Practice testing, reflection, discussion... - page 9

 
prikolnyjkent:


No, it's a martin, but not a flip...

What I'm doing is to find out why there are no winners among MARTINGALE and ANTI-MARTINGALE players. After all, if martingale ironically lose, then anti-martingale - must just as ironically doubled ...


1. count spread, which eats anti-martingale on 6-7th knee with an initial lot 0.01

2. pure anti-martin can only be implemented in a market where the limiters work properly (limit to buy on Beer, and limit to sell on Asc), this market should be liquid (I mean that your limit of any size will certainly be bought instantly).

No, this is a Martin, but not a flip. 3. When you move to one side, your system will slowly shift the spread, 10 cycles in one direction and the system is 20 pips away from your profit.

 
moskitman:

1. You open a trade on ASK and your "mirror partner" on BID. The close is exactly the opposite. This is already a difference of two spreads...


No, I mean the opening and closing by the same quote values for bid and ask.

Of course, there will be some order failures.

But, since opponents of some TS claim it is COMPLETELY DISCOUNTED, the "mirror" will manage to wind up half of this amount in profit (losses due to spread and differences between brokers are not that critical).

 
moskitman:
Nope. And I won't.


You're welcome! :-)


The amount of moneyinvolved is already significant...

 
prikolnyjkent:


You should have posted the statement somewhere, it would have been more interesting.
 
sanyooooook:
You should have posted the statement somewhere, it would have been more interesting.

There would be a clear table of deals on the experiment. Everything will be perfectly visible...
 
sanyooooook:
You should have published the statement somewhere, it would have been more interesting.

+ In general, it would be possible to make 2 accounts - by forward and reverse ("mirror") TS!

ETHAN IMHO it won't be interesting... :-) It will be rubbish...


 
prikolnyjkent:

There will be a clear table of deals on the experiment here. Everything will be perfectly visible...

Will you have to keep track of order triggers (trading criteria) in the history itself when viewing the table?

 
prikolnyjkent:

There will be a clear table of deals on the experiment. Everything will be perfectly visible...

when will it be?

When will it be finished and will it be possible to correct the result? )))

 
sanyooooook:

when will it be?

When will it be over and will it be possible to correct the results? )))


What's the point of me correcting the result if:

- Firstly, I'm not proving anything to anyone here, I'm just checking the validity of your own claims for all to see;

- and secondly, I'm posting the signals FOREVER. And anyone can scribble a couple of numbers on a piece of paper, and then shove it in my face if he notices a fraud.

So that's it...

 
prikolnyjkent:


What's the point of me tweaking the result if:

- Firstly, I'm not proving anything to anyone here, I'm just checking the validity of your own claims for all to see;

- and secondly, I'm posting the signals FOREVER. And anyone can scribble a couple of numbers on a piece of paper, and then shove it in my face if he notices a fraud.

That's all there is to it...


That's not the right approach.

That's all there is to it.

That's it, IMHO!