The riddle: the distribution bell rattles - the broker says the price, whoever it hits sheds tears and loses their deposit. - page 5

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Konstantin:
It's easier to trade and earn on the current market than to look for patterns on history )) that's why most Forex traders on MT5 and other platforms are different, they always put and put something, but trade in minus and in deficit...

In fact, the model I have described assumes conclusions such as yours.) Within it, we can only hope for a more or less accurate understanding of where the market is at the moment. In fact, this is the main purpose of technical analysis. Errors are inevitable, and our TS should minimize the damage from them (cut losses, let profits grow).

More complex models (taking into account patterns) makes sense based on understanding the market structure - how market makers or some large groups of traders work.

 
Aleksey Nikolayev:

In fact, the model I have described assumes conclusions such as yours.) Within it, we can only hope for a more or less accurate understanding of where the market is at the moment. In fact, this is the main purpose of technical analysis. Errors are inevitable, and our TS should minimize the damage from them (cut losses, let profits grow).

More complex models (taking into account patterns) have to be built based on an understanding of the market - how market makers or some large groups of traders work.

The market makers and large groups of traders who work on historical data and look for patterns, while making a profit, have more than a dozen millions of jingling coins on their deposits. If you look for patterns (patterns) and have a profit, you have more than one tens of millions of small coins )) having annual profits of up to 40% (plus/minus) they have enough for everything )), while trading the current market situation is very risky and it cannot be optimized in any way, those who try to optimize it deviate from many rules of the same statistics - seasonality and the minimum whole pattern collected from the history is a year, Besides the price has no stationarity, it is a time series, but it is not stationary, and most trade algorithms broadcasted on the Internet do not consider this factor at all, plus many people don't understand what a distribution is and try to apply the mentioned here Gaussian model through sigma* X

For example, now there is a discussion of a trading algorithm related to cointegration of time series, but there are people who try to convince the developer to introduce a double SD in case of divergence, explaining that there will be a one hundred percent signal to enter with both legs ))

One good thing is that while this plankton loses money, we take it for ourselves, though not in large quantities ))

 
Konstantin:

If you do not know the rules of the market and do not know the rules of the market, then you may become a compulsory trader. If you do not know the difference between the analyzed data and the real time data, you cannot be sure if the analyzed data will be correct (for example, if the analyzer is able to estimate the difference between the two values), Besides the price has no stationarity, it is a time series, but it is not stationary, and most trade algorithms broadcasted on the Internet do not consider this factor at all, plus many people don't understand what a distribution is and try to apply the mentioned here Gaussian model through sigma* X

For example, now there is a discussion of a trading algorithm related to cointegration of time series, but there are people who try to convince the developer to introduce a double SD in case of divergence, explaining that there will be a one hundred percent signal to enter with both legs ))

Good news is that while this plankton loses money, we take it for ourselves, though not in large quantities ))

What is true is true)) the risks practically mirror the potential profit. Just like a bell, there is a probability distribution graph that is almost perfect.)
1. The spread goes far beyond 3 sigmas. That means that the chances of earning on eurusd, for example, more than 500 pips within an hour bar are about 2%.
2 . The spread is shifted insignificantly.
Conclusion: Probability of distribution should be calculated on ticks... The market rises and falls almost lightning fast... there is rarely a perfect 45° straight line...
As for the probability of two mutually exclusive market events... the probabilities are almost the same 50/50 everywhere. On the weekly, on the daily, on the hourly or on the minute.
 
Konstantin:

If you do not know the rules of the market and do not know what to expect, then you may be surprised by the results. If you do not know the difference between the analyzed data and the real time data, you cannot be sure if the analyzed data will be correct (for example, if the analyzed data is correct, the analyzed data will be useless)), Besides the price has no stationarity, it is a time series, but it is not stationary, and most trade algorithms broadcasted on the Internet do not consider this factor at all, plus many people don't understand what a distribution is and try to apply the mentioned here Gaussian model through sigma* X

For example, now there is a discussion of a trading algorithm related to cointegration of time series, but there are people who try to convince the developer to introduce a double SD in case of divergence, explaining that there will be a one hundred percent signal to enter with both legs ))

) One good thing is that while this plankton loses money, we take it for ourselves, albeit not in large quantities ))

For fish food can go anyone. LTCM is a very good example - they were not helped by billions, or Nobel laureates, or a good start.

I think that algotraders are stingy people) It seems to me that statistically the flow from clickers is bigger and more stable (I do not know how true it is).

 
In order not to feed the fish, as you say, you need to implement the stability and reliability of the basic trading principles and more importantly what almost all traders do not follow - the dependence of the result on changes in the input parameters. Usually the result of optimization is random. Now they are either in profit or in loss, and the main thing is that almost nobody can guarantee anything... But everybody can create super complicated systems with absolutely uncontrollable input parameters
 
Konstantin:
i think it's easier to trade and make profit on the current market than to look for patterns on history... that's why most of the algotraders on MT5 are different from other platforms, they keep adding and adding, but they trade in minus and in deficit...

Are you sure it's negative?

Do you have any statistics? I have statistics, but not very big ones. So the distribution of profitable traders to losing traders is on average 40/60.

Info taken from broker's page. If you do not want to advertise it, please do not hesitate to contact me. If you do not want to trade robot with it you may use it as an example and choose not to trade robot with real account. I don't know what you can do in the tester and what you shouldn't do, lest you get into a pseudo-graphic situation. I'm surprised that so many traders are in the red.

 
Dmitiry Ananiev:

Are you sure it's negative?

Do you have any statistics? I have statistics, but not very big ones. So the distribution of profitable traders to losing traders is on average 40/60.

Info taken from broker's page. If you do not want to advertise it, please do not hesitate to contact me. If you do not want to trade robot with it you may use it as an example and choose not to trade robot with real account. I don't know what you can do in the tester and what you shouldn't do, lest you get into a pseudo-graphic situation. That's why I'm surprised when so many traders are in the red.

It`s strange to read such things. If I do a stable 100-150% a year ... But I`m still well aware of what the market is and that almost 100% of so-called traders sooner or later lose their losses...

And the main thing - you don't have to open your first deposit and lose it in order to make money... you don't have to rely on subjective Elliott Waves or other similar nonsense...)) The secret so to speak)))

I've seen 10 year old frustrated traders who know thousands of strategies...and stand at the level of a baby with bay sell buttons ))

I remember swearing at my team like it was a company of soldiers. I remember cursing my team like it was a company of soldiers. Because it's very difficult to wean brains from easy and profitable losses))

When you know the answer is pissed off that people do not understand the first of what you do and the second of simple and elementary things.

I am not surprised, mother accident works wonders))

 
Dmitiry Ananiev:

Are you sure it's negative?

Do you have any statistics? I have statistics, but they're not very big. So the distribution of profitable traders to losing traders is on average 40/60.

Info taken from broker's page. If you do not want to advertise it, please do not hesitate to contact me. If you do not want to trade robot with it you may use it as an example and choose not to trade robot with real account. I don't know what you can do in the tester and what you shouldn't do to avoid getting into a pseudo-graphic situation. That's why I'm surprised when so many algotraders are in the red.

You should understand that you can do in the tester what's not desirable in order to get into pseudo-graals. That's why I'm amazed when so many algotraders lose losses.)
 
Martin Cheguevara:
There is no mystery about losing 50-50)) The point is that they are not constant, someone losing now and then earning someone else on the contrary)))

That's if there was no spread.

but it is there

;)

 
Renat Akhtyamov:

That's if there was no spread.

but there is.

Yeah) You're right) so in the end almost everyone is losing anyway)

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