Grail indicators - page 11

 
avtomat:


One more clarification, Yusuf.

Am I writing down the E function correctly? Is there any mistake?

This is correct. Check: E(c) = P(c) + H(c).
 
borilunad:
No! 200 from 0.01 in a normal account! Leverage 500.
2000$ from 0.1, leverage 200 - parameters of a real cent account.
 
BeerGod:
What's the problem ? 200000 = 0.1lot 20000 = 0.01lot 200$ in a cent account.
2000$ 0.1 lot in a cent account = 200000Z
 
Mathemat:

No problem - apart from the fact that Yusuf has already written that the lot size should be constant and about 0.1.

Well, with a 200,000 deposit and a very small for that deposit (0.1) the relative drawdown is 20%. It is too much. This drawdown at the same 0.1 lot is more or less acceptable at a hundred times less deposit.

P.S. I understood why such 0.1 lot is needed here. Yusuf says that sometimes up to 85 positions are opened. Here they come up, two orders of magnitude...

Positions were up to 850 and total lot, up to 85. maximum drawdown is about 10% and relative drawdown is about 20% in 4.5 years, I think it should be ok. I'm wary of the horizontal section on the balance/equity curve over the last year. Those who think the market character has changed compared to 2009-2011 are right.
 
 
 
avtomat:

Take the integration limits as 0 - t/t, then E and B(c) will vary between 0-1. The reason for the appearance of (-2) is this.

Performed check: E(c) = P(c) + H(c)?

 

We note a very interesting behaviour of the function B(c), the transition process of which takes place in the area of negative values. Figuratively speaking, the future is already conceived, developing, preparing to enter the real world, but not yet manifested in it.

 

Fix time t, fix time tau1 (commensurate with t) and tau2 (slowed down by a factor of three), -- observe the nature of the effect of the parameter n.

 
yosuf:

Take the integration limits as 0 - t/t, then E and B(c) will vary between 0-1. The reason for the appearance of (-2) is this.

Performed check: E(c) = P(c) + H(c)?



I will make such changes.

.

But maybe there is something to this after all... maybe we don't need to change the integration limits... I'll do it - we'll see.