Once again, about the lokas. - page 24

 
SProgrammer >>:

Странный типичный ответ - :) "Тестер тут не авторитет" . Обьяснитесь! :) Что Вы хотели сказать этим? Ведь рассуждая логично мы приходим к тому, что исторические данные не авторитет. И не надо только крутится как уж начинать - :) Тестер не может быть "не авторитетом", ни "авторитетом".... Тестер это, бля, просто тестер -.... :) Обьясняю достали тупые массовые стреотипы. :)

Yes, historical evidence is no authority for mathematics either. You yourself demanded proofs from someone, and proofs must be complete under all conditions. Historical data cannot be complete. That is, you can't prove anything using historical data. You can only illustrate. But with historical data or a tester you can disprove anything, because just one fact is enough.

By the way, "Strange typical answer" is an oxymoron. A typical answer cannot be strange, a strange answer cannot be typical.

 
timbo писал(а) >>

Yes, historical evidence is no authority for mathematics either. You yourself demanded proofs from someone, and proofs must be complete under all conditions. Historical data cannot be complete. That is, you can't prove anything using historical data. You can only illustrate. But with historical data or a tester you can disprove anything, because just one fact is enough.

By the way, "Strange typical answer" is an oxymoron. A typical answer cannot be strange, a strange answer cannot be typical.


For mathematics, historical data cannot NOT be an authority!, As it is an object to be analysed. It's something that needs to be studied. If we discard historical data, the subject disappears. So, historical data is not just an authority - it is a judge! :) ...

Further...

Yeprst - you can prove something only on the basis of theory and evidence. :) And in terms of human proof, there's Mr. Aristotle... Aristotle who has a whole book on the subject. Written by more... well, I don't know when. So no one here (I mean me) is going to prove anything with a tester. What kind of a moron you have to be to prove something this way. :)) It's been Proven, and I've already said, that what I cite as a rule, damn it, it's proved already knows when! And I personally am not going to prove anything myself - :))) I'll say it again - ALREADY proven... :) Well well - already proved to confirm and check, with the help of a tester it is exactly what I mean. :)

***
Typical bizarre response - means that lodi don't understand when an illustration is given - verification of theoretical calculations on real data, and when someone is trying to put forward a theory based on a fitting. The tester is not just AUTHORITY - he is REAL authority. :))

*** Strange Typical - that just means there's a massive lack of learning and average ability.

*** Here's some "..." oxymoron - yes very easily - "a typical misconception in the minds of the masses (therefore strange)" - for example - "redrawing is bad" ... :)
***

Thanks - for the answer, I would like to end here - as firstly it is not interesting to talk BANALITY, and secondly to speak with correct speeches in an idiotic topic about loki. And thirdly, there are plenty of things to do. :)
Thanks.

 
lexandros >>:

Поэтому не считаю локи "воплощением зла". иногда, повторяю иногда - можно залокироваться. В том случае когда нет уверенности, что пора закрываться... когда колеблешься... И только руками... Никакой робот не оценит ситуевину правильно... (ну или наоборот неправильно). Ему сказали лок, он и воткнул лок... и заторчал в глухом просаде. и трындец ягненку. Поэтому МТС основанная именно на локах - это изначальное зло. Не сами локи, а МТС на них основанная. Потому что гарантированно сольет.
Абсолютно уверен в этом, пока кто либо не докажет обратного. т.е. не покажет профитную МТС основанную на локах (без миллиардных начальных депо и мизерных профитах) которая не сольет хотя бы на 5 летней истории.

Multicurrency MTS based on loca. Initial deposit 10 000$ cent account, in work 13 months - 1200% I can show the state. The state for a year weighs almost 500Mb :) onyx is not monitored most likely because of the large number of trades...

 
You'd better tell us something about your TC.
 
zhuki >>:
Вы лучше расскажите чего нибудь о своей ТС.

You've already told me: "on the basis of a loc."

The comrade's lock is such a holy spirit, from which profits are born. And if you bring the orders to net, then - oh, the horror - you might even make a loss, eh?

Jesus. When the spring will be over. I'm exhausted.

 
zhuki писал(а) >>
You'd better tell us something about your TC.


Two-step TC:

1) put out a LOC;

2) take profit.


And so repeatedly on all pairs.

 
I think lock is purely a psychological trick, mathematically it is of little use
 
kharko >>:

Диапазон изменения цен равен 2700 п. Шаг усреднения 20 п. Максимальное количество однонаправленных позиций равно 2700/20=135. Теперь можем подсчитать максимальный риск в пунктах 135*136*20/2=183600 п Объем позиции минимальный равен 0.01. стоимость пункта - 0.1 доллар.

Итого: максимальный риск при однонаправленном усреднении равен 18360 долларов.
Если усредняться в 2-х направлениях и фиксировать позиции с профитом в 20 п. Тогда максимальный риск равен 18360-135*20*0.1=18090 долларов.
Это риск при безоткатном движении. Результаты тестирования двухстороннего усреднения приводил выше. Тогда риск составил 11424.67, что в 1.5 раза меньше расчетного.

You read some of the posts and it's amazing...
Some astronomical percentages:))))... Just figures are taken from the ceiling... Would you look at the real volatility?
I made a script, that takes all the instruments from the market watch, calculates the volatility of these instruments for 10 years and saves them in a file.
So... If you don't consider exotics with a spread of 200 points and futures - the least volatile pair EURCHF and its volatility is 2500 points.
Put your calculations there. If you consider that this instrument usually moves well over 20 points in one day.)
Now calculate the profitability of the Expert Advisor with 20 points step and 0.01 lot
2 quid a day with 20 pips. Well, it is unimaginably profitable:)
If you take normal pairs that move 100-200 p a day... The volatility there is many times more...
For example, the Eurobucks is 7700... Not too shabby... How much of a deposit do you need to sustain such a spread?
Or another way... to avoid the zeros in the eyes of the initial deposit - you can increase the step to, say, 100 points
I.e. you have to hold about 80 orders plus the drawdown on each. I don't even want to count... but it won't be a small number... four zeros at least... And the payoff is the same... with a 0.01 lot... If only 20-30 quid a day... Any bank will offer you more from such a deposit... Without all the hassle and risk...

That's the easy way of looking at it...
If anyone is interested, here is an excel file with instrument volatilities

Files:
vol.rar  4 kb
 
Is the volatility with a period of 10 years for EURUSD 7700 pips ?
 
Exactly so... I mean the total volatility over 10 years...
I foresee people saying - why do you count for 10 years? etc...
The answer - once a pair has already passed this distance once - no one stops it from doing it again tomorrow ...
A prime example is the beginning of 2008. Undrawn trends of 1500 to 3000 pips... in different pairs... ...in very short periods of time.
So if an Expert Advisor cannot sustain at least half of the total volatility - the price is the same... screw it... And even if you take half of volatility of the same eurobucks - it is almost 4000 points... It's easy to calculate the size of the required initial deposit... It will be huge. With a very modest return.