Avalanche - page 391
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Oh, mother of God!
Now the terminology's all messed up!
What can I come up with?
*** thinks ***
take out and put in a warrant
Back to the "proof"...
Let me remind you of the easy-to-read material about price returning to the beginning of its wander.
And given that the trade is not yet in the sixth digit, it is fair to assume a correspondence of 2000 "normal" points in the Galton board at 10,000 paces.
It is these simple considerations that explain my interest in the "not small" (Alexey said so :) width of the corridor.
The one about Martin is definitely hilarious! ;)
Isn't this where the old-timers on the forum taught me that?
Maybe I've met the mithrophanes?
The one about Martin is definitely hilarious! ;)
Isn't this where the old-timers on the forum taught me that?
Maybe I've met the mithrophanes?
translate into plain language
Back to the "proof"...
Let me remind you of the easy-to-read material about price returning to the beginning of its wandering.
As long as traders will exist, they will be discussing all kinds of the most paradoxical properties of random walk and trying to profit from them. Probably, this is the reason of such a great number of trading systems. Almost every one exploits the vanishing, ghostly property of random walk, which seems to exist, but just enough to drain at the average spread rate per trade.
This random walk (SB) has everything - channels, support/resistance levels, Elliott waves, double tops, head and shoulders and other classic patterns, Fibonacci levels. But it's all random.
FreeLance, you are literate enough to understand that the quoted property of SB is not a mirage to a mathematician either, but a mirage to a trader.
The trick is to find the differences between the real process and SB and exploit them already.
Well, you can't try to prove that a pure trap without TA (or anything else) can work, while modelling the price as a SB.
As long as there will be traders, there will be all sorts of the most paradoxical properties of random walks and they will try to profit from them. Perhaps, that is why there is such a great number of trading systems. Almost every one exploits the vanishing, ghostly property of random walk, which seems to exist, but just enough to drain at the average spread rate per trade.
This random walk (SB) has it all - channels, support/resistance levels, Elliott waves, double tops, head and shoulders and other classic patterns, Fibonacci levels. But it's all random.
FreeLance, you are literate enough to understand that the quoted property of SB is not a mirage to a mathematician either, but a mirage to a trader.
The trick is to find the differences between the real process and SB and exploit them already.
Well you can't try to prove that pure trap without TA (and anything else) can work, while modelling price as SB.
I first drew attention to the incorrect, in my opinion, "proof" of Lovina's viciousness based on the assumption of SB. :)
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 success, i.e. profitability of a 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 small, but not equal to zero either (something in the vicinity 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*probability_of_lossBut if you, now, agree with me that the market and SB are different things - would there be any other evidence of Lovina's "leaking"?
Or is that a rhetorical question? And long since resolved?
---
About the style of the rest of the 'evidence' and the level of polemics, I'll remain silent altogether...
Inquisition rests. ;)
The style of the rest of the "evidence" and the level of debate, I will not even say a word...
Yes, you'd better not say anything. Otherwise you'll just blurt it out and no one will understand. Or else you'll get banned, as you've done many times before. Probably ban you too, just for not understanding your "dissent" :)
And didn't you notice that you were simply left in the dark about the evidence (not in the mathematical sense of the word)? It's just that the avalanche adherents don't accept even simple arguments, and neither do some of the opponents. Consequently the discussion does not develop to any reasonable level.
Have you compared the profitability of netting and lock versions?
I did.
If you manipulate the lots correctly, i.e. if the "stock version" is 0.1 0.2 0.4 0.8, then the "netting version" is 0.1 0.1 0.3 0.5, the final result will be the same. (and this has also been discussed in this thread).
For the same algorithm of placing lots, these are two different systems.
But it is more difficult to ensure coincidence of trades and therefore synchronous entering the "bad zone".
After all, pending orders and market entry are more difficult. More details in the next thread "MT4 tester is genius" ;)
Well and "total loss" before triggering .... more ..... ;)
Anyway, I am waiting for a sinusoid with amplitude of 350 pips (+10/-0 in my opinion) and duration of 7 periods. ;)