From theory to practice - page 1729

 

Rena, don't forget to share profitable TCs with all those who suffer, so that it doesn't turn out like this

upstairs they all see and remember, good deeds will be rewarded, Amen!


 
Renat Akhtyamov:

Oh, I can't.

hahaha

Stop laughing.

Once again, for those who pay attention.

both balance and equity go up.

and moreover, equity is higher than balance, ALWAYS.

;)

Of course higher, otherwise (at these risks) the balance will go below zero immediately by mk, EVERYWHERE)))))

 
Evgeniy Kvasov:

Of course higher, otherwise (with these risks) the balance will become below zero immediately by mk, EVERYWHERE)))))

yes so far without much risk started

on a smaller amount of risk

 
Evgeny Belyaev:

Come on You make four cb bets in a year. at least 300 trades of one symbol in one office. If you make more, I pay, otherwise you. Any deposit, not demo. Any leverage, open positions no more than 100.Bet 25$. I'll make it through freelance.

I do not trade what I do not know thoroughly. I remind you that I trade major indices, and only the U.S. and the EU. You will see signals (or rather trades in real time), today or tomorrow.

 
Renat Akhtyamov:

I haven't taken much risk yet.

I'll take the risk on a smaller amount.

Maybe I don't understand. The high percentage of pips, imho, because of the risks only imagined.

Well, as long as it works))

 
I would like to make my contribution to.... The question of accidental forex quotes or not has been raised many times. One respected trader-coder has made a great research, where he found differences between forex and SB. More than 100 000 forwards from different TFs were taken for checking and everything was confirmed. Based on this research I personally build my trade. But when you will be able to show the difference between forex and sat browsing you will be able to make money without worry. But as one well-known consultant says "Everything is vanity". )
 
Anatolii Zainchkovskii:
I would like to do my part.... The question of whether forex quotes are random or not has been raised more than once. One respected trader-coder conducted a huge research, which found differences between forex and SB. More than 100 000 forwards from different TFs were taken for testing and everything was confirmed. I personally build my trading based on this research. But when you will be able to show the difference between forex and sat browsing you will be able to make money without worry. As one well-known consultant says "All is vanity". )

There is not the slightest doubt that market BP is not SB.

But, of course, it does not become simple and clear from the trader's awareness of this fact.

The task of the trader is just to reduce the market BP to some understandable for him series, with which he knows what to do. It doesn't matter what the result of this transformation or filtering will be - Variance Gamma Process, Ornstein-Uhlenbeck process, or a sine wave... It's only important that the trader understands that he has encountered this thing in his life, at school, at university... and knows exactly how to work with it.

 
Martin CHEguevara:
Contracts, states, market makers, big players, market sentiment, crowd of traders, what makes you think you can even know anything about that based on a chart of a financial instrument?
The answer is: from nothing, out of the blue.
Take the last 20,30,100,200 bars? Who even tried to understand if the number of counts really matters for trading? No. Also from nothing.
So what do you want? Theoretical nonsense, facts aside, the deposit is zero. That is the end result.

I have no unique correct market theory of my own.

As a rule I`m not afraid to trade, but I`m sure I`ll take all I need.)

trying to catch known to me/everyone calendar (month/weeks/days/8 hours) and fin. cycles (2/3/10 days) and so on. And regular events (end of quarter/year/expiry)

about distributions of ticks and their small packs A_K said at the very beginning - it can be counted but only if you are going to "ditch" a specific DC server on imperfection of its algorithm and configuration errors.

 
Alexander_K:

There is not the slightest doubt that market BP is not SB.

But, of course, it does not become simple and clear from the trader's awareness of this fact.

The trader's task is just to reduce the market BP to some understandable for him row that he knows what to do with. It doesn't matter what the result of this transformation or filtering will be - Variance Gamma Process, Ornstein-Uhlenbeck process, or a sine wave... The important thing is that the trader understands that he has faced this thing in his life, at school, at university... and knows exactly how to work with it.

But there is no sense in applying different formulas. To find the difference in some specific places - it's true. For example, in Forex and on Saturdays there are flatuses. So, let's check if Forex and SB behave similarly on some distance after the flat.
 
Maxim Kuznetsov:

i take exactly as many bars as i need and only on the TF i need :-)

Trying to catch calendar (month/weeks/days/8 hours) and fin. (2/3/10 days) cycles known to me/everybody and so on. And regular events (end of quarter/year/expiration)

About sample volumes = calendar cycles I absolutely agree. However, this is only true for sliding window >= day. Within a day, the non-linearity of tick arrival over time plays an increasingly important role and I would not recommend using a window = 8 hours.