Avalanche - page 377
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Yes, yes, that's exactly what I was saying, Swetten: khorosh's variants are no longerLovina.
2 FreeLance: what is there to prove. A system with random entries and equal SL and TP (not too small) is a Bernoulli scheme with p=0.5 (p - probability of success, i.e. profitability of a trade). In fact, because of the spread p<0.5.
Consequently, all the laws of Bernoulli's scheme can be applied to this sequence. The probability of the sequence UUUUUU (twelve losing trades in a row) is low, but it's not equal zero either (something in the neighborhood of 2^(-12)). Taking into account the lot size, equal to 2^11 in the last trade, we obtain that the risk calculated as lot*SL*loss probability (it is the m.o. of loss in a large series of trials) does not depend on the number of losing trades in the series of losses. It is simply constant - despite the belief ofLovina apologists that the risk decreases as the number of losing trades in a series of losses increases.
I don't want to convince the topicstarter of that, please.
I finished this part of the post later, but now I decided to move it a little lower, as the thread is growing very fast :)
2 FreeLance: What is there to prove? The system with random entries and equal SL and TP (not too small) is Bernoulli scheme with p=0.5 (p - probability of success, i.e. profitability of trade). In fact, because of the spread p<0.5.
Hence, all Bernoulli's laws can be applied to this sequence. The probability of the sequence UUUUUUU (twelve losing trades in a row) is not high, but it is not equal to zero either (something around 2^(-12)). Taking into account the lot size, equal to 2^11 in the last trade, we obtain that the risk calculated as lot*SL*loss probability (it is the m.o. of loss in a large series of trials) does not depend on the number of losing trades in the series of losses. It is simply constant - despite the belief ofLovina apologists that risk decreases as the number of losing trades in a series of losses increases.
I don't want to convince the topicstarter of that, please.Piglet! You, in your grandeur of a "vanishing civilisation" (c) C.Lem's "The Sum of Technology"
No comment.))
don't want to hear the subject of the argument.
Yes??? What kind of theme is that? How to fuck up a big one?))) Well, well...
TA is 5% success rate. And I personally think even less than 2-3%.
The rest is MM.
Oh - yeah. But not the MM that's been rubbing it in here.
But I'm stuck, again, because of the cliquey nature of the discussion on certain issues.
It's a shame it again comes down to polling "public" opinion. Not evidence.
And the same "revolutionary expediency"...
I don't.
But you PUBLICLY support the conclusion of "ahinaya".
It would be advisable to justify it from now on.
For the neophytes and those who join in.
Now, where do I publicly "support the conclusion of "ahinaya"? Quote me, please.
So far it's you who insist on talking bollocks.
2 FreeLance: what is there to prove. The system with random entries and equal SL and TP (not too small) is a Bernoulli scheme with p=0.5 (p - probability of luck, i.e. profitability of a trade). In fact, because of the spread p<0.5.
Consequently, all the laws of Bernoulli's scheme can be applied to this sequence.
It's a Bernoulli scheme!!! - all the laws of Bernoulli's scheme can be applied!
D D D
Does that now count as proof?
Are you estimating the width of the channel? The probability of matching a Bernoulli scheme at a given point in time and "horizon"?
The possible trend of the mean and the bias of the estimates and result?
---
So you've proved that you can't make money on options? ;)
It's a Bernouli scheme!!! - you can apply all the laws of the Bernouli scheme!
D D
Does this now count as proof?
Are you estimating the width of the channel? the probability of matching the Bernouli scheme at a given point in time and "horizon"?
The possible trend of the mean and the bias of the estimates and result?
---
So you've proved that you can't make money on options? ;)
An ingenious premise and an ingenious conclusion.
Or thick trolling.
P.S. So what's up with the bullshit?
So, where do I publicly "support the conclusion of 'ahinaya'"? Quote me, please.
As long as it's you who's persistently talking about "hogwash".
Read... you yourself have written
Yes. But the HUMAN is a dodgy creature. They say he can go back and forth in a flat channel up to 14 times and he doesn't give a damn... !?
The article on diving sandwiches proposes a method for checking whether the TC satisfies Bernoulli's scheme. It is unconventional, but in my opinion, quite logical. Not all TCs satisfy this scheme, but still most of them do. There are also TS with dependent trades - and this is also detected by this method.
About the options: who says that options are bought and sold haphazardly, i.e. randomly? Isn't TA used there?
The article on sandwiches suggests a methodology for checking whether the TC satisfies Bernoulli's scheme. It is unconventional, but, in my opinion, quite logical.
About options: who says options are bought and sold haphazardly, i.e. randomly? Isn't there a TA being used or something?
Alexey! I hope you are aware of option pricing models...
;)
FreeLance:
read... You wrote it yourself.
And what do we see here? What does this phrase have to do with Lovina?
Do you understand well the meanings of phrases built on the dialogue "They say..." and "There are many things they say..."?