On the unequal probability of a price move up or down - page 82

[b2v]

Yes locke in the triangle is "mothballed" in 2010. What is there to discuss. It's all about commissions, spreads and swaps.

"Pair trading" also reeks of mothballs by the way:)))

[khorosh]

Mikhael1983:
So I don't get drunk.

Yes, working or driving a car is disciplining in that sense). I am fortunately not subject to this addiction.

[Renat Akhtyamov]

b2v:
I hope this ends the debate:)
And the evening will already be on topic.

Mikhael1983:
Eh, waiting till tonight, what's up, phone won't open the archive...

don't open it

B2 has it right, they have the same charts I wanted to show you.

I don't even have to wait for the indicator, go ahead and drink your coffee.

Just drink your coffee, because pair trading does not play a role here (never, though)

;)

[Mikhael1983]

Maxaxa:

The real life result of a trade, for each of the symbols, takes into account the overheads - swap, commissions, entry/opening error at a given price, etc. How do you account for them?

Naturally. You do not. It's not like I'm opening a compensated triangle and sitting in it.

[Ivan Butko]

Mikhael1983:
Naturally. You don't. It's not like I'm opening a compensated triangle and sitting in it.

How many tricks are you planning?

[secret]

Mikhael1983:

When I close the fifteenth focus, the probability of this event (15 successes) will be only 0.003%, be it a fluke in which someone might jump somewhere.

This is the case if the probability of profit and loss trades is the same.

And in an overshooting system, the probability of loss is very small, yet due to the large magnitude of these rare losses, the average trade is reduced to zero.

Therefore, for an adequate statistical estimation you need not 15 trades, but such statistics that would include 15 losing trades in addition to profitable ones.

Therefore, it would be much faster to code a robot and run it on history.

The audience here was entertained with the overexposure tricks about 10 years ago.)

[Ivan Butko]

secret:
This is if the probability of a profitable and a losing trade is the same.

And in an overhyped system, the probability of loss is very low, nevertheless, due to the large magnitude of these rare losses, the average trade is reduced to zero.

Therefore, for an adequate statistical estimation you need to collect not 15 trades, but such statistics, which in addition to profitable ones, will include 15 losing trades as well.

Therefore, it would be much faster to code a robot and run it on history.

The audience here was entertained with the overexposure tricks about 10 years ago)

About sitting out, of course, is an argument. But, the max drawdown at the moment, even on the most "over-served" pair of trades, does not exceed the total profit and that's less than a month. The point is that the profits are quick. It is one thing to sit around like Taras Gonchar and have 10% a month on average, and another thing to have one problematic pair for a period that has been in the red for a whole week, but didn't exceed 9% drawdown and have already 17% for less than a month. The speed of trading is high

[Maxaxa]

I actually wrote about such a balancing act )) This is a balancing of 2 triangles through EURUSD. White is the result on the history from the current moment. The load on the deposit is not large. The profit is not large, but it is real.

[b2v]

Ivan Butko:

About sitting out, of course, is an argument. But, the max drawdown at the moment, even on the most "over-served" pair of trades, does not exceed the total profit and that's less than a month. The point is that the profits are quick. One thing is to sit around like Taras Gonchar and have 10% a month on average, and another thing is to have only one troubled pair for a period, which has been in the red for a whole week, but didn't exceed 9% drawdown and have already 17% for less than a month. The speed of trading is high.

The author declares that there will always be a convergence before crossing the charts and profit accordingly on every fill, including the first entry.
We all remember:)

[Mikhael1983]

Ivan Butko:

... which has been in deficit for a whole week, but has not gone beyond a 9% drawdown, and has already had 17% in less than a month. The speed of trading is high

Strangely, I myself do not know how much % this trade gave for a month (no one thinks that I show all my real transactions here? No, of course, there are others), and someone has calculated the size of my deposit, and the ratio of profit to it ... funny )