and wandering around randomly again... - page 16

 
Gorg1983:

guess the date when it happened?

You can... It doesn't change anything for me: you have ridicule, I have profit
 
Vladimir:

Догадываюсь, что словами "колокол распределений на форе" обозначено распределение выборочных частот размера тиков в случае 4-разрядного котирования. Дает это немного, но может стать основанием для последующего анализа - где искать прибыль. Часто об этом не задумываются, ищут там, где светло. Если посмотреть пошире, считая не тики, а количество движений на 10, 20, 100 пунктов, то выясняется, что их число (например, за 5 лет) пропорционально корню квадратному из размера. Сумма прибылей от всех сделок за 5 лет, естественно, пропорциональна их количеству. Написать формулы несложно.

Теоретическая максимально возможная прибыль найдется в месте, где прибыль в одной сделке составляет около двух спредов. Вообще-то и без количественного анализа люди это чувствуют, отчего и занимаются скальпингом.

Олег avtomat

:


"Writing the formulas is not difficult" -- since it is not difficult, write it down, if you please. Very interesting to see those uncomplicated formulas. (Don't even question their proximity to reality yet)


What theory points to this and substantiates it? Or is it just your speculation, to put it mildly?

The formulas requested are:
n(PL) - number of trades with profit size PL excluding spread and commissions over time T = 5 years
SumPL(PL) = n (PL) * (PL - Spr) - total profit of these trades including Spr spread. Proportional to n


Not requested formulas.
Theoretical maximum possible profit - the one which is reached in the reverse trade at constant full
the deposit is always fully utilized; Buy trades are opened at Ask minima and closed at Bid maxima with an immediate opening of
Sell. With full anticipation of any future. That is why it is theoretical.

t - average duration of one trade, t = T/n
The fact of proportionality of the oscillations range to the root of time
PL = k * t^0.5 (1)
I myself have determined it a long time ago by my own analysis of 50 billion collected ticks. Many years later I found out that
fact is used by others. For example, here:
Katya Savkina's corridors from 1 "B" http://forum.forexpeoples.ru/showthread.php?t=42016, formulas in column M
KCS.xlsx table from the KCS.zip archive attached to post 5 of 14.01.2015.

From (1) it follows that
SumPL(PL) = k * t^0.5 * (PL - Spr) (2).

Further from (1) t = PL^2 / k^0.5; n = k^0.5 * T / PL^2; from (2) SumPL = (PL - Spr) * k^0.5 * T / PL^2.
Let's express target of PL trades through spread: PL = z * Spr, then
SumPL = (1 / z - 1 / z^2) * k^0.5 * T / Spr (3)
In (3) the constants k and T are independent of PL, to calculate the maximum SumPL by PL we have to equate the derivative of
of expression in brackets (1/z - 1/z^2) which is equal to -1/z^2 + 2/z^3 and zeroed out at z = 2 when profit in trades equals
2 spreads.

Коридоры Кати Савкиной из 1-го "Б"
  • 2014.12.09
  • i1
  • forum.forexpeoples.ru
Все что я хочу тут написать относится скорее к анализу рынков, нежели к прогнозам, хотя, в некоторых ситуациях этот индикатор помогает подтолкнуть мысль в нужном направлении. Если бы это был форум...
 
prikolnyjkent:


You will not have enough profit capacity if you use only one source of profit in the compensator.

Of course, I am not claiming the latter truth, but I had to "squeeze" profit out of the movement in three ways at once, so that it would be enough for a quiet trade during the reversal of the price.

I can only wish you to find a better way than I did. Otherwise, the compensator will not be able to handle a pullback.


One source is the compensator, the second source is the second grid and the third source is not clear yet).
 
 

naive people...) "You can make money on forex" Doesn't that phrase make your ears hurt? You can make money with your labour: intellectual or intellectual... People give their money for goods or services provided by the provider... That's how the economy works...

a bakery-cafeteria earns money by providing something useful to people, such as fresh croissants and well-brewed coffee...

Who will pay you for pushing buttons at home?... Who do you benefit from, who will feed and water you every day?

even if you happen to get lucky at the forex casino, what makes you think that the DC or liquidity providers will pay you ...?

they will turn you inside out but they won't give you the money on a silver platter....you know why? because it's their money, it's their feeding trough and their business is not to feed you but to make money off you...

 
khorosh:
One source is the compensator, the second source is the second grid, and the third is not yet clear).


No, dear... This compensator has three mechanisms, each of which siphons off profit from its specific price movement characteristic.

The grid is not part of the compensator in any way. The grid - it works for the martin part of the system

 
but you know, to avoid questions like what are you doing here then, i will say this: there are ways to make money in forex...and that way is by providing services to naive people willing to pay for a dream and hope...i'm talking about signals...becoming a provider is a lucrative business...of course it's all nonsense, but if you make a good wrapper there will be demand for it, although any signal is essentially nothing... but for savvy providers a real paradise....
 
nowi:

naive people...) "You can make money on forex" Doesn't that phrase make your ears hurt? You can make money by working: mentally or intellectually...


Wait,...the currency rate really fluctuates, or it does not?
 
Maxim Dmitrievsky:

What is the point of taking some other random process similar to which may not be repeated in foreground or may not be repeated soon


the point is to build a model...and generate an infinitely large sample.....

but since randomness is not the same as randomness, you first need to study real data to know the distribution parameters of a particular instrument and make a model based on this data...and based on the model you can accurately determine the potential of any system and there will never be an issue of insufficient statistics....

 
prikolnyjkent:

Wait... does the exchange rate really fluctuate, or not?


it fluctuates...

and also the roulette wheel is spinning ...and wha...

and so does the drum in the field of miracles...