinic.

 
gpwr >>:


Да, я так и боялся что логика умножения лотов на 2 это компенсация всех предыдущих убытков одним движением цены равном ширине канала. Конечно это глупо увеличивать ставки когда проигрывая становишься беднее и беднее, но зато красиво. Такое безрассудное поведение может быть только оправдано если с каждой убыточной сделкой увеличивается вероятность выигрыша. Такими системам часто пользуются карточные игроки в 21 (блэкджэка), когда они считают в уме фигурные карты оставшиеся в колоде, расчитывая на увеличивающуюся вероятность появление этих карт с каждым выходом мелких карт. Причём ставки очень тонко расчитываются в зависимости от вероятности появления фигурных карт, а не наобум в 2 раза. Система лавина имеет право на жизнь если правильно расчитывать вероятность профита и величину сделки. Либо запускать её только перед выпуском новостей как это делают опшен трейедры в своих стрэдлах

https://en.wikipedia.org/wiki/Straddle


How do you calculate the probability of profit in Avalanche? There's no way to calculate the probability, neither right nor wrong. Probability is all in Avalanche) In Avalanche, you have to do something... some kind of analysis... I don't know how you like it, fundamental or technical... But you have to add something to the system, to increase the probability of profit. This will not be Avalanche, but a completely different TS. If I'm not mistaken the ability to open at any point from a streetlight, the author presented it as a great advantage of Lavina... like fool's calculation... You see, the streetlight is opening in any direction, at any time and voila always profit... No trouble with fundamentals or technical analysis, but the dough will flow into your pocket...

Any Pupkin can come to the stock market and make millions. I haven't heard such Pupkins in hundreds of years... Eliot Demarkey, Williams, Elder... they wrote some clever books... some even traded... And here you have the lovers of free money. You don't have to think... open in any direction, from any point and use pyramid schemes, the main thing is not to withdraw money from the account on a regular basis. I'm not a freeloader's dream, am I? Something tells me free cheese is in a mousetrap.