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Joo Zepper:
So only one instrument is traded at a time?
Nah... Everything that moves in the direction that Oleg wants. Stubbornly trades in one direction, and waits out the drawdown if it doesn't hit the stream...
 
Joo Zepper:
So, only one instrument is traded at a time?
In this contest there is a limit of one lot of open positions at $5000 starting amount. Maybe that has something to do with the tactic. I will be participating as well.
 
Artyom Trishkin:
No... Anything that moves in the direction that Oleg wants it to. Stubbornly trades in one direction, and waits out the drawdown if he's not in the flow...
Wrong.
 
Joo Zepper:
So, only one instrument can be traded at a time?
Alexey Volchanskiy:
This contest has a limit of one lot of open positions at $5000 starting amount. Maybe it has something to do with the tactics. I will be participating as well.
Exactly.
 
Олег avtomat:
Wrong.

??????

No way ... I didn't see ...

 
Artyom Trishkin:

??????

No way ... I didn't see it ...

That was a long time ago... It's different now.
 
Олег avtomat:
Exactly right.

Well, that's what I thought... So, rightly advised by the "advisors", stops are needed. Margins and stops don't make sense, or rather they are impractical due to system complexity (although I could be wrong, system complexity may not grow linearly with development time). I mean, isn't it easier then, if there are no stops, to play (just play, not work) as described in one of the articles, something like roulette? - If they do not have their own money and everything is calculated so that if they take a shot they will win, and if they do not, the loss is not great...

Stops are not really needed only in a few cases, when trading a portfolio of instruments, or when the movement of one traded instrument fits into a strict and clear channel. But even in these cases, virtual equity stops should not exceed 10% of the current equity. Why 10%? - The devil knows, I think I read it somewhere and it is in principle the same according to my own empirical knowledge.

 
Joo Zepper:


Most likely, Oleg was referring to entering with a stat advantage and exiting (or reversing) with a stat advantage on the opposite signal. A stationary stop in the context of his strategy is an exit into uncertainty and therefore an unnecessary loss in trading costs.

 
Ром:

Most likely, Oleg was referring to entering with a stat advantage and exiting (or reversing) with a stat advantage on the opposite signal. A stationary stop in the context of his strategy is an exit to uncertainty and, consequently, an unnecessary loss in trading costs.

There is no statistical advantage. The entire calculation is based on the fact that the EA will not lose money during the limited time of the contest, and then it will win the prize. Look at all these charts of estimated profitability - a clear confirmation of that, because it is impossible to achieve the planned profitability in this system with the presence of stops.
 

I've explained it before. At length. I don't want to go through this again.

In a nutshell, very roughly, without subtlety:

If the waves are in-phase, we're in-phase.

If the waves are in-phase, we are out of motion.

for

quick picture for clarity, nothing more

If you can decompose the original movement into its components, you'll see what I'm talking about.

1...636465666768697071727374757677...106
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