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Then we will slightly modify the task, namely, we need to find an EA that randomly places orders by the "eagle-reckoning" principle in terms of their direction with TP=SL+spread+commissions+N pips.
see trailer. From the branch Avalanche by Murad Ismayilov. On this basis I am working on my variant, which I wrote about a few pages earlier in your branch "Indicator...".
The principle of avalanche or martingale is applicable when the probability of a positive outcome is close to 50%, but in the foreign exchange market this probability is much lower, I think, and if anyone knows it, please speak up.
See my posts from this page + look at the previous one in your thread.
This seems to be an adult, even claims to be a senior lecturer, but behaves like a whacko schoolboy. A normal person with a rudimentary knowledge of mathematics won't even bother to check - everything is trivial in calculation.
Docent, here are the Kolmogorov formulas for calculating probabilities assuming that price movement follows a Bernoulli pattern with a probability of 1 point change per tick up or down of 50%:
p(tp) = (sl - spread) / (tp + sl)
p(sl) = 1 - p(tp)
Where:
p(tp) - the probability of taking profit before the stop loss
p(sl) - probability of setting the stop loss before take profit
tp - size of TakeProfit in points
sl - size of stoploss in pips
spread - spread size in points.
So that you do not ask stupid questions, here is your homework: calculate expected payoff of your strategy in pips and spread in 1 pip.
Can you suggest an EA which sets two opposite orders with the same size, TP and SL at the beginning of a bar (for example, BAY lot 1, TP 30, SL 20 and NELL lot 1, TP 30, SL 20)? Please comment on this kind of strategy at random, if anyone has tested it.
He seems to be an adult, even claims to be an associate professor, but behaves like a schoolboy loggerhead. A normal person with a rudimentary knowledge of mathematics has nothing to check - everything is trivial to calculate.
Assuming that price movement follows the Bernoulli's scheme and there is a probability of 1 point change per tick up or down of 50%, here are the Kolmogorov formulas to calculate the probabilities:
p(tp) = (sl - spread) / (tp + sl)
p(sl) = 1 - p(tp)
Where:
p(tp) - probability of the take profit triggering before the stop loss
p(sl) - probability of the stop loss triggering before the takeprofit
tp - size of TakeProfit in points
sl - stop loss size in pips
spread - spread size in pips
So that you do not ask stupid questions, here is your homework: calculate expected payoff of your strategy in pips and spread in 1 pip.
You still haven't realised that the market doesn't give a shit about any probability calculations, even if they are derived by Kolmogorov.
Associate Professor, hire a tutor who can teach you the basics of mathematics. In the meantime, you can't even get a pass in this subject at a normal school.
It has been explained to you many times that you are constantly confusing cause and effect, wishful thinking (fitting) and reality (forward testing). However, this does not mean that probability theory or game theory does not work in the stock market, it just means that you are not sufficiently educated in mathematics to apply them in an applied field.
With a large number of trades, the probabilities of take profit and stop loss triggering are described quite well by the Kolmogorov formula. For example:
Calculate from the report:
Since the stoploss and takeprofit are 500 pips (five digits), respectively, the profit and loss amounts should be approximately $500.
Expectation, i.e. spread overhead in the report is $72.43 (spread over 72 points)
Let's calculate the probability of Take Profit using Kolmogorov's formula:
p(tp) = (500 - 72.43) / (500 + 500) = 0.42757, i.e. 42.757%
According to the report, we can see that the percentage value of profitable trades is 42.84%, i.e. there is an error in the third sign.
To make sure the results are scientifically correct, an Expert Advisor in source code, with the help of which the experiments were conducted, is attached to the message.
The experiments should preferably be carried out with the internet disconnected, so that the spread is fixed.
Assistant Professor,
Yura. You're awesome. Hats off to you. I thought you'd kill him (deservedly so).
I also wanted to ask where he got his high school diploma, even wrote it, then banned himself)
I also wanted to ask where he got his high school diploma
Who cares? In Tajikistan (and not only) there is a clear shortage of teachers. So even Sultonov is an assistant professor.
Yura. You're awesome. Hats off to you. I thought you'd kill him (deservedly so).
I also wanted to ask where he swiped his high school diploma, even wrote it, then banned himself)