and wandering around randomly again... - page 20

 
Dmitry Fedoseev:

The nonsense is endless... now a red line of some kind...
You call bullshit anything you're not familiar with?
 
prikolnyjkent:

So the movement of the "red line" is precisely at the expense of real money, which the Compensator (if you successfully make it) will be able to supply you with in due time.


You have probably already beaten the casino and now you are trying it out on Forex?

Commendable;)

It looks like a gamble to me. Maybe some people will get lucky scientifically. I don't argue.

Practice suggests otherwise.

 
khorosh:
Are you calling everything you're not familiar with bullshit?

Don't be ridiculous.
 
Uladzimir Izerski:


You've probably already beaten the casino and now you're trying out forex?

Commendable;)

It looks like a gamble to me. Maybe some people will get lucky scientifically. I don't argue.

Practice suggests otherwise.


At the casino there is no guarantee of fair play.

In Forex I can at least compare my quotes with what others see.


 
Vladimir:

The formulas requested are:
n(PL) - number of trades with size of profit PL excluding spread and commissions during 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; the 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 need 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.


Such theoretical pile-ups are not worth a bollock. (by the way, could you please make your calculations look understandable? if not, i can help you with it)

Only practice is the measure of the truth or falsity of any theory.

As far as I understand, you have no practical proof.


At the moment I am conducting an experiment. History is available there. If you wish, you can further investigate to what extent your constructions will correspond to the actual data in this experiment. I hope you remember that theory is related to experiment by a simple rule: a single practical experiment contradicting the theory indicates the failure of the theory being put forward. Check.

 
prikolnyjkent:


At the casino, I lack guarantees of honesty.

In forex, at least I can compare my quotes with what others see.



How's that? You don't trust the integrity of the turntable?
 
Олег avtomat:


Such theoretical pile-ups are not worth a damn. (By the way, could you bring your calculations into a digestible form? If not, I can help you with it)

Only practice is the measure of the truth or falsity of any theory.

As far as I understand, you have no practical proof.


At the moment I am conducting an experiment. History is available there. If you wish, you can further investigate to what extent your constructions will correspond to the actual data in this experiment. I hope you remember that theory is related to experiment by a simple rule: a single practical experiment contradicting the theory indicates the failure of the theory being put forward. Check it out.


 
prikolnyjkent:


...

On forex, at least I can compare my quotes with what others see.


Got it.)))

You have your own DC.

 
Gorg1983:


You balloonist... ignoramus... victim of EH...
 
Олег avtomat:

You balloonist... ignoramus... victim of EH...

No, you're the ignoramus. Not only are you an ignoramus, you're also an unscrupulous ignoramus.