Experiment - page 20

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Алексей Тарабанов:

Classically, when the natural frequency of a structure suddenly coincides with the frequency of the external influences on that structure.

Terrible force.

General military regulations of the armed forces all over the world explicitly forbid stepping "in step" when crossing bridges to this day. There was a proven case where a stone bridge collapsed from just that.

I'm aware of that).

 
Understanding sarcasm seems to correlate strongly with the intellectual level of the interlocutor )
 
Andrei Trukhanovich:
Understanding sarcasm seems to correlate strongly with the intellectual level of the interlocutor)

Andrei, can you give us some business?

 
CHINGIZ MUSTAFAEV:
I know) But in general it's already very cool since you got to this point, and maybe you went even further... and multiple currency pairs, i.e. triangles improve trading in any way?
noticeably better.
 
Nikolai Semko:
What are you arguing about? Renat is right and it is proven elementary.
Analyse the history of successful multi-currency trading by breaking it down into equity lines for each currency. It is quite obvious that there will be a leader in this equity competition.
So, if we had traded only one leading currency, but with the same load on the balance sheet as in multi-currency trading, the result would have been better, i.e. the other pairs would have simply slowed down the final result.

I will answer that this is an illusion and very temporary, and that if it were true, then it would be more correct to select only one currency for a certain time frame.
In any case, trading more than one currency at a time cannot be more profitable than trading only one currency at a particular time.
Just, again - the main thing is to make the right choice. :))


"But when you pray, do not speak superfluously, as the Gentiles do, for they think that in their much speaking they will be heard"
Matthew 6:7
;))

Only you are forgetting one thing, that you are talking about a perfect strategy. But there are times when let's say one pair goes loser. And if the trade size is spread out over pairs, the fluctuations will be less significant. If one currency pair is the most profitable, the price can even reach Uncle Kolya.
After all, if you don't increase a lot on the main pair, it will not be as profitable as on several pairs with a total volume exceeding the work on one pair.
 
Scarick:

The only thing you are forgetting is that you are talking about a perfect strategy. But there are times when let's say one pair goes loser. And if the trade size is spread out over the pairs, the fluctuations will be less significant. If one currency pair is the most profitable, the price can even reach Uncle Kolya.
After all, if you don't increase a lot on the main pair, it won't be as profitable as on several pairs with a total volume exceeding the volume on one pair.

I am talking about a well-thought-out strategy, not based on standard indicators.
Let me give a simple primitive example.
It is very easy to create a profitable flat strategy and a profitable trend strategy even on a simple MA. You don't need a high IQ for that.
But when these strategies are used simultaneously, the spread is almost guaranteed to be the reason of loss, because these strategies are antagonists.
Of course, we can play with the MA periods of these two strategies and adapt them to a certain historical period, so that the total summation result will be positive. But it will not work in the future.

It is much more difficult to create a third strategy that would predict a trend or flat with more than 55% probability and switch these two strategies so that these two strategies do not work simultaneously.
Here the programmer will need a high IQ (>130) and a decent level of knowledge and experience in using modern programming technologies.
Otherwise, everything will be a picking in the sandbox and a periodic outburst of emotions - "EVERYTHING! I've invented a bicycle!!!"


 
Nikolai Semko:

I am talking about a sound strategy, not based on standard indicators.
Let me give a simple primitive example.
It is very easy to create a profitable flat strategy and a profitable trend strategy even with a simple MA. You don't need a high IQ for that.
But when these strategies are used simultaneously, the spread is almost guaranteed to be the reason of loss, because these strategies are antagonists.
Of course, we can play with the MA periods of these two strategies and adjust them to a certain historical period, so that the total summation result will be positive. But it will not work in the future.

It is much more difficult to create a third strategy that would predict a trend or flat with more than 55% probability and switch these two strategies so that these two strategies do not work simultaneously.
Here the programmer will need a high IQ (>130) and a decent level of knowledge and experience in using modern programming technologies.
Otherwise, everything will be a picking in the sandbox and a periodic outburst of emotions - "EVERYTHING! I've invented the bicycle!!!"


What's up there, elementary things nykht fershtein, at least explain the same thing for 100 years. The only thing that puzzles like ;) until the threshold of showing off is like peas against a wall. That's what forex is all about.
And that, it's probably possible to combine both trend and flat. More precisely - YES, you can. But the profit is still not very big. You immediately think of yourself as a beginner and the level of earnings on either one or the other. You have to strive to make dough so that it's really fun.
 
Nikolai Semko:

In any case, trading multiple currencies at the same time cannot be more profitable than trading only one currency at a particular time.
Just, again - the main thing is to make the right choice. :))

You can make a speculative experiment - let there be one TS on one currency pair. TP is equal to SL, the probability of SL realization is 48%, TP - 52%. Initial deposit is $1000, leverage 1:100, we enter into trade at $100. If we carry out 1000 such trades then we obtain the deposit change trajectory, in fact it is the value of points gained during the whole set. If we carry out 500 such sets, we obtain the following picture:


If to use this same TS for 10 different pairs and break the deal volume, i.e. to enter $10 at each pair, the total load on deposit in a moment will be the same, but balance changes look much more beautiful.


 
sibirqk:

We can conduct a speculative experiment - let there be one TS on one currency pair. TP equals SL, the probability of SL realization - 48%, TP - 52%. Initial deposit is $1000, leverage 1:100, we enter into deals of $100. If we carry out 1000 such trades then we obtain the deposit change trajectory, in fact it is the value of points gained during the whole set. If we carry out 500 such sets, we obtain the following picture:


If we use the same TS on 10 different pairs and break the deal volume, i.e. enter $10 on each pair, the total load on the deposit in a moment will be the same, but balance changes look much more beautiful.


He does not know what diversification in trading is and what it is used for - what other speculative experiments....

 

The same pictures, by the way, show that if Yusuf's trading algorithm gave at least a slight stat advantage, at least 51/49, the balance would grow slowly, but steadily, if the volume of trades was split into 34 pairs. But as it is, he is just losing on the spread, i.e. he is actually opening on a dime.

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