Avalanche - page 393

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khorosh:
I suggest that as an arbiter you make a judgement on which of us is right.

Better yet, call on Katana. She's closer to you, she's just as dumb.
 
khorosh:

But in my example I mean that the avalanche principle is used, in the netting variant the first two trades are unprofitable,

and in the low-volume version, only one trade is unprofitable. Are you ready to refute it? I am listening to you carefully :-)))


So it goes like this

Stop with flip Lock
1 28.01.2008 0:01 buy stop 1 0.01 107.23 106.39 0.00 1 28.01.2008 0:01 buy stop 1 0.01 107.23 0.00
2 28.01.2008 0:01 sell stop 2 0.01 106.39 107.23 0.00 2 28.01.2008 0:01 sell stop 2 0.01 106.39 0.00
3 28.01.2008 5:12 sell 2 0.01 106.39 107.23 0.00 3 28.01.2008 5:12 sell 2 0.01 106.39 0.00
4 28.01.2008 5:12 delete 1 0.01 107.23 106.39 0.00 4 28.01.2008 5:12 delete 1 0.01 107.23 0.00
5 29.01.2008 14:30 s/l 2 0.01 107.23 107.23 -7.82 5 28.01.2008 5:12 buy stop 3 0.02 107.23 0.00
6 29.01.2008 14:30 buy 3 0.01 107.24 106.40 0.00 6 29.01.2008 14:30 buy 3 0.02 107.23 0.00
7 30.01.2008 21:55 s/l 3 0.01 106.40 106.40 -7.86 7 29.01.2008 14:30 sell stop 4 0.04 106.39 0.00
8 30.01.2008 21:55 sell 4 0.01 106.40 107.23 0.00 8 30.01.2008 21:55 sell 4 0.04 106.39 0.00
9 05.02.2008 9:37 s/l 4 0.01 107.23 107.23 -7.84 9 30.01.2008 21:55 buy stop 5 0.08 107.23 0.00
10 05.02.2008 9:37 buy 5 0.03 107.23 106.40 0.00 10 05.02.2008 9:28 buy 5 0.08 107.23 0.00
11 06.02.2008 0:13 s/l 5 0.03 106.40 106.40 -23.60 11 05.02.2008 9:28 sell stop 6 0.16 106.39 0.00
12 06.02.2008 0:13 sell 6 0.05 106.39 107.23 0.00 12 06.02.2008 0:13 sell 6 0.16 106.39 0.00
13 07.02.2008 18:35 s/l 6 0.05 107.23 107.23 -39.13 13 06.02.2008 0:13 buy stop 7 0.32 107.23 0.00
14 07.02.2008 18:35 buy 7 0.11 107.23 106.39 0.00 14 07.02.2008 18:35 buy 7 0.32 107.23 0.00
15 11.02.2008 10:34 s/l 7 0.11 106.39 106.39 -86.56 15 07.02.2008 18:35 sell stop 8 0.64 106.39 0.00
16 11.02.2008 10:34 sell 8 0.21 106.39 107.22 0.00 16 11.02.2008 10:34 sell 8 0.64 106.39 0.00
17 12.02.2008 13:09 s/l 8 0.21 107.22 107.22 -164.06 17 11.02.2008 10:34 buy stop 9 1.28 107.23 0.00
18 12.02.2008 13:09 buy 9 0.43 107.23 106.39 0.00 18 12.02.2008 13:09 buy 9 1.28 107.23 0.00
19 12.02.2008 13:09 sell stop 10 2.56 106.40 0.00
20 13.02.2008 14:58 close 9 1.28 108.10 1 027.72
21 13.02.2008 14:58 close 8 0.64 108.11 -1 020.22
22 13.02.2008 14:58 close 7 0.32 108.10 256.84
23 13.02.2008 14:58 close 6 0.16 108.11 -255.58
24 13.02.2008 14:58 close 5 0.08 108.10 64.18
25 13.02.2008 14:58 close 4 0.04 108.11 -64.07
26 13.02.2008 14:58 close 3 0.02 108.10 16.03
19 13.02.2008 14:58 close 9 0.43 108.10 106.39 345.25 27 13.02.2008 14:58 close 2 0.01 108.11 -16.03

I did not bother with CloseBy - spread savings for "system" reconciliation is not the most important.

Again the "lots ratios" of the Lock version (I hope I was not mistaken for the netting version), the channel width and the testing period (a more interesting section) are "off the mark".

 
SergNF:


Something like this


Your prices are bouncing around. Take a closer look at the entrances/turnovers are not always the same, hence the difference in the end result.
 
PapaYozh:

You'd better call on Katana. She's closer to you, she's just as dumb.
Is that a woman?
 
khorosh:
Is that a woman?

It's a Martian, and you can't tell the sex from them.
 
PapaYozh:

Your prices are jumping. Take a closer look at the entries/turns do not always coincide, hence the difference in the end result.


Not jumping and the result is the same (8.38 vs 8.87).

The entry point did not coincide only at one point

05.02.2008 9:37 buy 5 0.03
05.02.2008 9:28 buy 5 0.08

The open price of orders is the same

HH. I corrected the tags, the table is much clearer now. ;)

 
PapaYozh:

OK, I apologise, I think I was wrong. I should have quantified the profit received in both versions, instead of referring to the number of profitable and losing orders.

There must be a mistake in my netting version, I will look for it.

 
khorosh:

OK, I apologise, I think I was wrong. I should have quantified the profits in both versions, rather than referring to the number of profitable and losing orders.

Theremust be a mistake in my netting version, I will look for it.


Probably... And in general, a man these days who admits (sincerely) to mistakes is not even respectable, but admirable. Here we go....
 
sever30:

Probably... And in general, a person, these days, who admits (sincerely) to mistakes - not even respect, but admiration. come to that ....
Apparently the reason is that I am from a different era, an old one, it was practiced then :-)))
 
khorosh:
I guess the reason is that I'm from a different era, I'm old now, it was practised back then :-)))

I want to go back to "that" era...
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