Is there a universal system? - page 12
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The chart showing the statistics of your trades' outcomes can either be ascending or descending, or dangling around the horizontal axis.
If the graph is ascending, you know what to do and are collecting profits.
If the chart is descending at the rate of twice the spread - you open in the opposite direction to the direction, which generates the source of your trading signal and also collect a profit.
If the chart is wobbling around the horizontal axis - you apply a coefficient of change to the volume of the transaction, compensating for the negative impact of the spread (swap, etc.), and again collect profit.
Where do you have the problem...?
The problem is that all three of these options are determined after the fact. You can bet up, and it went down - this is a minus, bet down, and it went up again - this is the second minus.
And so on from "around zero".
he's a forum clown. he's fantasizing and hasn't achieved anything yet))
https://ru.wikipedia.org/wiki/Задача_о_разорении_игрока
Bottom right graph of the first figure (1000 sequences of 1000 steps). Here is your graph of the statistics of the outcomes of trades with a constant lot with constant equal stops (TP=SL).
Question: you really don't know how to "rotate" this whole "tail" of lines counterclockwise by, well, 10...15 degrees...?
https://ru.wikipedia.org/wiki/Задача_о_разорении_игрока
Bottom right graph of the first figure (1000 sequences of 1000 steps). Here is your graph of the statistics of the outcomes of trades with a constant lot with constant equal stops (TP=SL).
Question: you really don't know how to "rotate" that whole "tail" of lines counterclockwise by, well, 10...15 degrees...?
do you REALLY know ?
no nobeldegree in maths of course, but might pass in economics :-)
state it.
Question: you really don't know how to "rotate" this whole "tail" of lines counterclockwise by, well, 10...15 degrees...?
In principle, one p.... should be enough for that :) Thanks for the idea. Tomorrow I'll leave all urgent matters behind and start a new program. I'll have to test it out immediately.
Noble chicks out. It's embarrassing to be in the company of losers like this :) Let's just keep... and see who has the bigger predictor, while we'll disappear into the fog and mow golden money with tripled force.
do you ACTUALLY know?
They don't give nobel degrees in maths of course, but they might pass in economics :-)
Explain.
Why do you need a Nobel Prize...?
If the statistics of your trades (lot - constant; stops - constant and equal), opened by some (some) TS signals, looks like the above chart from Wikipedia, then the appropriatemanagement of tradevolumes will cause rotation of the chart lines relative to the origin.
I hope nobody will sneer and object here at least...?
If the statistics of the outcomes of your trades (lot - constant; stops - constant and equal), opened on the signals of some (some) TS, looks like the above chart from Wikipedia, then appropriatemanagement of transactionvolumes will cause the graph lines to rotate relative to the origin of coordinates.
Generally speaking, everything you described is called money management or MM. And it is the APPLICABLE part of ANY strategy... But the strategy itself is necessary, and profitable. And no MM can fix a losing strategy to a profitable one. If you don't understand that, perhaps with experience this gap can be bridged.
Generally speaking, what you have described is called money management or MM. And it's the APPLICABLE part of ANY strategy... But the strategy itself is necessary, and it is profitable. And no MM can fix a losing strategy to a profitable one. If you don't understand that, perhaps with experience this gap can be bridged.
Sorry, but your words are at odds with the real state of affairs in nature (or, we are still talking about different things...each to his own)
I'm sorry, but your words are at odds with the real state of affairs in nature (or, we're still talking about different things...each to his own)
Yes, you are right! "The real state of affairs in nature" at this moment is only your assumptions... The fact that you are right may be a comparative test of one losing strategy, with the same strategy, fixed by your method for a period of at least three months.
P.S. Three months is the minimum period in which you can draw any conclusions about the proposed strategy.
Yes, you are right! The "real state of affairs in nature" at the moment is only your assumptions... A comparative test of one losing strategy, with the same strategy corrected by your method for a period of at least three months, could be the fact that you are right.
P.S. Three months is the minimum period to draw any conclusions on the proposed strategy.
You don't have to do it.
It is enough to take any(even artificially generated) statistics of transactions executed with constant lot and TP=SL exceeding spread 35 times, and see how much the line position on the chart would have changed, if corresponding volumes control was used from the first transaction.