From theory to practice - page 327

 
Nikolay Demko:

And how do you imagine trading 100 lots with leverage?

Of course in a kitchen it's nonsense. And with a regulated broker it's exactly the same as trading 0.01 lots. I haven't traded such lots myself, but I've seen examples.

 
Alexander_K2:

And I'm telling you there is. Here is the EURUSD chart for the past week:

Highlighted areas of potential trades. The Wiener process in all its glory with a coefficient of asymmetry close to 0. But there is something missing for EURGBP.

No offence to straightforwardness, but your entry points are better suited to closing trades rather than opening new ones. Closing a trade is not yet an option to open the opposite one.

 
Alexander Sevastyanov:

Leverage is credit and deposit (equity) is collateral for credit. The entire real world economy is based on credit. If any company is deprived of credit, it will go bankrupt.

But profits in business and in the economy are counted from real assets, which include credit resources).

If you take a loan of 1 million quid (even if free) and your profit is 0.1%/month - then your business is not worth a dime.

Just to remind you, the A_K2 system's profit margin is 0.09%/month of the loan funds used.

 
Yuriy Asaulenko:

But profit in business and in economics is counted from real assets, which includes credit resources).

If you take out a loan of 1 million quid (even if free) and your profit is 0.1%/month - then your business is not worth a dime.

Mind you, the A_K2 system's profit margin is 0.09%/month on the loan funds used.

No, well, don't bury my TS. It's not even a month out yet, one. And I will find the right parameter, despite the opposition - two.

 
Alexander_K2:

No, well, don't bury my TS. It's still a month away - one. And I will find the right parameter, despite the opposition - two.

Who's resisting you? Most people seem to be quite positive.

But the system must be buried, unequivocally. No extra parameter will help. Well, refine it, improve it by fractions of %, that's all.

I have seen your graph above. Imho, it is futile.

 
Yuriy Asaulenko:

Who is opposing you? Most seem to be quite positive.

But the system has to be buried, unequivocally. No extra parameter will help. Well, refine it, improve it by fractions of %, that's all.

I have seen your graph above. Imho, it is hopeless.

In terms of diffusion processes like Brownian motion, you can't think of anything better. If you have discovered something new, I am glad. Well, how happy - of course, there is a bit of envy. But I am not jealous of money - I do not care about it, I repeat. But to the principle of solving the problem.

 
Uladzimir Izerski:

I'm sorry. I wouldn't benefit from such a charitable act.

In that case, you shouldn't be showing off here.

 
Alexander_K2:

Here's a solution nearby, even some paltry percentage of profit is there, and I can't complete the task.

And what do I see on the forum? Instead of discussing really serious problems - again some pair trading, arbitrage and other junk.

It's still a long way off.

The flat phase has passed, in which you were lucky, the trend phase has come, and with it illusions are replaced by reality.)

The currency market is one of the most complicated systems in the world, and not some physics)

p.s. By the way, steam trading, arbitrage - not junk, but a proven source of profit for those who know how)


 
Alexander_K2:

In terms of diffusion processes like Brownian motion, you can't do better than that.

Brownian motion processes are just a basic model of the market, a zero-sum approximation. It is very general and says nothing about where to make a profit.

 
Alexander_K2:

In terms of diffusion processes like Brownian motion, you can't do better than that. If you've discovered something new, I'm glad. Well, how happy - of course, there is a certain amount of envy. But I am not jealous of money - I do not care about it, I repeat. But to the principle of solving the problem.

To discover something new? You are joking, it is impossible in principle.

I suggest that you give up the system and try other approaches to the same subject. Look at your own chart - how many good deals you have missed there because of your fixation on your approaches. After all, you have no other way to increase the profitability of the system, other than increasing the frequency of deals.

To make it clear - my system, on similar principles, makes 5-10 deals a day. And it is only on one instrument. When designing, the requirement is to meet the profitability requirements of a regular business - otherwise I quit without regret.

For example, 3-4 years ago I abandoned a system already tested on the real account, which yields 8%/month of traded asset value. And not because it's not enough, but my business model did not fit with the system. But it takes a long time to explain.