Brain-training tasks related to trading in one way or another. Theorist, game theory, etc. - page 15
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On the one hand, yes.
On the other -- if the MA(10) is fed 1 bar forward, after all, it is only 10% of its calculation.
Or am I in the wrong place?
The issue here is not the percentage of information, but that MA is only relevant if you have the whole period, in simple terms, MA is the arithmetic mean (simplified)
and to calculate the arithmetic mean (school course) you need to have n elements add them up and divide by n, if you don't have n elements, what is there to add?
IgorM:
and to calculate the arithmetic mean (school course) you need to have n elements add them up and divide by n, if you don't have n elements, what do you add?
There! So, we either have to wait for the required number of forecast bars to start building the MA, or take the AC quotations and add the forecasts to them somehow.
I'm sitting here and I can't... I can't figure it out, it must be Friday. Don't know where to ask, decided to ask here.
There are 2 systems with different PFs, FIs, MOs, etc. I have one lot, which should be distributed between systems in certain proportions, according to their performance on history. Question: what statistical results of the systems should be used and in what proportion should this lot be distributed?
Inversely proportional to the absolute drawdowns, for example. Then the risk is the same for both systems.
You can directly proportional to the FS over the same period of time. Then the efficiency of each is also taken into account.
Inversely proportional to the absolute drawdowns, for example. Then the same risk is set for both systems.
We could do it in direct proportion to PV over the same period of time. Then the efficiency of each would also be taken into account.
So the question is which is preferable, of course there may not be a definite answer, but nevertheless...
Let's simplify: suppose we have not two, but one system with MA crosses, we have 60% of profitable deals on short positions and 40% on long ones. Everything is simple and clear here 0.6 and 0.4 lots. Let's look at the FF, 60% of profitable trades have PF=1,3 and 40% have PF=1,8 it's more complicated here ... and if we tick up PV then it will be too much ...
Betting system with non-negative expectation
Let there be two mutually exclusive events A and B with corresponding probabilities: p(A) = 1 - p(B).The rules of the game: if a player bets on an event and this event falls out, his winnings are equal to the bet. If the event does not fall, his loss equals his bet.
Our player bets using the following system:
The first or any other odd bet is always on event A. All odd bets are always equal in size, e.g. 1 ruble.
The second or any other odd bet:
- If the previous odd bet is won, the next even bet is doubled and placed on event A
- If the previous odd bet is lost, the next odd bet is quadrupled and bet on event B
Prove that the given betting system has mathematical expectation more or equal 0 for any given probability p(A) = 0 ... 1.
If you imagine two players playing with your system, it is clear that the winnings will go from one to the other, but if there are more than 2 players, how will the winnings be distributed?
Since the winnings of all three is not possible and what factors would it depend on?
Betting system with non-negative expectation
Prove that this betting system gives a mathematical expectation greater than or equal to 0 for any admissible probability p(A) = 0 ... 1.
I just wish I had enough money for bets )))) But the task is solvable and relevant. This is the pepper I've been eating since a year ago, only in my mind. And for today there is a practical implementation. Otherwise - an avalanche, because the probability will either be equal (the best option) or less than 0.5. Applied to Forex - minus Spread - Forex is always in the plus. It is necessary to achieve the probability greater than 0.5 and it will be good. I'd have to make up my mind from this point of view...
And where is the author of the topic, and why his avatar is red, is he
banned or something? His whole method can be stated simply, when you lose
bet doubles and bets the opposite, and when he wins.
stay on the bet that won and place the original bet.
When two players play, the winnings are transferred from one to the other under the
The right to bet on a winning combination passes from one player to another in turn.
If the condition is not respected, one player loses and the
the game ends.
When three players play, one player loses and 2 players remain in the game.
Koo. Here's a problem.
Let's say there is a system that has a drawdown of 1 quid, a profit of 3 quid and 500 trades.
There is another system that has a drawdown of 1 quid, profit 2 quid and 200 trades.
I need to calculate the average drawdown of the merged system. Assuming that the system parts are independent. All trades are also independent.