From theory to practice - page 1729
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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!
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)))))
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
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.
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 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.
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?
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.
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.
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.