Probability assessment is purely mathematical - page 4

New comment
 
alsu:
and where is the probability that neither will work in a given period of time? Is it zero? :)
I understand that in the limit, yes, but are we interested in infinitely long time intervals?
 
alsu:
Clearly, in the limit, yes, but are we interested in infinitely long periods of time?

Are you referring to a swap or are you just pulling Reshetov's whiskers in the middle of the night?
 
Mischek:

Are you hinting at a swap or are you just tugging Reshetov's whiskers at night?

No, the question is correct. Reshetov gave the probability of SL or TP triggering. But what is the probability that neither is triggered?

But all the same, these reflections have nothing to do with the market.

 
joo:
No, the question is correct. Reshetov gave the probability of SL or TP triggering. But what is the probability that neither is triggered in the layout?

I agree, but we are talking about a known situation, why these theoretical assumptions
 
alsu:
And what is the probability that neither of them will trigger within a certain period of time? Is it zero? :)

Read the problem statement carefully. It only considers the probabilities of two mutually exclusive events - a tick and a moose. More precisely, it is one event, while the second is mutually exclusive with respect to the given one. All other events, i.e. bouncing of pips between a current and a loss (already a reliable event) do not exclude a triggering of either a current or a loss. Therefore it makes no sense to consider them.

 
joo:


But all the same, these reflections have nothing to do with the market. no good that is.

If you trade on the TS with MO not equal to minus the spread, then it has nothing to do with it. In all other cases, the frequency of loss and take is tending to the probability obtained by the above formulas with the increase of the number of trades.
 
abolk: That is, if we follow the recommended sl/tp=1/2 ratio in the textbooks we get that the probability of a player being ruined is 66% ?
That's just the probability of a single trade triggering a stop.
 

Gentlemen Scientists!

Is there anyone who knows the lognormal distribution well?

 

I'm beginning to admire Yuri for his common sense.

I think that's right. What remains to be understood is how this is solved in degrees. But I guess that's the quest for sophistication.

And a problem that has been plaguing me for a long time.

The balance is conditionally equal to 0. We may move in minus and plus at random without any spread.

How many times should we expect to have balance state=0, with 100 iterations?

 
FreeLance:

Gentlemen Scientists!

Is there anyone who knows the lognormal distribution well?


the nastiest distribution. you can pick up on almost anything. if you can, look for another
1234567891011...19
New comment