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Renter
Hello all! I have been allowed to use a deposit of X0 rubles for t months. Every month a fixed percentage q of the current value of the deposit X is deposited. I'm allowed to withdraw a percentage k from the account every month, but it doesn't exceed the value of q . So the task is to maximize the
Optimal values of SL and TP orders for an arbitrary TS.
Probably each of us has at least once wondered what values of protective orders should be chosen for the reliable operation of a trading strategy (TS). Some of them say it is better to use TP=SL and not less than 100 pips, and others advise to use a TP much larger than SL - thus adhering to the
What is it?
Can anyone comment on how it is possible to have income in pips in an account in the form of a random fluctuation and such a nice total in roubles in the account? It's a miracle! Only one reasonable explanation of the observed phenomenon comes to mind: Chel or MTS-ka opens randomly, but determines
Our Masha!
We all know the disadvantages of moving averages - lagging and/or overdrawing on the right side of the quotient. The essence of this phenomenon is a fundamental inability to see into the future, and nature will do anything to stop us from breaking its fundamental laws. This is not to say that we
Stereo Neuro Net
In Avishka, if you squint your eyes properly and fall into a state of Nirvana, you can see how a 3-layer two-entry non-linear grid shovels the input data (the price series) trying to find hidden patterns in it. And, indeed, it finds it. P.S. This should not be taken seriously
The law of conservation of the money supply is not a law.
If we assume that the foreign exchange market is a closed system, i.e. money does not come from "nowhere" and does not disappear into "nowhere", then we can expect the effect of money supply overflow (redistribution of funds). In order to be able to compare different instruments, let us normalize
Market etiquette or good manners in a minefield
Hooray! - My three-layer non-linear neural network has started to show stable positive trading results. And immediately the question about the optimal MM was raised. I already touched this subject here before but considered a case without taking into account brokerage companies' commission (Spread)
Not Mashka's business!
Here's a thought that excites me. Let's take the most common wizard with an N averaging window. Let's run it through the time series (RT) forward and backward, thus eliminating group and phase delay and obtaining an ideal smoothed curve, the first derivative of which optimally shows the entry and
FR H-Volatility
This thread is a continuation of the conversation about kagi splits. Yura, let's look at the FR of the cagy zigzag segments for EURJPY 10^6 ticks BP, plotted for H=10. The graph is actually mirror-symmetric about the ordinate axis, I took the modulus of the difference for better statistics