Machine learning in trading: theory, models, practice and algo-trading - page 1689
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Well, I have a feeling that the "accepted" form of risk management - risk in % of the deposit - is a direct way to lose the deposit, because TS has a short life time after optimization, then, in most cases, the parameters of TS do not coincide with the market and there is a logical saturation of equity... and here we are getting the rest of the deposit with our % of equity
I.e. it most probably makes sense to use the value of % of the deposit, but with consideration of performed deals, but with inverse dependence.
I advise you not to use MM at all at the stage of search and selection of TS, it can greatly distort the picture. If the TS does not work with a constant lot is a trader.
I'm afraid I can't even formulate the question clearly)
I was too shy to write it that way, or rather I wrote it in my post and deleted it )))
it's like this .... The problem is that it's not so easy to formalize trading or market theses as a game
Do you study trading with Savvateev, or what?
I just have a certain desire to play with game theory) I hope it is safe and will pass with time)
If the TC does not work with a constant lot is a sinker.
I doubt you can confirm this "axiom" - I know it's written on every "fence".
as a variant, justify why a trailing or breakeven setting the SL is better - it's written all over the forums on every "trader's fence" - may it be better, for example, than a partial close? .... i can write dozens of examples and questions, i've studied this issue "over the fence".
but a coherent answer .... i doubt that i will find it anywhere - there is no research, nothing, just trader talk and nothing more, like the same martin - if i place 2 orders on 2 consecutive indicator signals in one direction - is it a martin? is it averaging? - everything is shaky and vague - everything is at the level of "i saw it, i read it, i lost it....
it's kind of like this.... The problem is that it's not so easy to formalize trading or market TS as a game
If at all possible)
I doubt that you can confirm this "axiom" - I know that it is written on every "fence"
as a variant, justify what is better than trailing or setting the SL to no-loss - this is written on every "trader's fence" in all the forums - maybe it is better, for example, than a partial close? .... i can write dozens of examples and questions, i've studied this issue "over the fence".
but a clear answer .... i doubt that i will find it anywhere - there is no research, nothing, just trader talk and nothing more, like the same martin - if i place 2 orders based on 2 consecutive indicator signals in one direction - is this a martin? - Everything is shaky and vague - everything is at the level of "I've seen, I've read, I've lost.....
There is no logic in this question. On the entire history that is available for all instruments, look, select areas, see what parameters of the series change and more correctly determine its state and draw conclusions. Until today we have the following))))
If at all possible)
There's probably a Planck constant here, too))))) The boundary of accuracy)
I just have a certain desire to play with game theory) I hope it is safe and will pass with time.)
I don't know how much I understand game theory, but it just seems like combinatorics to me. That is, it's optimization. Didn't see anything beyond that there. Maybe there is some other TI, more advanced.)
about game theory, but as if on the fingers, as applied to MO
What do we usually do?
Here's a flip card game, here's the NS, and we immediately limit the NS by the rules, but not by the rules of the game, but exactly by our vision - like to go only from the smallest card and toss one card at a time - my father taught me so... so we started training and got some kind of trained card game AI
What's right, in terms of combinatorics: the general rules of the game and the target - the number of wins, and how there NS will go with the smallest card or toss exclusively trumps... why should we interfere? - the goal is the maximum number of wins
that's about the primitive way we were taught ... I forgot the name of the software that has beaten all Atari games - bluntly brute force and even bluntly without knowledge of the rules of the game - by analyzing the pixels on the screen, it seems - I could be wrong here fluently and have long read
I don't know how much I understand game theory, but it just seems like combinatorics to me. That is, it's optimization. I did not see anything beyond that there. Maybe there is some other TI, more advanced :)
Well, combinatorics is not such a primitive science. You can see, for example, some lectures by Raygorodsky.
Game theory, at least, includes an essential part of the matstat called "playing with nature". MO, by the way, can also be referred to the theory of "games with nature.