Avalanche - page 253
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Я, честно говоря, уже слегка замучился искать ошибки в своей реализации. Но я их найду. А тут и lasso подоспеет.
E_mc2, давай не будем уподобляться топикстартеру и спорить о том, как это будет в теории. Напишем свои коды, выложим и проверим на практике. Один-единственный прогон длинной серии сделок всё и покажет, и расскажет.
Ты пока еще не понял, видимо, что здесь важен не просто процент прибыльных сделок, а распределение серий.
What do you mean by series distribution? I don't understand what it is. After all, in Laboucher, each series is on its own. All the previous series were closed at least in 0. And in each new series of 1 transaction is required 40% of trades that would come out in profit.I have never noticed the impact of series, especially when I was trading real money. Each series was on its own. All the other series were completely unrelated. I categorically do not understand what Series Distribution means. If there is only one series that matters, from the first deal and that would be 40% profit trades.
Or maybe you're talking about how to distribute the 40% of profitable trades in one series? Not if TS makes 20 stops in a row. Then 1 profit and again 20 stops and 1 profit and 50 stops. And then it's just profits. And we will reach 40% in the series. But it's too late, we're already out of the money. So we have to divide the deposit. And even better to refuse such a TS. The most important thing is that if we reach 40%, we will come out in profit.
Или может Вы говорите о том как распределяеца эти 40 % прибыльных сделок в одной серии?
Yes, about that. For example, with success probability 0.5 (about equal stop and take) in Bernoulli scheme (full sequence of trades) of several hundred lengths, it is quite probable that there will be a series of losing trades of 9 lengths. That's one that will probably take a long time to close with a Laboucher...
2 Orest: Could you comment on your code? What does it do?
Да, об этом. Например, при вероятности успеха 0.5 (примерно равных стопе и тейке) в серии сделок длиной несколько сотен вполне вероятна серия убыточных длиной в 9 сделок. Вот ее-то, вероятно, долго придется закрывать Лябушером...
2 Orest: Вы могли бы прокомментировать свой код? Что он делает?
There's a quasi-random series generator, just try over, in fact: winner - loser.
You can set the size of the series, it's 4 by default, for example LLWL. The purpose was to determine how the lot increases for different scenarios.
You can take a piece of code from there where lot size is defined and insert it into any system as MM.
if (trial == "1") // winner
else {} // loser
Да, об этом. Например, при вероятности успеха 0.5 (примерно равных стопе и тейке) в серии сделок длиной несколько сотен вполне вероятна серия убыточных длиной в 9 сделок. Вот ее-то, вероятно, долго придется закрывать Лябушером...
2 Orest: Вы могли бы прокомментировать свой код? Что он делает?
OK. It's possible. If we stretch one series over 500 trades. And we will reach 40% profit by the last 500 trades. Profit will be of course. But we will need to divide our deposit into a large number of parts to be able to handle such a series.Theoretically we can simulate the situation in 1000 deals where these 40% profit may be distributed in such a way that a set of these 40% profit deals, will be reached by the last 1000 deals. It is possible to do it even for 100000 deals.
The profit will always be at 40%. Even if there are 100,000 deals in a series. If 40% of these 10000 deals are profitable, then we will have a profit. But you know how many parts we will have to divide the deposit... it's scary to say. That's for sure only to Deutsche Bank)).
You will have to look at the TS indicators. As always, not the TS under the MM. And MM under the TS.
At your request I am posting the result of testing in 2008, which some experts consider difficult for Expert Advisors that use martin.
Олег, чтобы выяснить, каким может быть максимальный лот в неблагоприятных обстоятельствах, совсем не обязательно "закрывать" серию.
This is assuming that at the beginning of the series there will be a very bad distribution, and we will reach the peak lot. Then until the end of the series there will be profitable trades that will slowly decrease the previous peak lot. And so until we will reach 40%. But the loading peak will be reached somewhere in the middle of the series, so it doesn't have to be closed? Did I get it right?Причём заметьте с полной уплатой двух спредов и удержания двух полных залогов.
I wrote about that - read it carefully.
Дибила выключи.
Bottom line - you are lying. This calls into question the rest of your posts.