Ward 6 - page 21

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Dr.Drain:

Assertion 1. If with all of your indicators and reasoning you fail to show profit in this geometry of experiment - you won't succeed in any other geometry, the market is guaranteed to fail. It is not even worth trying.

Assertion 2: If the core, which forms the decisions to "buy" or "sell" in this geometry of experiment "guesses" in such a way, that the probability of a deal closing on TP is much higher than the probability of closing on SL (even by a couple of percent) - what more do you need, here it is - the Grail.

I think if people think about it, the validity of both statements is obvious. The only question is whether there is a "core" making decisions with a "preponderance of probability" of at least a little over 50%.

Well thought, that's nonsense, I'm sorry.

1. If TP = SL, and 50/50, then the MO = 0. Winning under such conditions is impossible in principle. Either sizes or probabilities have to change to obtain MO>0.

2. There are people who have SL significantly less than TP and probability of SL less than 50 (they claim that systems with TP less than 75% are not considered at all). That said, they don't talk about grail. :)

In general, you have some strange arithmetic. You only have to lose a hundred quid a hundred times and win a hundred grand a hundred times to be happy. Notice, in this example, the probability of losing is less than 1%.

So, your original premise is not at all obvious.

 
Dr.Drain:
To be honest, I didn't understand what the author was trying to say. I reread it three times. Didn't get the point. Is there any thought in the quoted phrase? If so, please make it clearer. It is known that the only difference between man and animal is that he can formulate his thoughts with words. And the better he can do it, the more he differs.
Forget it, I meant the same thing as Demi, you sort of answered it already. Besides being closer to the animal state is much more comfortable for me, so I won't try.
 
Dr.Drain:
Once again. If X is above A, then A (price) is below X (filter) - buy. Exactly because I trade the price, not the filter. If the price is above X - sell. You probably just didn't read it carefully, it's obvious and there can be no question about it. And it's exactly "just above-below". Any additional considerations are shamanism with tambourine and trying to predict where the price will go in this particular case, which I am not going to do, but you, if you want - try.


Let me try to explain again - if it is just above-below, then the trade is opened when there is a difference between the filter and the price by the minimum number of pips, i.e. 1 pips?

And if the standard deviation, for example, in the analysed area is 20 pips, and the maximum is 60 pips? Maybe, all the same, not shamanism with a tambourine?

 
Dr.Drain:
You do not need to have MachCAD to do this. It follows directly from the ratio of volatilities when the condition of constant mutual interlacing of the price and the filter relative to each other is fulfilled. They do not move away from each other, they are always side by side, but the volatility of the filter is less than the volatility of the original price chart. This is simply because it is a filter. If the task were to create a lag-free curve noisier than the price chart, I would draw it with my left heel in a minute. This problem does not exist. So, if you know that price volatility is always, at any interval, greater than the volatility of the filter, it can be reformulated as follows: if there is some delta between the price and the filter, it is liquidated to a greater extent by the move of the price to the filter, and to a lesser extent by the move of the filter to the price. This is obvious, and it is a geometric representation of the probability preponderance.

What is missing at the bottom of this post is a standard MovingAverage stack that convincingly reinforces the theoretical base of the writer.
 
Dr.Drain has clearly moved to MathCade to make his filter into a coordinate system for "price". What he doesn't realise is that price knows nothing about his filter and therefore doesn't care whether it returns to it or not.
 
Demi:

".... the rule for opening trades is primitive: if X is higher than A - sell...." (C)
Thank you Demi, I corrected in that post. It happens. Described myself in an obvious thing. At the same time saying that I buy the pound so once it's below the filter.
 
Dr.Drain:
Thank you Demi, I corrected it in that post. It happens. Describing an obvious thing. At the same time saying that I buy the pound so once it is below the filter.


a typo, it happens.

You might want to think about the rules of entry - there may be a rational basis for it.

I at least use % of maximum deviation in the analysed area

 
HideYourRichess:

Well, that's a bit of nonsense, I'm sorry.

1. If TP=SL, and 50/50, then MO=0. You cannot win under such conditions in principle. Either sizes or probabilities have to change to obtain MO>0.

2. There are people who have SL significantly less than TP and probability of SL less than 50 (they claim that systems with TP less than 75% are not considered at all). That said, they don't talk about grail. :)

In general, you have some strange arithmetic. You only have to lose a hundred quid a hundred times and win a hundred thousand once to be happy. Notice, in this example, the probability of losing is less than 1%.

So your premise is not at all obvious.

If the SL and TP are not wounds to each other, then clearly the probabilities of achieving them are different. But the result (profit and loss) is also different (modulo). What good will it do me if the probability of the SL is only 0.1, if the loss from such an SL is bigger than the profit from 9 takeprofits reached with 0.9 probability? That's why they don't talk about the grail. About TP=SL. At "those people" the probability would immediately turn out to be 50/50 (without taking the spread into account). Winning under such conditions is impossible in principle, if trades are done randomly (by flipping a coin). If deliberately - why is it impossible? After all, the quotes flow itself is not an unpredictable random process. If the distribution of first differences represented, say, BGS, I wouldn't bother. But it has been shown for a long time (at least elementary, from the Hearst exponent considerations), that the quotes flow is generally speaking predictable. That's the physics of it. Otherwise everyone would have given up on it long ago. And if it is predictable and you open trades based on a competent analysis - you can achieve the probability of TP of more than 0.5. In your example, the average trader doesn't have enough money to be happy.
 
Demi:


I at least use the % of maximum deviation in the analysed area

I have used this idea many times with different tools. Generally speaking, it increases the probability of a TP. But not in all market phases. On average, there is actually no benefit in a very large number of bars. Mostly the benefit is concentrated in the flat and this concentration is compensated in the trends. It is easier not to think about it. There is no rational grain there.
 

You fantasise about probabilities in the market, meanwhile I am telling you about real people.

By the way, is Smirnov from https://forum.mql4.com/ru/10446 related to you by any chance?

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