Not the Grail, just a regular one - Bablokos!!! - page 272
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You've written a lot, you've written a lot. There's a lot to write about. I recommend those who are lost to begin with the basics, they are here. Here is the exact quote (I was not lazy to find it): "Superposition is formed by trading with a set of spreads at the decision point". It's all been explained to you. Experiment. Who will do it for you? The idea is that investing in one position you risk the most, and splitting it between a group (series) you will always be in a better position. It's obvious. The cost of a mistake is reduced. Some synthetics go down, others go up, but together they go up. It's almost unrealistic. Don't forget that the moment of entry is not nothing. Timeframe may be anyone you prefer. And then it is up to you. If no steps are taken towards the goals - it's just daydreaming. But when you find the grail, and involuntarily a question arises. Is there life after the grail? Emptiness? Illusions. One who has gone through it will cease to be himself. In small steps. Don't rush to squeeze everything out of yourself. As long as there is purpose, there is movement. Not interested in settling for "small meanings" without having a global one. Oh these eternal intellectual speculations.
Gentlemen, hello there ! )
Can I ask about the Euro/usd forecast on your sine or dablocos.
Buy or sell? If you can - tell me more from where .
Thank you!
Am I correct in assuming that the superposition principle is the resultant vector of motion at every point in the system? The system can be of any kind - electricity (resultant vector of motion of charges/electrons), mechanics (resultant vector of motionof objects), etc.
Take the same sine waves. By adding one sine to another, the result is the sum of the sines. Knowing this sine and analysing the period, then you can find the decision point.
Kick me if I'm thinking wrong!!!
Am I correct in assuming that the superposition principle is the total (average) vector of motion of a system? The system can be of any kind - electricity (resultant vector of motion of charges), mechanics (resultant vector of motionof objects), etc.
Take the same sine waves. Adding one sine to another, the result is the sum of the sine. Knowing this sine and analysing the period, then you can find the decision point.
Kick me if I'm thinking wrong!!!
Your version of the superposition is an option! But there are several such options.
For example...
Option one: first open one portfolio at the decision point, after a certain time another portfolio and so on.
Option two: We open several portfolios at the decision point.
Option one: first open one portfolio at the decision point, after a certain time another portfolio and so on.
Option two: We open several portfolios at the decision point.
In the picture above it is exactly the opening of a bundle of portfolios from the opposite point of the resultant sine wave in the direction of the trend after the normalized channel, assuming that the sine wave is repeated by at least 60%. i.e. - "option two".
Regarding option three, the sine fracture. So I'm not saying that the sine movement will be repeated by 100%. On the contrary I affirm that such an outcome of a fracture may well occur. And it would be suicidal to work without stops.
But what is the probability of such an event (break) in the trend direction after the normalized period?
Besides the sine wave was an example of explanation of the superposition principle. I.e. seeing from my point of view the principle of superposition. I mean, everyone's googling it, but no one can give me a good hint, or... or... doesn't want to.
But what is the probability of such an event (a break) in the trend direction after a normalized section?
The probability is high, it depends on the market, sometimes it works for a week like clockwork and sometimes it breaks every day during a month, for example.
If I have a signal to buy, I also enter by sinusoid, in this case it is the same for me, and entering by sinusoid at this time allows to enter more accurately and with smaller drawdown, and reliable third-party signals as a filter for the sinusoid, if the market breaks it at this time, it turns out as a "swerve" in the wavy, ie the market gives the opportunity to get a better entrance price and larger profits. And it itself can break and go in a strong trend in the other direction. In other words, the sinusoid itself is nothing for the market, it just shows the real-time market condition, but what it shows can change in any second.