From theory to practice - page 833

 
Renat Akhtyamov:
is a homemade chip in 3 lines of code.
It's simple, but the point is that this function is only applicable to a tick construction
 
Novaja:
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.

 
Novaja:
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?

 
Renat Akhtyamov:

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).

The system either earns a little or loses a little depending on which is bigger, the trend or the flat, without taking into account the overhead
 
Aleksey Nikolayev:

Are you referring to the work of Kashin and Pastukhov?

Pastukhov. I haven't read Kashin, if it's not difficult, give me a link.
 
Novaja:
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

 
Renat Akhtyamov:

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.
 
Novaja:
With infinite initial capital, good simple martingale is a system that always earns.
With infinite initial capital, martingale (even attempts to increase capital) is nonsense.
 
Maxim Kuznetsov:
With an infinite initial capital, martingale (generally trying to increase that capital) is a no-brainer.
Why?
PS There is no possibility of losing.
 
Novaja:
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.