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♪ look what's happening in the account, it's beautiful ♪)
I thought it was really beautiful, and there's just a little bit of a flush and that's it.
when are you gonna start pouring?
I figured out where the grail is )))) we need to copy trades from the poured sanka account to ourselves with the reverse ))))
I know where the grail is ))))
Negral 2 from Alex.
As I wrote above, the most draining scheme is doubling the lot after each take profit. As a result, the depo is lost on the first stop loss. Example: the depo is 1; we catch 4 take profit and 1 stop: 1 + 2 + 4 + 8 - 16 = 15 profit minus 16 loss = -1. The depo is drained.
Reverse it according to sanyooooook's recipe
And observe the result of the simulation. Spread is taken into account (probability of a profitable trade is 45%, and the probability of a losing trade is 55%). Our goal is to calculate the chances of doubling of the real deposit due to multiple draining of the virtual one:
We see that the odds are increasing. For example, if we have virtual deposit = 100 quid, and real = 10270 quid, and we need 127 times to drain the virtual depo for doubling, having the probability of increasing the virtual depo in 128 times 0.0037, our chances are roughly 62%. Well we need to add to the calculation the spread on the real depo, which will eat up some of the profit each time. But, all in all, interesting.
I, as a troublemaker in the thread in the last few hours, am obliged to rehabilitate myself. I've poked around on the internet for a solution to the following problem. We flip a fair coin before the first crest appears. What is the mathematical expectation of the number of times we flip it before reaching the crest? Or, how many times on average will we flip a coin before reaching the first coat of arms. Applying this to Negral-2, read: for how many trades on the average we will lose our virtual deposit (remember, I suggested to open with such a lot, that the deposit will be doubled each time we reach take profit, or will be lost at the first stop). Why do you need to know that? As I said, the spread on the REAL depo eats up some of the profit when the virtual is drained, and the more steps the virtual lasts, the more the spread will eat up the profit because of the huge lots. We need to estimate on average how long the virtual will hold, and hence how much we will earn on average when we drain it.
I will continue in about 10 minutes. The final solution is going to be an interesting one.
Continued. For a fair coin, the average number of its rolls to the first coat of arms (before draining the virtual deposit) is 2. (Details of calculations here: http://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/Chapter6.pdf)
Our coin is not fair, because due to the spread - which we take as 10% of the corridor - the probability of reaching the take is less than the stop and is approximately equal to 0.45. The stop in our case is the crest.
Our coin will have 1.8 rolls - MO number of steps before the virtual depo is drained. Let's round it up to 2 for simplicity.
This means that having a virtual depo equal to 1, profit before the first take equal to 1, with successive take and stop (2 steps), on the real depo we will have:
- 1 - 2 spreads = -1 - 0.2 = -1.2.
+ (1 - 2 spread)*2 = (1 - 0.2)*2 = 0.8*2 = 1.6
-1,2 + 1,6 = 0,4.
So, from the withdrawal of virtual deposits we have the average profit of 0.4 for 2 steps on the real account.
Thus, for example in order to double 10 000 on real, we have to drain 10 000 / 0,4 = 25 000 virtuals.
In doing so, we consider the probability that the virtual will not reach 10,000, otherwise the real will be drained. Put this calculation into the table...
thought it was really beautiful, and there was just a faint flush and that's it
when are you gonna start pouring?
), was said with the hope of knocking down a flame of flooding ), but the explosion was not very powerful )
Part of the forum population did go and see it )))