Thoughts on the random - page 8
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What's the benefit of that? After all, if the TS can't predict the direction of a move, then its outcome statistics will have the same degree of randomness as the initial quotes. Of course we can increase Saiza hoping that "the next trade will be successful", but when it actually happens - no one knows. And by the way, why 49 and not 50?
About 49 and not 50 is for the spread.
And if your outcome statistics are replete with areas where you don't know WHEN the direction change occurs, doesn't an appropriate method for managing position volumes that takes advantage of this feature of the data come to mind...?
I agree.
The analysis of position volumes should be started when there is a system with positive MO on a constant volume of positions. This is the starting point and should be used as a starting point.
Volume analysis can only be started when the outcome stats ROLL around the 50 mark.
In any other case, it is clear as day, where to open...
I agree.
The analysis of position volumes should be started when there is a system with positive MO on a constant volume of positions. This is the point of reference, it is necessary to start from here.
There is one note here.
Volume management of the lot is one of the inputs of the TS.
If it (volume) is selected based on the context of the current market situation (for example, on another (older) TF)
The "irony" may not be strict.
Spread can be different, including dynamic, and I think it is more reasonable to consider it separately, and take 50 as an average.
Nope, I don't. Unless it's a martingale, but that's been clear for a long time.
By the way, it's probably a bicycle invention, but I've split lot management into two independent mechanisms, one is part of the TS (based on the current context), the other is MM in the classical sense, according to balance parameters.
By the way, this is probably an invention of the bicycle, but I have divided the lot control into two independent mechanisms, one is part of TC (based on the current context), the other is MM in the classical sense, according to the balance parameters.
Everyone invents a bicycle to suit their own convenience and anthropometric features of their physique).
It also seems right to me to work according to the scheme you describe.
Spreads can be different, including dynamic spreads, so I think it is more reasonable to take them into account separately, and still take 50 as an average.
Nope, it doesn't make sense for me. Unless it's a martingale, but everything has been clear for a long time.
I prefer anti-martingale (if I may say so) for this case... And to open - in the opposite direction from the direction indicated by TS...
By the way, this is probably an invention of the bicycle, but I have split the lot control into two independent mechanisms, one is part of the TC (based on the current context), the other is the MM in the classical sense, according to the balance parameters.
Prikolnyjkent: The average length of the maximum continuous series of losses per 1000 trades is about 9. Is that enough?
By the way, I've been trying to really reinvent the real bike. In this bike, the legs don't describe a circular movement, but only push down, creating as much torque as possible, avoiding hitting a dead spot, but I never finished. It's easier to get "uphill" with this bike. But the speed is lost, so I abandoned it.
http://odessa.kp.ua/daily/180112/320442/
and http://www.findpatent.ru/patent/225/2258625.html
Comrade, before inventing, look for the original.