From theory to practice - page 935

 
Maxim Kuznetsov:

It's a question-question...or how do you close a losing order in the plus?!:-)

if we have a pack of orders to close, some of them are profitable and some are losing:

you can close them alternately, starting with the profitable ones. Then the drawdowns will be visually minimal, and reports, ratings and all sorts of coefficients become dramatically better.

this is one way to cheat (yourself or your subscribers or customers, depending on your goals)


If you have seen a visual representation of a grid with mutual overlapping of orders, do you think it will work?

Do you think it will work? Maybe you have seen a thread somewhere with the implementation of this method. ?

i have no idea how to use it, but it would be great idea to program it in a ready trading robot and check for bugs.

 
Martin Cheguevara:

Do you think it will work?

It's a creepy picture.) Apparently it's not a good example.

 
Martin Cheguevara:


Here is a visual representation of how a grid with mutual overlap of orders works.

Do you think it will work? Maybe you have seen a thread somewhere with the implementation of this method.?

I have a good idea what to do with this method, because it is easy to program it in a ready to use robot and check for bugs, which is just too bad.

=D

you've done the easiest implementation of this method yourself many times :-) at the very beginning...

the closing loop for(int pos=0;pos<total;pos++) instead of the fancy way now for(int pos=OrdersTotal()-1;pos>=0;pos--)

then the orders are closed through one which is close to the desirable one and the drawdown is less but the procedure has to be repeated until there is nothing left at all

and this is from the old to the new ones. From new to the old ones, it will be for(int pos=OrdersTotal()-1;pos>=0;pos-=2) and also repeat until all of them are closed.

PS/ i.e. when the need and opportunity to "unload" the grid arises, the orders are closed in 1. The passage direction is chosen according to taste or the position of the stars
 

I'm honestly sick of markets and robot programming. When I make a profit I'm honestly not too happy, because I realise I'm not going to get broke.

Keeping thousands of lines of code in memory of every line of what's what and what's responsible for, and constantly monitoring dozens of accounts.

And all this for the sake of 100-150% a year.

But frankly speaking, financial markets make me sick. This is the consequence of many years of round-the-clock programming, studying a lot of literature on mathematics, statistics and everything concerning analysis of continuous functions and random events in general.

There is a dead end everywhere in mathematics regarding random events.

All these genius scientists haven't come up with anything but a pathetic "in certain situations with certain parameters and in a certain domain it might work... and here are five-ten thousand-page manuals for academicians to determine that this G-method that I squeezed out of my hand to get a PhD or doctorate seems to work".

Even the great Kolmogorov disappointed me... with his axiomatics... Everywhere you look every genius of mathematics tries not to describe an infinite probability space using the space itself but by stupidly applying countless mathematical models....which have nothing to do with the real world because the variants of mathematical methods are finite and reality is infinitely variable.

And this is really infuriating.

=D
 
Martin Cheguevara:


Here is a visual representation of how a grid with mutual overlap of orders works.

Do you think it will work? Maybe you have seen a thread somewhere with the implementation of this method. ?

I'm not sure if it will work or not, but I'm sure it will work.

=D
My grid works according to the following principle - if more than one level is open and all but the last one are unprofitable, they are immediately closed and the grid is built on top of the last one. That is, the whole grid is purely to have an order in the market at the best price.
 
Maxim Kuznetsov:
My grid works according to the following principle - if more than one level is open and all but the last one are unprofitable, they are immediately closed and the grid is built on top of the last one. I.e. the entire grid is solely used to place an order at the best price in the market.

Which way does the grid work for you?

on the rebound or on the trend?
 
Yuriy Asaulenko:

The picture is creepy.) I guess this is not a good example.

The principle here is simple - to close outermost orders at 0 if there are more than 2 orders. if there are 2, then switch on the "zero line" trawl.

Sorry for the Paint))
 
Martin Cheguevara:

I'm honestly sick of markets and robot programming. When I make a profit I'm honestly not very happy, as I realise I'm not going to get broke.

Keeping thousands of lines of code in memory of every line of what's what and what's responsible for, and constantly monitoring dozens of accounts.

And all this for the sake of 100-150% a year.

But frankly speaking I'm already sick of financial markets.

That's for sure.

Martin Cheguevara:

Man, the maths on random events is all over the place.

All these genius scientists have come up with nothing but a pathetic "in certain situations with certain parameters and in a certain area it might work... and here are five-ten thousand-page manuals for academicians to determine that this G-method that I squeezed out of my fingers to get a PhD or doctorate seems to work".

Even the great Kolmogorov disappointed me... with his axiomatics... Everywhere you look every genius of mathematics tries not to describe an infinite probability space using the space itself but by stupidly applying countless mathematical models....which have nothing to do with the real world because the variants of mathematical methods are finite and reality is infinitely variable.

And it's really infuriating.

=D

And it's completely in vain. Randomness is randomness in that it is impossible to predict it reliably. Kolmogorov in notorious article defines only the possibility of predicting under certain conditions (as of 1941)), and it was done for those anti-aircraft fire control systems. And not only Kolmogorov worked on this then, and abroad were still no less significant work. And quite a lot of time has passed since 41).

 
Maxim Kuznetsov:

the simplest implementation of this method you have done yourself many times :-) at the very beginning...

the closing loop for(int pos=0;pos<total;pos++) instead of the modern way for(int pos=OrdersTotal()-1;pos>=0;pos--)

then the orders are closed through one which is close to the desirable one and the drawdown is less but the procedure has to be repeated until there is nothing left at all

from new orders to old ones. From new ones to old ones, it will be for(int pos=OrdersTotal()-1;pos>=0;pos-=2) and the same procedure has to be repeated until all orders are closed.

PS/ that is, when the need and opportunity to "unload" the grid arises, the orders are closed in 1. The direction of passage is chosen according to taste or the position of the stars

This is certainly cool, but it seems to me better to close the most "heavy" in terms of position volume orders....

Instead of closing them by analyzing the grid on both sides...

because then we close the heaviest lots with the smallest ones... and a bit less heavy ones will just take the whole system to zero profit or to a loss...

 
Yuriy Asaulenko:

That's for sure.

And this is completely in vain. Randomness is randomness in that it is impossible to reliably predict it. Kolmogorov in the notorious article defines only the possibility of prediction under certain conditions (as of 1941)), and it was done for those anti-aircraft fire control systems. And not only Kolmogorov worked on this then, and abroad were still no less significant work. And quite a lot of time has passed since 1941.)

You're right... but maths is maths in Africa.... in 1900 too... what's the point of having a genius if he can't perform a miracle))

=D