Making money on forex is impossible - page 41
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it doesn't work. Here's the gridhttps://www.mql5.com/ru/code/8684 has been lying around for a long time. Its purpose is different. I got a kick out of it when I was able to build a non redrawing brick. In the standard renko, the last brick can change colour. I don't. A side effect of such construction (not the main one), but also interesting, is that you know the colour of a candle at the moment of its opening.
Interesting, though.
What is the average lifetime of transactions in your TS on ticks?
is not working out. Here's the gridhttps://www.mql5.com/ru/code/8684 has been lying around for a long time. Its purpose is different. I got a kick out of being able to build a non redrawing brick. In the standard renko - the last brick can change colour. I don't. A side effect of such construction (not the main one), but also interesting, is that you know the colour of a candle at the moment of its opening.
Sergey, hello, what is the strategy based on?
That is probably how it is. This is for one month. )))
These are dreams, but the point is right.
I'm torturing the arbitrator for now. The main thing is to minimise risk by any means. That's what makes it possible to increase profits.
Also Yusuf claims that the higher the drawdown, the higher the profit. Of course he is wrong, because great drawdown should be first converted to zero, and then to profit.
I.e. profitability depends on going into profit as quickly as possible and taking as little risk as possible, which allows you to invest as much money as possible in trading and not flinch...
These are dreams, but the meaning is right.
...
Focusing on the result of hrenfx? )
I have my own benchmark of 50-100
The most important thing is the lack of type filters:
The profit factor should be greater than one.
This is where you need to start on the minutes as well.
If you can hold out for three years, it's a good way to win.
Not building a system on renko in the code did not work even in my head, because spread has already eaten one brick, plus its flips, which in total gives less bricks of a trend period. I.e. sooner or later, the profit condition above will lead to overshooting, with possible subsequent draining with a loaded order volume per lot.
Now let's take arbitrage, even on hrenfx. The point - there is no longer a drain, because if one pair loses, the other one finds. And they do not go as smoothly as in the lot. Of course it is always the swap that destroys everything in such combinations. That's why the third factor is speed, which is minutes or even better - ticks.
Interesting, though.
What is the average duration of deals on ticks in your TS?
I'll try to answer. Many believe that if one analyses ticks, one makes very short deals. This is not true. Ticks are needed to build "correct" digital filters (DF), as it is written about them in all books and textbooks. After all, there are a lot of radio engineers here, those who have studied digital signal processing (DSP), etc. If anyone can find a DSP textbook that says the raw data stream must be converted into a candlestick before analysis .... I will throw my degree in the trash.
I've been studying the market too, I've tried different indicators, candlesticks, mythical paternas, etc. until I realized that I have to use what I've been taught, what I know very well. I've been doing radar (the science of shooting down airborne targets), so there are a lot of algorithms and mathematical models that allow you to predict, in my case it's called the best guess point (BEP), it's at this point the missile is launched. There is a prediction of where the object will be after a certain period of time...
So in these algorithms, they use what you all know. What we were all taught in school. Path, velocity, acceleration (first second derivative, etc). Any of you can solve the problem. Given a car (scooter, pedestrian) is moving along a road with a speed of 5 c.u. and an acceleration of 1 c.u. Where will this scooter be in 5 minutes ?
And I started this thread https://www.mql5.com/ru/forum/105740 7 years ago. There are formulas there I posted them exactly. Any movement (and quotes do move) can be described by SRD (stochastic diff. equations). Stochastic means there is noise there, it needs to be removed. filtered out.
So in none of this theory there is no such thing, that would first make transformation in the form of candles and make measurements (estimation of acceleration speed of object at the end of candle, roughly speaking once per hour or day) this is bullshit, you cannot use candles, they distort information, and distort very well. The source material is tics. They are the ones to which mathematics should be applied. The same MA does not matter what to input, one can use candlesticks or ticks.
A simple example. Let's take one and the same trading system. Intersection of two Ma's. And we optimize it to the hilt. We feed one of them with one-hour candlesticks clowz (24 points in total) and try to profit from it. And in the second case, the ticks for these 24 hours and also optimize to the hell.... Which system will bring more profit? Which of these two systems (or rather a system of one tick crossing, the input data is slightly different, undistorted) will have a smaller drawdown .... the answer is obvious.
That's why I'm fiddling with ticks. I apply different mathematics to this series of data. In particular the same Renko, it's a digital filter that highlights the movement. A lot of people have written and noted correctly, the market may stay in place for half a day... As long as it is inside the brick, we do nothing, a new brick appeared, let's think.... This is only a small part of the trading system, but it is important.
I will return again to the example of two MA crossing (in its place may be your any system, the one you have been working on for years). And a simple example is a buy signal (they crossed)... If the signal is green, you may buy it, but if it's red ? Maybe it's more logical to wait until it turns green I mean brick))) and buy it at the minimum ... Because it's simple and logical, we wait for the end of the pullback and buy from the minimum (and on the candlesticks, you can not see this minimum, you have to wait at least until the candle closes, but here it is immediately visible, clear and beautiful....
And now to the average holding time. The longest one is almost half a year here this deal from the beginning to the end https://www.mql5.com/ru/forum/126769/page429#369908 The deal was opened in May and closed in September. In the process of its development I have been investing on the highs (from level to level with small stops). It was a very good trade, all the time sitting in profit and dividing profitably...
But not all the TCs are like that. There is an arbitrageur in Russia (2-3 transactions per day). There is an arbitrage in America, between pork and beef, where there are 2-3 weeks worth of transactions. On SME S&P500, there are only intraday deals through the night. My trade on futures on RTS Index is now 2-10 trades per day (sometimes I try scalping). I try to decrease this number. About 2-3 years ago I used to make 200-300 trades per day, but it is exhausting. Best way is to open position, then go to profit using the smart method, but market does not let me take profits often.
So it is like this.
I will try to answer. Many people think that if one analyses ticks, one makes very short trades. This is not true. Ticks are needed to build "correct" digital filters (DF), as it is written about them in all books and textbooks. After all, there are a lot of radio engineers here, those who have studied digital signal processing (DSP), etc. If anyone can find a DSP textbook that says the raw data stream must be converted into a candlestick before analysis .... I will throw my degree in the trash.
I've been studying the market too, searching for indicators, candlesticks, mythical paternas, etc. until I realized that I have to use what you've been taught, something I know very well. I've been doing radar (the science of shooting down airborne targets), so there are a lot of algorithms and mathematical models that allow you to predict, in my case it's called the best guess point (BEP), it's at this point the missile is launched. There is a prediction of where the object will be after a certain period of time.
.....
The preemptive action is firing an unguided projectile/missile at a more or less linearly moving target, while the forex bastard is actively maneuvering and throwing out false targets ))))
The first thing to do is to shoot an unguided projectile/missile at a more or less linearly moving target, and the forex bastard is actively manoeuvring and throwing out decoys ))))
On an aircraft there is such a system Birch STR. Pilot knows that he is hit by missile, do you think he knows that he is hit by missile and flies smoothly and in a straight line? )))
It's like the devil in the frying pan, and it throws out false targets like hell, it wants to live very badly. Ukraine shows that we are very good at making such algorithms and have done a good job on them, and I am glad that for many years I headed the research laboratory (the best in Russia) which dealt with these algorithms among other things.
That's the way it is.
I see. This is exactly the kind of thing I did over the weekend, i.e. you have to sell three bricks higher and buy one brick lower, etc. I.e. always sell at the top and buy at the bottom. But I did without the renko, i.e. just certain price levels that are always the same. You don't really need an annco, do you?
But about DSP - not really, where is it? ....
I.e. if you subtract from one signal ( timed or shifted by a tick or more!!!) the same one or do something else with it.... These operations are not observed...
....
But about DSP - not really, where is it? ....
....
Any indicator that we all use is DSP. Also MA, in scientific terms DSP theory is a low-pass filter...
You receive digits, you do something with them (add, multiply, etc.) you process them. But you have to do it not just for fun, you have to do it with a purpose. To isolate a useful signal. This is DSP. A big huge theory, with such notions as spectrum, Kotelnikov's Theorem, etc. is a very big and serious science. Thanks to it we have computers, radio, television, cellular telephones, etc.