The great loss mechanism - page 7
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I agree, the risks are unreasonable - looked it up - went in with insane volume - 500 lots!
And, yes, it seems that now I am really being watched, as soon as I start entering, in a slow market, it comes to life...
Well then the trade (order) has to have an identifier (phio+) to not allow the trade to be traded against itself ie.... so it's quite possible
very interesting!
Thank you!
You're welcome.
It turned out that it is not so easy to reproduce trades reliably - the tester is simply not capable of it.
However, I revised various sections, corrected the code, and although there are a couple of places where I put a crutch, the plum chart has become a bit prettier.
But to experiment with changing conditions for closing/escalating/maintaining a position turned out to be more complicated but if we neglect opening of several positions on one minute bar and reversing on the one minute bar (which happened from time to time), then with a fixed lot 1 and the condition that we enter once for an idea position and exit immediately at the first reduction of the position (in fact, we often closed in parts), we obtain the following chart.
In fact, the account was actively trading until mid-July 2017.
And here it is obvious that there were serious problems with money management, otherwise it would have traded near zero.
But, interestingly enough, there are quite a lot of profitable trades left - 60.2%, it remains to be seen - what percentage of them are overexposure, and what percentage are really accurate, worthwhile entries.
Then we may add take profit - to estimate missed profit (greed), if there is one.
Any other ideas for error analysis?
Implemented the trawl operation, which is my default in the TS, while leaving the entry and exit points if they are before the trawl, and this is what I got when trading 1 lot.
Even though the mat expectation is ridiculous, you can see that the dynamics have improved. What attracts attention is the decrease of percent of profitable trades, which means that I managed to earn more often when breaking rules and turning off trawl than when following TS rules, but in case of mistake I lost more in total than I gained. And there is a clear deception of the brain here, because it is reinforced by profitable trades, which are statistically greater in the case of taking risk and breaking the rules.
It also seems to me that the problem is that emotions affect performance.
On the other hand - it is emotions that motivate to some actions. If you do not care whether the TS will work or not - then what is the point of creating this TS at all? One wants to do something that is interesting or necessary ... And when "don't care" - it means there is no need, no interest, there is nothing that would motivate to work on improving the TS.
For me personally, this lack of motivation is the most serious problem. As I said before, in eight years of trading (soon to be nine) I haven't lost money, but I haven't withdrawn anything either. And now I always catch myself that there is no point in doing something - I've "buried" this money, all my efforts lead only to "hanging around zero" - DTs are happy, but it turns out I have nothing to gain... As a result - no emotions, but no motivation to do something either. For a few months I've been thinking over an interesting idea, for which a week would have sufficed for writing... But - everything is still hanging in the air... It's the lack of emotion and motivation... It's all useless...
The mechanism of big losses...
First you need to understand the mechanism of small earnings.
I have a daughter who happens to be unemployed at the moment. On scalping makes 300 thousand a month with a deposit of 1 million. MICEX.
The mechanism of big losses...
First you need to understand the mechanism of small earnings.
I have a daughter who happens to be unemployed at the moment. On scalping makes 300 thousand a month with a deposit of 1 million. MICEX.
Is that how you're casually matchmaking her?
The mechanism of big losses...
First you need to understand the mechanism of small earnings.
I have a daughter who happens to be unemployed at the moment. On scalping makes 300 thousand a month with a deposit of 1 million. MICEX.
The main thing here is stability. There are months and 30% of income from the deposit, and sometimes minus 50%.
is this your way of asking her out for a reason?
Do you think she could use you?
The main thing here is stability. There are months with 30% return on the deposit, and months with minus 50%.
Yes, for 3-4 months now.