Averaging? - page 7

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SProgrammer >>:

Какова вероятность того что тут найдется идиот котооый поведется.

The question is rhetorical - 100%. Especially given the number of visitors and the low psychological resilience of some of them.

 
kharko >>:
Идея Неветерана - рабочая. Если понял суть, то нет проблем и профит у тебя в кармане. Я не шучу!..
Торговля ведется по кривой эквити. В момент открытия первого цикла у вас эквити - это прямая относительно, которой откладываем диапазон для торговли. Неветеран указал на равенство положительной и отрицательной части диапазона. Это ошибка. Например, у меня открыто 27 пар, объем по паре - 0.1 лот. Хочу получить профит в 10 п с каждой пары. Всего 269 долларов. С учетом спреда общий минус равен 634 долларов - это уровень, когда стартует второй цикл. Как видим влияние спреда очень существенно и говорить о равенстве положительной и отрицательной части неправильно.
Открытие второго цикла означает, что имеется еще одна прямая эквити, относительно которой откладываем диапазон для торговли по эквити. Теперь имеем 2 отдельных цикла, по которым идет торговля. Цикл завершен, если имеем положительный результат по циклу. Например, 2-й цикл окончен, если он достигнет результата больше или равно 269 долларов. Позиции 2-го цикла закрываются. Остаются позиции 1-го цикла. Если кривая эквити вернулась в диапазон торговли 1-го цикла, то ждем либо окончания цикла либо старта нового.

I have this question, I think it is a key point.

Suppose we reach a negative threshold of equity and adjust it with the opposite increased lot in the hope of reversal, is the probability that the equity will actually reverse more than the probability that the equity will continue to fall, but at an increased rate?

 
There's a junkie standing there hammering a joint. Cops come over,
he keeps hammering. They put him in the funnel.
sits there, he's hammering. They bring him to the precinct, he's doing the battering.
They bring him to an investigator.
The investigator:
- What, are you crazy? Where are you?
Drug addict raises his head:
- Whoops, cops...
 

I think Neuvetan and co should already be quoting something from the popularisers. For more scientific imagery :)) Like this one - https://www.mql4.com/go?http://vivovoco.rsl.ru/VV/JOURNAL/NATURE/12_01/MODEC.HTM


===============================================================

The Ricker equation (6) was first used in mathematical biology to analyse population dynamics. It has the property of period doubling bifurcation, which is as follows: at relatively small values of the bifurcation parameter A, the equilibrium solution of the equation is stable; when this parameter is increased, the equilibrium is broken - cycles of period 2, 4, 8, etc. appear, and at even larger values of the bifurcation parameter, deterministic chaos ensues. This can clearly be seen in Fig.2 and Fig.3 (left), where the iteration process (6) is plotted for various values of the bifurcation parameter A using the graphs of the functions y = xAe-x and y = x. The same technique is used here as for the national income dynamics in the simplified Keynesian model (see Figure 1).

Figure 2. Dynamic spiral - cycles of period 2 (left) and 4. Here cycles are established over time: the variable yt takes on successive values y1 and y2(in the first case) or values y1, y2, y3 and y4(in the second case). The transitions in the iterative process are shown in colour.

Figure 3. Deterministic chaos. On the left is the phase diagram describing the dynamics of the variable yt. On the right is the corresponding change in yt

over time.



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Andrei01 >>:

У меня такой вопрос, думаю это ключевой момент.

Допустим дошли до какого-то отрицательного порога эквити и корректируем его противоположным увеличенным лотом в надежде на разворот, то разве вероятность того что эквити действительно развернётся больше вероятности что эквити будет падать и дальше, но уже с увеличенной скоростью?

Increasing the lot when averaging a position is an attempt to solve the problem of 2 cycles at once, i.e. to get an overall breakeven or a given level of overall profit. This overly aggressive trading of the Neutral appears to be due to the lack of a program that could highlight cycles and make appropriate decisions.

For example, the first cycle, opened a buy position on 10 pairs. Reached a predefined loss level. The second cycle starts and we open positions so we set lock for positive ones and averaging for negative ones. The volume of positions does not change.

Yesterday I wrote an Expert Advisor. Results so far:
maximum equity = $10376 (see bottom right corner)
maximal drawdown was up to 16% of equity, it is related to the debugging of the Expert Advisor.

The second cycle runs. Limit values for the 2nd cycle are in the left corner.


 
SProgrammer >>:

Ужастно хочу узнать - что такого они знают, что с таким упроством ПЫТАЮТСЯ тут разводить, даже если им уже и так и эдак сказали. Какова вероятность того что тут найдется идиот котооый поведется. Всем давно уже понятно - что если даже в день по одному барану окучивать - то уже все ок. Но нету тут баронов же, бараны они в чистом трейдинге, :) А автоматизированном тут головой работать надо а не руками.
Что не уже ли это для них тайна за семью печатями?

Apparently, Misha and Masha and their balance sheet curves flying over the clouds were enough. And if you add to this the fact that around you there is a crowd of investors with portfolios, then you can already begin to kneel. )))

 
dentraf писал(а) >>


There are no fools here, there are too many freeloaders and people who think by inertia


dentraf wrote >>


It just shows that you're not ready to hear what they're trying to tell you.


And other blah blah blah blah. And on top of that, vague questions, leading hints, assurances such as "I have thoughts, but I won't share". Well, a worthy pupil of his teacher. A disciple who has gone even further. Though the veteran was extremely unintelligible (at times it seemed that not even in Russian), but at least he was more tactful and friendly.
And you do not include yourself to the freeloaders? An idea you can not even articulate is not a gift from the teacher?
So maybe there's no need to twiddle your thumbs here. I mean, it's a little bit on the inside. What do you mean, "I know what others don't know", but that's no reason to pout, you're not 5 years old.

 
Yurixx писал(а) >>



And other blah, blah, blah. And on top of that, vague questions, leading hints, assurances such as "I have thoughts, but I won't share". Well, a worthy pupil of his master. A disciple who has gone even further. Though the veteran was extremely unintelligible (at times it seemed that not even in Russian), but at least he was more tactful and friendly.
And you do not include yourself to the freeloaders? An idea you can not even articulate is not a gift from the teacher?
So maybe there's no need to twiddle your thumbs here. I mean, it's a little bit of an inside job, isn't it? "I know what other people don't know", but that's no reason to pout, you're not 5 years old.


I'm not 5 and not even 15 or 25)) First --- I'm not an apprentice)), so you're wrong. Secondly about correctness and benevolence, I did not call him names, again you are wasting your time. Thirdly, I did not bend my fingers, I just tried to explain that I understood, but I failed.

And I wanted to express my thoughts in a dialogue, so excuse me!!!!

 
dentraf писал(а) >>



A bad fashion is crawling around the forum... >> I know, but I won't tell. If there is no purpose to tell, keep quiet; if you do, tell with purpose.

 
sever29 писал(а) >>


There's a bad fashion crawling around the forum... I know, but I won't tell. If there's no purpose to tell, then don't tell, if you do, then tell with purpose.


I tried, but people needed formulas, and you can't describe an idea in formulas. Wait, I will write an advisor, set up experiments, gather statistics, and then I will throw formulas at you, but for now it is too early.
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