Who trades on the Live LAVINA system? DOES ANYONE HAVE ANY LOSSES? - page 5
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All of the chaboos/lavinas on the internet are based on luck, which you observe in the tester and that's all there is to it. The lion's share of the profits is taken from late, overturned positions with increased volume. So you wait, what will happen, will the "heavy" position go or not go further, but it didn't go, with a sigh you turn around more and again cross your fingers and look... the algorithm is flawed...
why is there a need for a floating channel? not to challenge it, I want to understand its necessity.
Because if the price is in the channel like shit in a hole, then I have to conclude - why is it always turning over on the border? Sooner or later it will break out of the channel and can make a nice impulse. The longer the price is in the narrow channel, the stronger the impulse is usually (for the sharks are waiting for important information). An impulse is often first in one direction - it's called: hit the stops, and then in the other - much stronger. So after the channel, you should have a margin of at least 2 more flips. Like this. Well, testing has shown me that such a system is much more stable. I just personally don't like this product very much, but that's a matter of taste.
from 01.01.2009 to 31.12.2009
from 04.01.2010 to 26.08.2010
so I've got one of those as well. Here was a floating channel. Initial deposit 10000, min lot = 0.1
The profitability is too low, in 8 months the deposit only grows by a factor of 2. The system is risky, and if profitability is also low, what is the point of using it. With high profitability
I have already traded in the system, and the initial deposit is quickly earned and quickly withdrawn. The game is not as nerve-racking as it was in the beginning.
Profitability is too low, in 8 months the deposit grows only 2 times. The system is risky, and if the profitability is low, what is the point of using it? With high profitability
the initial deposit is quickly earned and promptly withdrawn. The game is not as nerve-racking as it was in the beginning.
Quite right - and I don't like that either.
I drew this conclusion after comparing the results of testing different variants, the number of which I can no longer remember, I lost count. Example: Suppose the first buy position was opened, then the price reversed downwards. Then the second position is Sell. If the flat trend is going on with a constant amplitude and the price goes up, the price will surely catch the next third order at the same distance and one more buy position will appear. If we increase the distance, the price may not reach the last order and the number of open orders will be less when the flat continues.
And how much farther should we increase the distance? By volatility, by levels or just mechanically?
When you increase the distance, does the breakeven level also decrease or is it compensated by the volume?
I drew this conclusion after comparing the results of testing different variants, the number of which I cannot remember anymore, I lost count. Example: Suppose the first buy position was opened and then the price went down. Then the second position is opened to sell. If the flat trend is going on with a constant amplitude and the price goes up, the price will surely catch the next third order at the same distance and one more buy position will appear. If we increase the distance, the price may not reach the last order and the number of open orders will be less when the flat continues.
ok. we increased it...but the price also kicked it in, we caught an increased loss. и... maybe you should move the SL away from the border at a smaller distance than the channel width, then when the price came to the place where the stop and flip were, the distance to the "new" SL is less than to the buy/sell level of this position, not to mention the TP, which is God knows where... The "new" SL stands on a vector of price movement (if it reached the "old" SL) and simply because of noise or inertia, it is more likely to reach the "new" SL, than turn around (without touching the "new" SL) and go in b / y, and to TA, as to Shanghai yet ...
what's the catch of the floating channel?
Because if the price is in the channel like shit in a hole, then I have to conclude - why is it always on the border? Sooner or later it will break out of the channel and it might make a nice impulse. The longer the price is in the narrow channel, the stronger the impulse is usually (for the sharks are waiting for important information). An impulse is often first in one direction - it's called: hit the stops, and then in the other - much stronger. So after the channel, you should have a margin of at least 2 more flips. Like this. Well, testing has shown me that such a system is much more stable. I just personally don't like this product very much, but that's a matter of taste.
The problem arises with the divergent triangle.
You can't build a house out of sand.
The problem arises with a divergent triangle.
Yes, I have encountered these situations