From theory to practice. Part 2 - page 52

 
Evgeniy Chumakov:

From theory to practice. Part 2

Everyone sings about something different. Part2

What is there to talk about?

Back when this alexande first appeared on the forum and started his first thread, he was told that ALL models of returning to the mean in the market do not work - NON-STANDING RANGE.

No amount of thinning will help

 
denis.eremin:

What is there to talk about?

Back when this alexande first appeared on the forum and started the first thread, he was written to say that ALL models of returning to the average in the market do not work - NON-STANDING RANGE.

No amount of thinning will help

It will help if you make thinning of unprofitable trades. I.e. close them when their loss is still small, just as we clear the weeds from the garden while they are still growing).

 
khorosh:

It will help if you thin out unprofitable trades. I.e. close them when their losses are still small, just as we clear the weeds from the garden before they grow).

Brilliant!

 
denis.eremin:

Genius!

When alphabetical truths are called genius, it's called sarcasm).

 
khorosh:

It will help if you thin out unprofitable trades. That is, close them when their loss is still small, just as we clear the weeds from the garden while they are still growing).

How do you know when a trade is going to be loss-making?

 
PapaYozh:

And how can you tell if a trade is going to be unprofitable?

It won't, it already is. )

 
khorosh:

It won't, it already has. )

OK. You open a trade, it is immediately at a loss by the amount of the spread. Do you want to close it now?

 
denis.eremin:

What is there to talk about?

Back when this alexande first appeared on the forum and started the first thread, he was written to say that ALL models of returning to the average in the market do not work - NON-STANDING RANGE.

No amount of thinning will help

What about state, which is not a common thing to talk about here anymore?

 
State just reflects that your model does not take non-stationarity into account)
 
khorosh:

It won't, it already has. )

I'll tell you a secret.

almost any deal will be a loss, 100%.

it's all about "aging"