Ring - page 31

 
PapaYozh:

Also, with some of the poses being stupidly closed and then immediately opened.

%-\

That's not the point. It is the dust beneath our feet.
The point is where the equity of such an algorithm goes as a whole.

 
moskitman:

Sash, the "same thing" will happen on every instrument. Each pair will first move away from the starting price, then back to it. And then it will move away again. It's a matter of time.

As soon as I gave -1 somewhere, somewhere on another pair I got that +1 for my equity.
As soon asI gave -2 somewhere else, I received +3 on another pair.

Crosses of more than 2 currencies are all very similar. And the main thing is that if you go in the right direction you are good, if not, you make a loss, not a big one, but a loss. If you give them to us with a profit, we obtain them with a minus spread. However, if we have a skew in the exchange rate between 1-2 pairs and 2/3, then 3/1 pairs have made a profit. But these moments are rare or not very profitable.

Any hedge reduces losses by reducing profits.

 
moskitman:



You don't know when to jump off the train to nowhere yet.


You said: when it's 65,000%

:))

 
Aleksandr Volotko:
@moskitman have you tried this on a demo yet?

Yes, but my toolkit is poor.
One code opens the pending orders, another closes everything, etc.

 
moskitman:

Profit is there. It cannot not be - the system itself tends to profit, just as long as the prices are walking.

:))

It brings tears to my eyes!

 
khorosh:

And if it turns out to be a grail. Then you'll be in for a real treat, won't you? You're an emotional man.)

I'm just a realist.

The very approach "to close and immediately open" (i.e. to give the spread to DC) puts an end to the strategy.

PS.

In the process of building a profitable strategy, the question of minimizing costs should take priority over the question of maximizing profits.

 
PapaYozh:

I'm just a realist.

The very approach of "close and open immediately" (i.e. giving the spread to the DC) puts an end to the strategy.

PS.

In the process of building a profitable strategy, the issue of cost minimisation should take priority over the issue of profit maximisation.

I was of the same opinion, but as practice has shown, it is more reliable and profitable to close the plus and immediately open, otherwise unclosed plus may turn into a loss, and in the best case to the break-even, and so there is something on the balance.
 
moskitman:

You won't.
Pairs that have been in the red and closed on stops will make a profit. (And then only the prices will go where they should).

The reasoning of an amateur, we have been discussing this subject for ten years, but it's useless.
 
PapaYozh:

In the process of building a profitable strategy, the question of minimising costs should take priority over the question of maximising profits.

That's where grandma says it all! It's the same in life, by the way.

I still give up the losing leverage no matter how hard I try. It's a matter of skill and further grinding to do it with more or fewer trades.

 
moskitman:

It's a question of skill and further polishing.

Well, well.