The absurdity of a stop loss - page 23

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ZZZEROXXX:
)))) thanks for the picture Tantrik, and on the subject of my question and the topic of this topic - to be or not to be a stop - no one has any ideas? Because up to 2004 year quite real profit tester shows 6000 pt per year, the drawdown is small. And after that it may be squeezed out from the chart, having filtered deals.

Discussing the absurdity or necessity of stops without reference to a particular TS is a scholastic argument
 
ZZZEROXXX:
)))) thanks for the picture Tantrik, and on the subject of my question and the topic of this topic - to be or not to be a stop - no one has any ideas? Because up to 2004 year quite real profit tester shows 6000 pt per year, the drawdown is small. And after it may be squeezed from the chart, filtering deals.
I have deleted the flood. (after 2004 the chart should be reversed).
 
ZZZEROXXX:
)))) thanks for the picture Tantrik, and on the subject of my question and the topic of this topic - to be or not to be a stop - no one has any ideas? Because up to 2004 year quite real profit tester shows 6000 pt per year, the drawdown is small. And after that it may be squeezed from the chart, filtering deals.
It will not work. There is one spread where MO is a small change of quote filtering in DC and there is none.
 
Demi:

Arguing about the absurdity or necessity of stops without reference to a particular TS is a scholastic argument
Why, we can compare absolutely any system without and with stops
 
paukas:
It won't work. Where MO is one spread, a slight change in the quote filtering in the DC and there is none.
Why MO one spread, explain how you calculated it? Average profitable trade is $17.97, i.e. 17.97pts. Maybe you are right about filtering, at least we see that since mid-2004 the system has not had any effect )))). But it also does not dump brightly, maybe it is possible to tune it, I have not tried ;)
 
ZZZEROXXX:
Why is the MO one spread, explain how was it calculated? The average profitable trade is $17.97, i.e. 17.97pts. Maybe you are right about filtering, at least we see that since mid-2004 the system is no )))). But it also does not dump brightly, maybe it is possible to tune it, I have not tried ;)

It's all calculated there in the report. Looking at the "expectation" of 1.12

And the size does not matter.

 
paukas:

It's all calculated there in the report. See 'mathematical expectation' 1.12

And the size is irrelevant.

I take it 1.12 is a coefficient of some kind, not points? Or am I wrong.
 
ZZZEROXXX:
Why not, we can compare absolutely any system without and with stops?
I always do better without stops, as long as it's on the tester.
 
ZZZEROXXX:
1.12 I take it this is a coefficient of some sort, not points? Or am I wrong.
17.97 - average profit per trade, not including losing trades, and 1.2 - average profit per trade in pips including them.
 
Tantrik:
the flooding has been deleted. (after 2004, the chart needs to be reversed)
I also encounter periods where it is necessary to "flip" the entry conditions against the TS. How does the market manage to flip completely?
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