Probability, how do you turn it into a pattern ...? - page 31

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Svinozavr >>:

При торговле портфелем, как правило, все-таки есть отбор инструментов в него по фундаментальным или техническим критериям.

But this has no effect on the result of the profit/loss ratio.
While portfolio selection reduces risk, it also reduces profitability. That is why portfolio trading seems to be a kind of self-deception.

 
Neveteran >>:

Сейчас я работаю над обратным процессом,


Stop messing with people's heads
You're really stealing their time.
What you want is not going to work.
---------------------------------
This looks like a good one.
5 years you've been looking for a way to enter the market
like you found it
you did and everybody got in too
now you say you're gonna look for a way out.
it's been years.....
 
getch >>:

Но это никак не влияет на результат соотношение прибыль/просадка.
При подборе портфеля уменьшаются риски, но также и уменьшается прибыльность. Поэтому торговля портфелем видится некой разновидностью самообмана.

I'm not arguing...))

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Mythical stabilisation does not mathematically follow from his introduction about the theoretical verification, apart from the author's assurances. What the author observed contradicts his own premise and is most likely an ordinary fluctuation. Now it is, and tomorrow... The author "for some reason" does not give a run on a representative sample.

I wonder why?))

 
It was clear from the start that this thread was a provocation ;-). I follow it as entertainment. There are a couple of comments that have yet to be made. Correct me if I'm wrong, but the method's efficiency is below any criterion: what kind of a depot is required to maintain dozens of open positions? The fact that instruments are balanced in relation to each other "in the period" is clear, but the fact that the market may move in the opposite direction, in which we open the average basket - does not provide the basis for a random entry (which has been declared). And having a means for non-random entry at hand - there is no point in this system, as you can open purposefully.
I will suggest that the system as a whole is a modified version of T101, but with two differences: an expanded set of tools, and indifferent attitude to the beginning of the cycle, that is, any currency position at any time can be considered initial and then there is a waiting when they return to the same state (no matter what from the point of view of T101). Using the principle of virtual (rather than real) trading in the first stage, as now actually monitored by T101, it could probably be achieved that always after the first stage we have a plus (albeit virtual).
 
Neveteran писал(а) >>

Can you show me in the state where cycle 1 ends?

 
The size of the deposit depends on the number of pairs and the amount of risk. For example, 10 pairs. For each of them we expect 10 points of profit. Total: 100+10*4=140 points, where 4 - the average spread of one pair.
The point value at each pair is different, it means that the influence of the pair on the total result is not equal. You should adjust the lot size to the pip value in order to even up the odds. Only then will the system be balanced. If we assume that a pip equals 10 quid, then we have $1,400 of risk or potential profit.
As an example of imbalance see MASHI's report, the lion's share of the profit is from Gold...
 
kharko >>:
Как пример дисбаланса посмотрите отчет МАШИ, львиная доля профита получена от Голд...

Yeah, and the redhead could just as easily have caused the lion's share of the loss...

 
Mathemat >>:

Ага, и рыжая могла бы точно так же стать причиной львиной доли убытка...

whether it's a profit or a loss... We see an imbalance, an unequal distribution of the shares of each pair in the total piggy bank. Not to mention the different volatility of each instrument

 
Mathemat >>:

Ага, и рыжая могла бы точно так же стать причиной львиной доли убытка...


Gold has gone from strength to strength and influenced the end of the first cycle, in view of its reaching the target level.

The tool was not used subsequently.

 
Neveteran писал(а) >>


Gold has gone from strength to strength and influenced the end of the first cycle, in view of its reaching the target level.

The instrument was not used thereafter.


You wrote on the state that the target level was 480. the question is what points?
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