Once again, about the lokas. - page 17
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This would be provable if one were to accept the independence and stationarity of the incremental process, i.e. precisely the requirements of the Levy process, but this is not the case with the market.
The market is very close to random walk, but still not it. This has already been proven repeatedly in numerous papers. In particular, the incremental process is clearly not independent. In simple terms, we can observe clusters of high and low volatility, in complex terms - GARCH model.
By the way, I see that you know the subject - I recommend to read about random breaks. There are interesting approaches to analysis there too.Гип, у ежа как раз то пример "какой".
Nothing to do with the situation at hand. It is dragged on by very long ears.Картинка и предыдущие посты - иллюстрация возможности открытия противоположных позиций с мартингейлом. Сие в самом деле в лоб не решает задачу по теме NProgrammerа, т.к. есть лишь попытка таким непопулярным способом выявить и получить положительный результат сгенерировав некоторую совокупную профитную позицию в пределах канала. Усредняя как говорят. :)
Мне пока неизвестны способы точного прогнозирования ширины канала, ни положения его середины.
Все рассуждения, в т.ч. "о случайном блуждании", "тренд начался" и прочие - это поиск формального алгоритма... :))
В случае с флэтом алгоритм увеличения позиции и "локирования" срабатывает неплохо. ;)
It seems to me that there is too much of a one-sided understanding of locs. and so the discussion has reached a dead end and degenerates into a relationship bit by bit. The main thing in the arguments of the opponents of locks is that if you know where the price is going to go, why lock? Exactly. Do they really know everything? Or do they really think they can predict where and how much the price will go? That is the most important self-deception, not the locs, that you understand the market and can (or your system can) predict its behaviour with a probability greater than 0.5. OK, so you can. But can you act correctly all the time, accurately, around the clock? What if you have made lots of losses on stops on the flat, and the movement that you have been waiting for took place on Asia, when you were sleeping well? Then we again switch on the terminal with a depleted deposit and make forecasts, but once again we face the nasty flat on the European market, and the deposit is again melting on the stops.
A man is not a robot. Even the most hardened and disciplined ones often enter the market on impulse, on emotions. There is no getting rid of it, because we are humans, not robots. And sometimes it's very difficult to admit our mistake(to close a position). The opponents of lots seem to do it easily, I envy them. For me (I have been in trading since 1997) it is not always possible to admit it. I'd rather lock, wait for a good movement and then "break" the lock. This is an important point - I was told above that I should close a profitable position, then wait for the pullback and close a losing one. As soon as I see strong swing, I close loss-making position and start trailing the profitable one. Most of the time it works.
Trading is an enormous psychological burden. And lock helps a lot. Here a simple example: last Friday, the EUR, a sharp reversal up after a three-day decline. At such a movement, even experienced traders tend to jump into the receding train, knowing that the Eura can often go 600 points without any pullbacks. And that's right, very few people doubt that the Eu will fall to 1.3000. But it bounces almost 150 pips up. Can you close the sell-off with a loss? The opponents of lots will do so. They will authoritatively say that on Tuesday the eur will shoot to 1.3440 and from there, at about 16 o'clock, we will sell. Great! I wish I could live like that... But I am afraid that on Monday night the eu will fall to 200 p. and it will be shameful. Maybe? Throw a stone at me who's sure it can't. Ok, let's leave the selling. But the rate is clearly going upwards, and it is aimed at 1,3400. Let me open a buy with a close stop under the last lot and take out this chocolate. If it goes down, I will close buying and intensify selling. If not, I already have open sales, so I will wait for the takeoffs. Over the shoulder they say - you got into the break, you are averaging, it is wrong and so on. So, the lock is often used not to hedge positions, but to enable working on one account with different timeframes - to keep a position along the daley trend (for example), and meanwhile, not to get bored, to open positions at five-minute intervals in different directions.
And from this point of view, depriving me of the opportunity to work in this way, I consider it a restriction of my rights and opportunities.
Anyway, who fishes with a spinning rod, who fishes with a rod, who fishes with a net. Locke is for whoever needs it, and you're welcome to it. Although purely mathematically it doesn't make sense, but we're not computers with vista in our heads, are we?
I do not yet know how to accurately predict the width of the channel, nor the position of its midpoint.
:) By the way - have a look at the TMA, it has exactly what you want.
:) Кстати - посмотрите на TMA, там именно то что вы хотите есть.
Yeah. I keep waiting on your website for more forecasts.
But the TF is very secretive. No description of the algorithm. The DLL from the security guy is a direct threat.
Fire us from such Danais... ;)
Ничего общего с рассматриваемой ситуацией. Притянуто за очень длинные уши.Lock is a two-way position, so the credit+deposit analogy is 100% true.
Yes, don't worry, use locs as much as you like. I wrote only for those who have not yet had time to join the "party of lovers of lock", so that they have a chance to form a constructive approach to trading.
Лок - позиция в обе стороны, так что аналогия с кредитованием+депонированием верна на 100%.
Да, Вы не волнуйтсь, пользуйтесь на здоровье локами. Я писал всего лишь для тех, кто еще не успел вступить в "партию любителей лока", дабы у них остался шанс для формирования конструктивного подхода к трейдингу.
Лок - позиция в обе стороны, так что аналогия с кредитованием+депонированием верна на 100%.
Да, Вы не волнуйтсь, пользуйтесь на здоровье локами. Я писал всего лишь для тех, кто еще не успел вступить в "партию любителей лока", дабы у них остался шанс для формирования конструктивного подхода к трейдингу.
That's right. But it's not about the party of amateurs, it's about some not always obvious advantages.
And SProgrammer's claim that lock increases losses still needs proof.
Yeah. I keep waiting on your website for more forecasts.
But the TF is very secretive. No description of the algorithm. The DLL from the security guy is a direct threat.
Fire us from such Danais... ;)
:) Everyone uses a virtual box at first. :)