GRAAL in trading - definition... - page 3

 
Evgenii Shugurov:

It depends on which side: either the participant or the organiser. About the capital: unless it's not yours, but the one you attracted, then yes ;)

How much in total have you invested (deposited) in all the adventures in all markets, and how much have you actually earned? The key question.

A hundred or two is very often the best option for almost everyone. This amount is not too expensive to part with in the end. It's a special kind of entertainment, better than a garage and even better than a lot of broads.

"Having parted with a hundred" immediately after a deposit, you can trade in peace without thinking about that "hundred". "Hundredth" = any amount you're willing to lose.

The key issue in forex is the "hundred", the amount gone to maximum risk. Something you can part with without tears.

And it follows that there must be other amounts that walk with less risk. Their returns are the basis for the desired % of forex.

And if you don't have them, the whole capital strategy is zero.
 
Serqey Nikitin:

It can't be that DEFINITION is tied to some figure or percentage...

It's not serious... Fun? ... Yes! But it's still not serious!

No! Well, I made my point about my Grail. - I haven't tried the system for real yet - but in the demo, I'm getting 20% so far.

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I am skipping leap year - the beginning of the real - 2021

 
Vladimir Baskakov:
Tearing down the thread is the best way to go.

I wish I could tear you down, but we don't have the tools. But the moderators do.

 
Aleksandr Yakovlev:

I wish I could tear you down, but we don't have the tools. But the moderators do.

You don't have one for trading either ;)
 
Evgeniy Chumakov:


It's when you don't have to go to the factory!

damn it damn it damn it....... I'm late again!

 
Serqey Nikitin:

There is a lot of talk about grails on this forum, but there is no general understanding: What is a Grail?...

Each Trader understands the concept of "Grail" in his own way, so there is often no general specificity in these conversations...


in one secret sect, so secret that it is forbidden to talk about it, there was such a technical working definition of the grail:

if a trading system artificially worsens the ratio of the number of profitable and losing trades by 10% and simultaneously worsens the size of an average profitable and average losing trade by 10% - and if it remains profitable for "a sufficiently long time" after that, it is a grail

 
transcendreamer:

a secret sect so secret that it is forbidden to tell about it had this technical working definition of the grail:

if a trading system artificially worsens the ratio of the number of profitable and losing trades by 10% and simultaneously worsens the size of an average profitable and average losing trade by 10% - and if it remains profitable for "a long enough time" after that, then it is a grail

In simple translation, it sounds like this: Take a NEW car and an old sledgehammer. If, after 10 blows to the engine, this car can be moved, then the car has been good...

Yes, such method has its merits... But I think that such procedure is not necessary and there are more tender methods to check reliability...

 
Serqey Nikitin:

In simple translation, it sounds like this: Take a NEW car and an old sledgehammer. If after 10 strokes on the engine, this car can be moved, then the car was good...

Yes, this method has its merits... But I think such a procedure is not necessary and there are more gentle techniques to check reliability...

it shows the margin of safety / resilience to market changes


we can try to formulate graality in a different way from the naive-intuitive definition:

a grail is when the funds curve is "steadily rising" and the drawdown is "very small"

or "no matter when I start trading, after "relatively short time" T I will obtain the return of at least X with the drawdown of no more than Z".

eventually this translates into the yield vs. drawdown ratio

 

But the main condition will be the constancy of the return and the variance of the return over different periods (which is extremely difficult)

in fact it is extremely difficult (almost unrealistic) to reach equality between returns and the RMS of returns

the variation of the yield in trading is always higher than the yield itself (the law of fading)

 
Serqey Nikitin:

In simple translation, it sounds like this: Take a NEW car and an old sledgehammer. If after 10 strokes on the engine, this car can be moved, then the car was good...

Yes, this method has its merits... But I think such a procedure is not necessary and there are more gentle methods to check reliability...

is simply the allowable size of a new rake on a new car model.

That the rake is bound to happen is known to all. And some people understand that any settings of an Expert Advisor (by optimizer or by instinct) refer to the irretrievable past too.

And this is about the optimizer