On the unequal probability of a price move up or down - page 146

 
Aleksei Stepanenko:

Assuming that the probability of two states of one currency is the same, then the probability of two bifurcation states between such currencies is also the same.

Regarding standing still:


It turns out that there will be a bifurcation 2/3 of the time, but what is the probability of a currency standing in one place? The bifurcation is also the size of the spread. So there is a 50/50 chance of making a profit. No?

Not all options are in the table.

 
khorosh:

Not all the options are in the table.

Give me a hint as to the correct way to do this.


But I think I understand, the "up" of the two pairs can be by different amounts and then there can be a spread

 
Aleksei Stepanenko:
You can either look it up or think about it for yourself.

I don't want to stir the pot. I have already written in this thread above about the conditions under which entry is possible. You can browse around and find it or think about it yourself.

 
Aleksei Stepanenko:


And I think I understand, the 'up' of the two pairs can be at different values and then there can be a spread

Yes, at different speeds and moving in the same direction.

 

it's not like that.

take two pairs of XXXUSD, look at 2008, 2014 on MN1

the pairs are clearly going in the same direction

that means that we can win on one pair and lose on the other, no matter which way they rally together

However, we wait for the pairs to go in different directions and open.

Now calculate how the odds change.

 
Roman Kutemov:
Renat's logic is that the price goes against the crowd.

This is the logic of the market.

 
Wizard2018:

This is the logic of the market.

It is the style of the market.

 
khorosh:

Yes, at different speeds and driving in the same direction.

I deviated a bit and started to find out the probability of a divergence occurring. Thanks to you, I realised that it is higher.

But in the beginning, I wanted to understand whether using divergence increases the probability of winning? Here I think it's about the same with single currency trading. If the trend has been flat for a long time, the probability of a pullback increases. If the currencies do not converge for a long time, the probability of convergence increases. What is the advantage?

 
Aleksei Stepanenko:

I deviated a bit and started to find out the probability of occurrence of a divergence. Thanks to you I realised that it is higher.

But in the beginning, I wanted to understand whether using divergence increases the probability of winning? This is where it seems to me to be about the same with single currency trading. If the trend has been flat for a long time, the probability of a pullback increases. If the currencies do not converge for a long time, the probability of convergence increases. What is the advantage?

Forum on trading, automated trading systems and trading strategy testing

Not Equal Probability of Price Going Up or Down

Vitaly Muzichenko, 2020.01.21 15:06

I continue with the system № 1 and № 2:

We have a chart

If we enter in point 1, we may average so much that the deposit will not be enough; but if we enter in point 2, the reversal is inevitable and probably we won't even need to average anything.


 
Vitaly Muzichenko:


Yes, I remember that picture.

A doubt has arisen: At point 2, it is likely that the price of one of the pairs has travelled a sufficient distance without a pullback. And one could have made the same decision on that one pair. Not so?