learn how to earn money villagers [Episode 2] ! - page 15
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Look at this process in a more holistic way.
Logically, adding to an open profit or loss position is impossible. The point is that logically it is impossible to increase the size (lot) of a profitable or losing position.
You can open a position in the same or opposite direction as the previous one, but it will be another position. At the same time, several positions can be considered as one position, but this combined position
will have different properties, for example - the property of non-linearity. Or otherwise - to consider one position as several positions.
Look at this process in more detail.
If we think logically, then the adding to the open profitable or losing position is impossible. The matter of fact is that logically it is impossible to increase the size (lot) of a profitable or losing position.
You can open a position in the same or opposite direction as the previous one, but it will be another position. At the same time, several positions can be considered as one position, but this combined position
will have different properties, for example - the property of non-linearity. Or otherwise - to consider one position as several positions.
Have you read "New Trading Dimensions" by Bill Williams - he specifically gives the concept of fractional (not to be confused with the averaging) orders following the trend and describes his TS. You may read it. Purely based on his signals - I wrote an owl. I agree with him that profit of trend-following TS depends directly on the volume and amount of scaling-in orders regardless of the order of their use: both on a pullback towards possible continuation of the main trend and on a breakdown of hips during buy and low entries during sell investments from the profit zone.
The notion of price averaging according to Gerchik's and Elder's works implies market entries from the loss area to bring the total position (start position + averaging) more quickly to the profit area than if you have only the start position and wait for the price to profit when it enters a loss immediately after the opening of a market order.
I don't want to argue about concepts, it's useless, everyone has different ones.
I don't want to argue about notions, it's useless, they are different for everyone.
That's understandable - the point doesn't change. The FAQ correctly notes that the end result is a kind of so-called smeared entry point into the market. Translated into Python terms - the final cumulative position...
The question is: the process (search) of the optimal for the chart equity smearing of this very aggregate position... :-)
That's right. Everyone has their own ideas. Sometimes they coincide. You and I have the same concept of trend/float in the context of zzz.
Everyone has their own understanding of the market, but when communicating on a forum you can only understand each other if you use common terminology, otherwise there is no benefit in such communication. It will have the fate of the Tower of Babel.
I completely agree with you. It is necessary to come to a common denominator in definitions (especially when they already exist) and then deal with them...
Everyone has their own understanding of the market, but when communicating on a forum you can only understand each other if you use common terminology, otherwise there is no benefit in such communication. The fate of the Tower of Babel awaits.
I agree.
And Dimitri... don't listen to any of the Avalanche and Ilanschiks.
I, as an apologist and creator of the current trend in forex trading - in my time showed - How this way you can earn tens of thousands of dollars in a few months ...
But - although my followers have seen my statements and tried to copy the system - creating Ilana and the like - But ... they missed an important but unnoticed nuance...
which I won't mention :-) as I did back then :-) - without which they run a great risk of losing their money :-)
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So - Dimitri - you'd better stay out of that topic for now... without the second part of the martingale strategy it is a very high-risk method....
First of all, in the picture above, the lots are added or subtracted sequentially. But lots can overlap, or even have a gap between them.
And the second omission in my opinion is that martin is applied based on a linear sequence of events. it does not take into account the application of martin through, say, an event, or through a certain unnecessary series of events. And the probabilities of these events are initially assumed by many to be the same.