From theory to practice - page 833
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is a homemade chip in 3 lines of code.
The matter is that this function is applied only to tick charting.
The TF is not important at all.
The start date of the calculation is not important.
As I wrote above(I'll show you the link), if there are ticks, then there will be many times more trades.
The only problem was that the system earned during the flat, but not during a trend (or vice versa).
the problem is solved
the entry signal is received before the movement begins
Which was required.
Generally, the zigzag is not designed for this, it is an implementation of a piecewise monotonic function.
Are you referring to the works of Kashin and Pastukhov?
The TF is not important at all.
As I wrote above (I'll show you the link), if the ticks, then there will simply be many times more trades.
The only problem was that the system was making money in the flat, but not in the trend (or vice versa).
Are you referring to the work of Kashin and Pastukhov?
The system either earns a little or loses a little depending on which is greater, trend or flat, without taking into account the overhead
Come on.
see balance A_K is a piper making money in the flat and losing money in the trend.
My point is this:
the system either earns ALWAYS or loses! //there is no other way
come on
watch the balance A_K.
)))
My point is this:
The system either earns EVERYTHING or it loses! //there is no other way around.
With infinite initial capital, good simple martingale is a system that always earns.
With an infinite initial capital, martingale (generally trying to increase that capital) is a no-brainer.
With infinite initial capital, a good simple martingale is a system that will always make money.
agree
however, its profit % is always below 300% a year, as it turns out.
Because there is not just one order working, but several.
At the same time, entering the market is almost always not justified by anything.
And if we know Exactly where the price is going to go, we will build a pyramid following the trend from equity, which is very important.
At the same time, the profit % will be unrealistically high.