A win-win forex trading system. First test round. - page 13
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No matter how you look at it, you can do the same thing without the locs.
Any "locks management" is stumbling on the fact that if the lock is virtual, then the "manager" is a pure grail.
for example, trading is done through a virtual trading environment where the first 2 trades are not allowed to enter the market...
Then on the topic of lots. Although it's more likely to be a pairwise trade, but it's also similar)
We take 2 instruments that correlate very well and the amplitude of extrema is preferably about the same
and we open one trade for each of them in different directions.
Provided that the correlation is not reversed.
The question arises as to which instrument goes which way?
Collect statistics on parallel extrema of these instruments. Suppose we find out that one of them almost always goes higher.
Now we always watch the slower instrument (according to our statistics) and when it moves ahead, we open a trade on it against the movement,
and on the faster instrument - on the move. If the movement continues further, the fast one, according to statistics, should still catch up with the slow one and it will be a small profit.
If it reverses, the slow one will return and it will be the same small profit.
The main thing is not to make much profit and every time outline an exit point for both trades in case of failure.
And for the slower one wait for a sufficiently long run ahead, then there is a better chance of getting something out.
It may of course be cheesy, but as an option to think about...
Any "locks management" is stumbling on the fact that if the lock is virtual, then the "manager" is a pure grail.
For example, trading is done through a virtual trading environment where the first 2 trades are not allowed to enter the market...
Then on the topic of lots. Although it's more likely to be a pairwise trade, but it's also similar)
We take 2 instruments that correlate very well and the amplitude of extrema is preferably about the same
and we open one trade for each of them in different directions.
Assuming that the correlation is not reversed.
The question arises as to which instrument goes which way?
Collect statistics on parallel extrema of these instruments. Suppose we find out that one of them almost always goes higher.
Now we always watch the slower instrument (according to our statistics) and when it moves ahead, we open a trade on it against the movement,
and on the faster instrument - on the move. If the movement continues further, the fast one, according to statistics, should still catch up with the slow one and it will be a small profit.
If it reverses, the slow one will return and it will be the same small profit.
The main thing is not to make much profit and every time outline an exit point for both trades in case of failure.
And for the slower one wait for a sufficiently long run ahead, then there is a better chance of getting something out.
It may be cheesy of course, but as an option to think about...
Then on the topic of lots. Although it's more likely to be a pairwise trade, but it's also similar)
We take 2 instruments that correlate very well and the amplitude of extrema is preferably about the same
and we open one trade for each of them in different directions.
Provided that the correlation is not reversed.
The question arises as to which instrument goes which way?
Collect statistics on parallel extrema of these instruments. Suppose we find out that one of them almost always goes higher.
Now we always watch the slower instrument (according to our statistics) and when it moves ahead, we open a trade on it against the movement,
and on the faster instrument - on the move. If the movement continues further, the fast one, according to statistics, should still catch up with the slow one and it will be a small profit.
If it reverses, the slow one will return and it will be the same small profit.
The main thing is not to make much profit and every time outline an exit point for both trades in case of failure.
And for the slower one wait for a sufficiently long run ahead, then there is a better chance of getting something out.
It may be raw of course, but as an option to think about...
here, talk about steamy
the pilot advisors were hanging in there, too.
i have a lot of nuances which were not solved in that branch.
the continuation of this topic is a branch about doughnuts.
some issues have been solved, but not all - this is natural, because no one will put the grail
https://www.mql5.com/ru/forum/128859/page82#comment_3322866
A lock lock is a good toolbox if:
1. If an 'order position' is open on a trend and the price goes into a correction
2. If a trend reversal is "observed-predicted" to wait for another small continuation.
In other cases this would be an absurd waste of time and money.
In the long position they enter because of the inability to predict the further price movement.
This may safely conclude my post:)
The lock is caused by an inability to predict further price movements.
I can safely conclude my post with this:)
You can in principle close the branch =D
You could in principle close the branch as well =D
I don't know what it is =D, but there is no positive point in it if we are talking from a starting loc.
Only those who have no idea about the market mechanism of price formation and price behaviour in the future are starting a lock.
If peeple has no idea about possible price behaviour from the current moment, how he can break lots in the future.
You may think about this question at your leisure)))
=?