Apophenia - page 26

 
Renat Akhtyamov:

Sash, you're a great prince.

You can get your money today and tomorrow you won't even be able to touch it.

0-5 hours from now.)

It seems that someone had a good January 1)))) or is it some kind of language?
 
khorosh:

On the contrary, often the maximum drawdown is smaller at higher odds.

And it's clear why, because the time to hold a position against you is reduced in most cases,

But by the look of the chart it is an ordinary system with unlimited losses and very limited profit. And with the lot, it's one of the martingale variants.

And a small bounce may be enough for a "pipsqueak", but what the fuck if it's not)))

 
Evgeniy Kvasov:

And it's understandable why, because the time to hold a position against you is reduced in most cases,

but by the looks of the chart, it's a regular system with unlimited losses and severely limited profits. And with a lot it is one of the martingale variants.

And a small bounce is sometimes enough for a "pipsqueak", why, b.... if not)))

99.8% of the time the price is always moving +-50 pips (EURUSD) - that's what you should count on)
And if not, well... that's where skill comes in. Exactly it allows to understand when "maybe yes", and when "definitely no").
And as I calculate it doesn't matter where and by how much the price moved. The only difference is that you have to use nighttime pips, daytime noise is 150-500 pips, and your pipsing won't make such a noise.)

There is one big fat plus in big lots and small profits:
The time that orders stay in the market tends to zero. This is the most important thing. The less time an order is open, the less risks are in any case, even if you are winning, which of course grow exponentially.
All the rest does not matter. Lots do not matter, the main thing is the time of holding the position in the market, it is the strategically important parameter for the sake of which the scalping technique was developed.

By the way, if you send me the algorithm I will try to calculate the chances. Just for the sake of interest)
 
Алексей Тарабанов:

So what is cluster volatility?

Yes it is very simple:
Tick volumes grow strictly by the hour, e.g. on the eurusd before 9am the spread of SBs is less than 800 pips, after 9am the spread is less than 4000 pips.
Given such a huge difference between two unrelated SBs, subtract the boundaries of the first SB from the second and we get the real price movement see. See pictures above.
for cluster volatility modelling see. Previous -> Archive
P.S.: In fact, this is a technology of subtracting a less strong chaos from a stronger one by spread (max-min) and oddly enough... we get order...

If you need confirmation, write.
 
Martin CHEguevara:
Lots don't matter, losses don't matter either, the main thing is the time to hold a position in the market, which is the strategically important parameter for which pips are invented.

Well, probably not the main one, but one of them. Of course, with huge risks one wants to jump out quickly. As a result, cut profit and allow losses to grow (of course, if the deal goes against). And at moderate risks, there is nothing wrong with a long stay in the position. Moreover, there is a chance to manage in a profitable area.

In general, everything has the right to be right)))) That is what the market is for. Imho everybody is right and wrong at the same time)))

 
khorosh:

2. If you look closely at the balance graph, you can see that the slope is gradually increasing. This is due to the fact that as the funds grow, the starting lot also grows.

Can you share the formula of how the starting lot grows depending on the deposit?)
Have you experimented with this? Maybe there are some optimal parameters?
 
Evgeniy Kvasov:

In general, everything is entitled to the right)))) That is what the market is all about. Imho everyone is right and wrong at the same time)))

This is true if you consider the phenomenon of apophenia, the way out is strict objectivism.
And about the hold time....very simply, a daily surge and the price won't come back. That's it, the trade is over.
Or opening a rebound order with a bigger lot => the essence is the same pips))
 
Evgeniy Kvasov:

.In the end cut the profits and let the losses grow (of course if it goes against the trade).

I once wrote a system that in an open grid closed the closest profitable order with the furthest one, i.e. essentially the first with the last.
It worked great. But I gave up grids a long time ago of course...but it worked).
 
Martin CHEguevara:
This is true if you consider the phenomenon of apophenia, the way out is strict objectivism.
And about the hold time...very simply, a day's surge and the price won't come back. That's it, the trade is over.
Or opening a rebound order with a bigger lot => the essence is the same pips))

It won't come back yes, but there are some reference points to enter the trade at all, and there .... let it not come back)))) It's the price)

 
Evgeniy Kvasov:

It won't come back yes, but there are some reference points to enter the trade at all, and there .... don't let it come back))) That's the price)

Hmm...anchor points? Has anyone checked how 'anchor' points differ from 'unsupported' points?)
Have you at least calculated the chances of success? Just to be sure?