On the unequal probability of a price move up or down - page 163

 
Maxaxa:

I'll give it a try, thanks!

I also modelled the trading of 4 pairs in relation to the common third according to the same principle. On the history there is a more intense movement around "zero". If everything is correct and calculated, then 4 currencies will rock the structure more evenly. The main thing is to exit in time.

Yeah, it's an interesting topic, but the archive is expensive ;)
 
Maxaxa:
Yes, that's essentially what it is. I want to try it on a slower account with no commission, only spread. It's supposed to be more fun there. Although I'm sure there will be slippages and other joys.

The blue equity curve (excluding spread and commission) of your second triangle is shown in the screenshot. The orange equity curve of the euro pound with 0.09 lot. The spread of both curves is approximately the same, which means that the possibility of getting a drawdown or profit is the same. Now the question is: how much more profit will you get due to lower spread and commission losses if you trade the Eurofoon at 0.09 lot instead of your second triangle?


 
khorosh:

The blue equity curve (excluding spread and commission) of your second triangle is shown in the screenshot. The orange equity curve of the euro pound with 0.09 lot. The spread of both curves is approximately the same, which means that the possibility of getting a drawdown or profit is the same. Now the question is: how much more profit will you get due to less losses on spread and commission if you trade the Eurofound 0.09 lot instead of your second triangle?

crush, is the volume of trades on pairs the same as his?

 
Renat Akhtyamov:

crumb, is the volume in pairs the same as his?

I wrote that blue is his second triangle, isn't it clear?

 
Renat Akhtyamov:
Yeah, it's an interesting topic, but the archive is expensive ;)

To be honest, I'm prepared to give 90% of all profits for myguaranteed 10%. I've been experimenting for over 10 years and have come to this balanced conclusion ))

I really like the saying - "20% of zero is zero" ))

 
khorosh:

I wrote that blue is his second triangle, isn't it clear?

no

is the volume the same as his or only the direction taken into account?

the question is simple and clearly stated

so what is the answer?
 
Renat Akhtyamov:

no

Is the volume the same as his or just the direction?

the question is simple and clearly stated

so what is the answer?

Of course, then why did I write the second one. The direction is the same for all three of them.

 
khorosh:

Of course, then why did I write the second one. The directions are the same for all three of them.

Okay. .

That's what I'm saying.

I've been and will continue to be relentless in repeating myself.

the triangle is the bearer of evil!

Essentially, if a triangle is open and the lots are different, then you should subtract the smallest lot of those pairs from all the pairs in the triangle and close, as that part of the portfolio is no longer working, it is a lock
 
khorosh:

The blue equity curve (excluding spread and commission) of your second triangle is shown in the screenshot. The orange equity curve of the euro pound with 0.09 lot. The spread of both curves is approximately the same, which means that the possibility of getting a drawdown or profit is the same. Now the question is: how much more profit will you get due to less losses on spread and commission if you trade the Eurofound 0.09 lot instead of your second triangle?


I can't say so, better to use my trading parameters (volumes and entry/exit times)

Are you referring to this triangle? (second-to-last, from the 7th trade, right?)

247729629 2020.01.16 14:53:56 sell 0.36 eurusd 1.11525 0.00000 0.00000 2020.01.16 15:52:38 1.11434 -3.60 0.00 0.00 32.76
247729652 2020.01.16 14:53:57 buy 0.14 eurgbp 0.85445 0.00000 0.00000 2020.01.16 15:52:40 0.85403 -1.40 0.00 0.00 -7.67
247729670 2020.01.16 14:53:58 buy 0.11 gbpusd 1.30533 0.00000 0.00000 2020.01.16 15:52:41 1.30474 -1.10 0.00 0.00 -6.49


and you have a range from March to January on your screenshot... this is definitely something wrong )))) according to my calculations, a deal should live no longer than one day.

"Instead" - won't work here ))) I could have opened a construction in the other direction and would still have made my small profit, that's the idea.

 

here's what you're haggling over in essence


247729629 2020.01.16 14:53:56 sell 0.25 eurusd 1.11525 0.00000 0.00000 2020.01.16 15:52:38 1.11434 -3.60 0.00 0.00 32.76
247729652 2020.01.16 14:53:57 buy 0.03 eurgbp 0.85445 0.00000 0.00000 2020.01.16 15:52:40 0.85403 -1.40 0.00 0.00 -7.67
247729670 2020.01.16 14:53:58 buy 0.00 gbpusd 1.30533 0.00000 0.00000 2020.01.16 15:52:41 1.30474 -1.10 0.00 0.00 -6.49


and this is far from a triangle ;)

Reason: