Engineer Garin's Paraboloid - page 12
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Not really. A lock is a symmetrical lock. But there are also asymmetrical locks, so you can't equate them. A lock is a special case of a lock. Well, never mind, it's not that important. Could you still answer the question posed in my previous post? Is it more profitable to use a asymmetrical lock to reverse a position when trends change than to traditionally close the position and open the opposite one?
Lock, that's the translation from the Aglian word lock .... I can answer - the difference is the speed of opening a position: the rollover is faster in time. Whether it always leads to larger profits is a question: sometimes price rolls back to the stop after the signal. I practise a flip: if there is a signal, opening a counter position of an appropriate size and then equalizing the netting position.
You use it yourself and discourage others.
I'm not discouraging - read it carefully - I'm saying that lock does not give a stat advantage for trading - it's different ))))))) Use it if you like - I've written what I use it for. But it can also be done in another way and, by the way, the netting platform is more convenient - less operation to program.
And there is no difference between a lock lock and a closure. They are equal. The point of lock-closing is to "smear" the point of change of position direction. The point of this smearing is to decrease the amplitude of equity oscillations.
As for the commission (spread). It is simple. For each click on the buttons "Buy", "Sell" or "Close", we give half of the spread.
If you press 'Buy', you will give 1/2 of the spread; if you press 'Sell', you will give a half of the spread; if you press 'Close', you will give 0.5 spread. For each click on one of the three buttons we pay. And that is fair, isn't it?
If our position is "Buy", it does not matter whether you press "Sell" or "Close", if our position is "Sell", it does not matter whether you press "Buy" or "Close". Thus, we come to the understanding that "Close" does not exist(as if it does not exist); there is only "Buy" and "Sell".
And "simultaneous" pressing of "Buy" and "Sell" buttons is the peak of nonsense. It's a senseless loss of one spread. It is the same as buying currency in an exchange office and immediately selling it back. The result is minus a commission to the exchanger.
If you press "Buy" you give 1/2 of the spread, if you press "Sell" you give one second of the spread, if you press "Close" you give 0.5 spread. For each press of one of the three buttons we pay. And this is fair, isn't it?
Are you talking nonsense again? Look in the terminal as soon as you open a position!
Well, look at the picture, I have carefully drawn it for 15 minutes! What is it unclear?
Are you talking nonsense again? Look in the terminal immediately after opening a position!
Man, look at the picture, it took me 15 minutes to draw! What's wrong with it?
And where did you get the idea that half of the spread is taken off when a position is opened and not the full spread?
Better a link please, not your own fantasies.
And where did you get the idea that half of the spread is taken off when a position is opened, and not the full spread?
Better a link, please, and not your own fantasies.
All right, Alexey, I'll explain my fantasies on my fingers.
We have Ask, Bid and Market.
The market is in the middle between Ask and Bid.
We buy at the Ask price and give the market the difference between the Ask and Market.
Sell at Bid price and as a result, we give the market the difference between the Bid and the market.
We open an order at Bid or Ask price and as a result we give the market the difference between the Bid (or Ask) price and the market. Close an order at ask or bid price - give the market the difference between the ask (or bid) and the market.
Example:
We open an order. The spread is 13 points (new). We give 6.5 points to the market.
We close the order. Spread is 11 p. We give 5.5 points to the market.
The total result is 6.5 + 5.5 = 12 p. Commission.
And where did you get the idea that half of the spread is taken off when you open a position, not the full spread?
Better a link, please, rather than your own fantasies.
Alexei, it's a matter of terminology, nothing more. You can assume that half of the spread is taken at opening and closing, or you can assume that the entire spread is taken at opening and nothing at closing. Again, the result does not change.
Although according to the rules used to calculate equity, the spread is taken off immediately.