Probability, how do you turn it into a pattern ...? - page 61
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нет, мы уже Кодим
What's there to code if you've already written 60 pages and the author can't explain the terms of reference? :)Adam Smith's "invisible hand of the market" has now become the "invisible axis of the market" by the Nevermind :)
А кстати, возможности протестить на истории мультивалютный советник - получается что и нет?!
Если бы была, то я бы поэкспериментировал с подбором оптимального рубежа первого цикла...
Неветеран, а Вы принципиально не допускаете возможности того, что всё депо будет просажено на втором цикле?
This is technically impossible, from my observations, the stability of price return trends, with negative deviations is many times greater than with zero deviations.
I already take it as a pattern, if the distribution was (+2) / (-8) then the second cycle will work them out as (-2) / (+6). But with cycles that distribute the values equally, nothing works, as I'm not driving them, the subsequent calculations wander chaotically. I wrote about it.
The stronger the deviation, the stronger the return, positive deviation, - cycle completed, (+0-) cycle completed, (+2) / (-8) (for example) - second cycle.
A picture is beginning to emerge. Your attempt to state the obvious seems to be beginning to bear fruit
RESPECT
Это технически невозможно, по моим наблюдениям, стабильность тенденций возврата цены, при отрицательных отклонениях в разы выше, чем при нулевых.
Уже принимаю, как закономерность, если расклад был (+2) / (-8) то второй цикл их отработает, как (-2) / (+6). А вот с циклами которые распределяют значения поровну, ничего неполучается, сколько я их не гонял, последующие расклады блуждают хаотично. Я писал про это.
Чем сильнее отклонение, тем сильней возврат, положительное отклонение, - цикл завершен, (+0-) цикл завершен,(+2) / (-8) (к примеру) - второй цикл.
OK, then let me make one more clarification. If I understand correctly, the mathematical expectation of the result of the first cycle is negative (at least because there are spreads). In this connection, would it not be better to perform the first cycle virtually?And still, accepting, of course, your reluctance to elaborate, please answer, is the second cycle a momentary action with each minus (at the moment of reaching the planned balance deviation) or, perhaps, a series of actions spread over time?
Это технически невозможно, по моим наблюдениям, стабильность тенденций возврата цены, при отрицательных отклонениях в разы выше, чем при нулевых.
Уже принимаю, как закономерность, если расклад был (+2) / (-8) то второй цикл их отработает, как (-2) / (+6). А вот с циклами которые распределяют значения поровну, ничего неполучается, сколько я их не гонял, последующие расклады блуждают хаотично. Я писал про это.
Чем сильнее отклонение, тем сильней возврат, положительное отклонение, - цикл завершен, (+0-) цикл завершен,(+2) / (-8) (к примеру) - второй цикл.
I actually have a lot of questions (sorry to be intrusive), I'll try to limit myself to the most essential ones:1. Why don't you use pairs that have gone to profit in the second cycle? (having recorded a gained profit, why not look at them the same way you look at negative pairs?)
2. Maybe a bit silly, no disrespect, but here's when you say "according to my observations" - how many cases approximately?
Хорошо, тогда позвольте ещё такое уточнение. Вот если я правильно понимаю, мат. ожидание результата первого цикла в пределе - величина отрицательная (ну хотя бы потому, что есть спреды). В связи с чем не лучше ли проводить первый цикл виртуально?И всё-таки, принимая, конечно, Ваше нежелание разжевывать, ответьте, пожалуйста, второй цикл - это моментное действие с каждым минусом (в момент достижения запланированного балансового отклонения) или, возможно, ... серия действий, разнесенных по времени !!!
this is from the first post of this thread ...................... 1 page.
I use the TC as a toolThe algorithm for calculating the probability of an event occurring
The controlled time factor of the expected event
The initial point of direction coordinates, which is a derivative of the obtained result of the first cycle of the system.
Independent (but integral) elements of the TS include the logic of the "Thin Thread" that physically approaches and activates the coming events, as well as the rules and order of execution of "Virtual Orders".
As a result, I got a model of system actions that is resistant to external influences and non-linearly balanced.
It is based on the principle of stabilizing the balance of given (initial) parameters.
Gardenn, I have already chewed everything up, .......... it is all described in details ..................... :)))
Sincerely
это из первого поста этой ветки ...................... 1 стр.
Я использую в качестве инструментов ТСАлгоритм расчета вероятности наступления события
Управляемый фактор времени наступления ожидаемого события
First cycle. 10 pairs. Lot 0.1. Average spread 3 p. Average point value $10. The level of the cycle completion is +/- $500. Let's calculate the probability of reaching the level taking into consideration the spread.
The spread is equal to 10 pairs * 0.1 lot * 3 points * 10 dollars = 30 dollars. Total: P(profit)=470/1000=0.47, P(loss)=530/1000=0.53.
Second cycle. We got the ratio (+2)/(-8). Total -500. Averaging on unprofitable positions and increase the lot, for example, 5 times.
Spread = 8 pairs * 0.5 lot * 3p * 10 dollars = 120 dollars. Total: P (profit) = 380/1000=0.38, P (loss) = 620/1000=0.62.
We obtain that the probability of reaching the break-even level is lower than the probability of reaching -1000 dollars.
It means that to increase the probability of breakeven, we include the time factor.
We have 2 criteria for the end of cycle 2: level of profit and time, which is less or equal to the duration of cycle 1. If the level of reaching -1000 dollars is not taken into account, as the probability of reaching it is too high, the system will fail in equity. If we take into account the level of reaching the loss, the probability of getting the equity drawdown increases with every new cycle.
How do you increase the probability of reaching the profit?
It appears that you single out the losing cluster from the total portfolio and operate only with it. It means that you open new positions against the trend, counting on a correction that may occur not as quickly as you would like.
What are the methods of deposit protection in the case of a move without a correction?
Example...
First cycle. 10 pairs. Lot 0.1. Average spread 3 p. Average point value $10. The level of the cycle completion is +/- $500. Let's calculate the probability of reaching the level taking into consideration the spread.
The spread is equal to 10 pairs * 0.1 lot * 3 points * 10 dollars = 30 dollars. Total: P(profit)=470/1000=0.47, P(loss)=530/1000=0.53.
Second cycle. We got the ratio (+2)/(-8). Total -500. Averaging on unprofitable positions and increase the lot, for example, 5 times.
Spread = 8 pairs * 0.5 lot * 3p * 10 dollars = 120 dollars. Total: P (profit) = 380/1000=0.38, P (loss) = 620/1000=0.62.
We obtain that the probability of reaching the break-even level is lower than the probability of reaching -1000 dollars.
It means that to increase the probability of breakeven, we include the time factor.
We have 2 criteria for the end of cycle 2: level of profit and time, which is less or equal to the duration of cycle 1. If the level of reaching -1000 dollars is not taken into account, as the probability of reaching it is too high, the system will fail in equity. If we take into account the level of reaching the loss, the probability of getting the equity drawdown increases with every new cycle.
How do you increase the probability of reaching the profit?
It appears that you single out the losing cluster from the total portfolio and operate only with it. It means that you open new positions against the trend, counting on a correction that may occur not as quickly as you would like.
What are the methods of deposit protection in the case of a move without a correction?
Do you really think that everything is that simple))) and the author has given you the keys to the house))) He just showed the vector where to moveI see only two quite obvious answers to this question as a matter of principle so far (which may well complement each other):
1. Put a stop on the maximum total balance drawdown
2. Reserve(withdraw from the account) the lion's share of the profit as insurance in case the deposit is taken out.
I have the following algorithm for all this (again, don't beat strongly, I am not familiar with Bernoulli and Markov, to put it mildly).
1. Virtual loop. Note the current point in each pair from our basket (I took 21 - a full set of 7 currencies). We wait for the total point deviation (given - since there is no possibility to test this whole multicurrency farm, we have to set this deviation from experience by eye). (*Note also in the margin that normalising the pip value seems redundant, because if we normalise it, we should normalise the pip for each pair first, and then the lot. It is clear from general considerations that these operations are reciprocal and to some extent overlapping.)
When the total point deviation is reached, we find the pair with the maximum deviation and take all others, whose deviation is not less than half of the maximum. And we charge all of them with equal lots in the direction of the rebound - respectively, we start a real cycle.
2. Real cycle. We wait for the planned total profit or for the boundary minus. If we reach minus, we again conduct the same operation of opening new positions as we did at start.
There are some more details, which are being checked and clarified, but the general scheme is the same. And in general, with sensible money management (the two points at the beginning of this post) hopefully a plus will be drawn.