Not the Grail, just a regular one - Bablokos!!! - page 118

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Joker:

Well, has anyone else solved the riddle of Bablokos the topicstarter?


(Second day of testing unraveling on the real thing):


114659538 2012.09.24 14:17 buy 0.01 audusd 1.03976 0.00000 0.00000 2012.09.24 19:07 1.04140 0.00 0.00 0.00 0.00 51.09

114664252 2012.09.24 16:09 buy 0.01 nzdusd 0.82046 0.00000 0.00000 2012.09.24 19:08 0.82125 0.00 0.00 0.00 24.61

114670866 2012.09.24 20:24 buy 0.01 usdcad 0.97973 0.00000 0.00000 2012.09.25 14:41 0.97960 0.00 0.00 -1.37 -4.12

114670811 2012.09.24 20:21 buy 0.01 eurusd 1.29259 0.00000 0.00000 2012.09.25 14:41 1.29347 0.00 0.00 -1.09 27.31

114670820 2012.09.24 20:22 buy 0.01 audusd 1.04144 0.00000 0.00000 2012.09.25 14:41 1.04316 0.00 0.00 2.49 53.38

114700428 2012.09.25 14:50 sell 0.01 usdcad 0.97933 0.00000 0.00000 2012.09.25 19:20 0.97770 0.00 0.00 0.00 51.62

114700414 2012.09.25 14:49 buy 0.01 usdchf 0.93504 0.00000 0.00000 2012.09.25 19:21 0.93479 0.00 0.00 0.00 -8.28

114700409 2012.09.25 14:49 buy 0.01 eurusd 1.29299 0.00000 0.00000 2012.09.25 19:21 1.29477 0.00 0.00 0.00 55.09



The topiksteamer had 4 pairs open at the same time, in this state it's different. The topekstarter used different volumes, and here they are all the same. So this example has nothing to do with the riddle of the topicstarter.
 
AndEv:

The topiksteamer had 4 pairs open at the same time, in this state it's different. The topekstarter used different volumes, and here they are all the same. So this example has nothing to do with the topikstarter's puzzle.
I did change the strategy to avoid taking huge risks and to be able to increase diversification/reduce drawdown and increase the frequency of refinancing. The topitemmer's equity is flying very dangerously for the depo without it, I don't welcome such things in real work ...
 
Joker:
I did make changes to the strategy so as not to work with huge risks and to be able to increase diversification/reduce drawdown and raise the frequency of refinancing. The top-starter's equity is flying very dangerously for the depo without it, I don't welcome such things in real work ...
and the topitigator claims 0.5 - 1% drawdown ...
 
YOUNGA:
and the writer claims a drawdown of 0.5 to 1%...
on the balance sheet, not on equity. In terms of equity, there is a quarter to half of the equity drawdown and an entry with a 100% deposit load
 
you will also be posting things taken out of context
 

No, I don't. Just checked and confirmed the functionality of the threads that caused the showdown with the moderators here.

PS.: A life-long sceptic, but I love solving riddles :)

 
Joker:

No, I don't. Just checked and confirmed the functionality of the threads that caused the showdown with the moderators here.

PS.: A life-long sceptic, but I love solving riddles :)


You seem to like guessing, too.
 
Lastrer:
Oh, my gosh, the mosquito has understood pair trading and compared it to the correlation. Bravo, a big round of applause. What do we get out of it?

Are you interested? I can suggest to saw this pair trading in combination with the modules of increments, because their direction does not play the role in the pair trading and it is the modules that work. Here the shares at the incomplete divergence from the normal correlation for the pairs may be useful. They will return to "normal" anyway, so you may surely go long while the pairs are "spread".

saw, Shura... ©

 
Perhaps it is time to move from all this terver and the property of increment moduli returning directly to DSP. Actually the property of increment modules tells us to look for places where we may insert stop lower than profit with keeping probability of direction 50/50 (I drew a picture of similar patterns for example but deleted it, so please do not be sorry) and when controlling mm we should also adjust price. Some kind of bandpass filter with modulation in the form of difference between profit and stop.And one big movement can be divided into small pieces... and take a bite out of each piece. I was thinking what is a ts, it works according to settings on which it is built, i.e. one and the same ts may be at 1tf, but it may be at one week. It's like wipers, you may work with 20 and 50 crosses, and you may work with 100 and 200. If we work with stops, and from the places where we can take this small stop, we can also start somewhere else. Or, we set the modulation, say, for a 10 ppt stop, obtain an equation for that non-linear filter and then apply the same modulation to that equation and again, until certain curve properties are reached. And so on separately for each modulation. Or, alternatively, we could do a run on all modulations at once. So we have divided the quotes by bandpass filters. But of course it's better to trade using each band separately, and we may also get false signals at one or another frequency (i.e. stop triggers). That's why we have to find a compromise between bands that are adjacent in frequency. And so on, until you get a more general outline. Anyway, that's not the point, Question. What would it look like in the language of digital filters?
 

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