Random Flow Theory and FOREX - page 79

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Demi:
And best of all, he hasn't written anything on the subject
And what's interesting is that he doesn't really have a practical orientation.
 
My only post is a response to Prival's post. The rest is just being polite, no need to abuse it. I'll keep that in mind.
 
faa1947:

faa, show the public the practical results you have achieved with the miracle packages.
 
There is no such thing as an accident in this world. Every step leaves a mark))))
 

I did. Almost.

Pair trading. Fixed lot=1. 1036 bars on H1.

Quote charts

Balance without spreads.

Left - increment, i.e. 0.8 = 8000 pips

Graph of trade results

Total statistics for two currency pairs:

profit.factor

[1] 6.210877

> profit.plus

[1] 1.1192 = * 10000 = 11192 pips

> profit.minus

[1] 0.1802 = *10000 = 1802 pips

> sd(profit) - sko

[1] 0.001738898 * 10000 = 17 pips

> summary(profit)

Min. ......1st Qu.... Median Mean ....... 3rd Qu. Max.

-0.0047000 0.0000000 0.0006000 0.0009064 0.0015000 0.0192000

From the last line: max. drawdown in pips = 47 pips. Maximum profitable trade = 192 pips.

Libraries were used to build the trading system:

library(mFilter)

library(tsDyn)

library(lmtest)

library(fUnitRoots)

library(zoo)

 
Are these results real or a test run?
 
avtomat:
Are these results real or a test run?


Are you asleep on the computer?

Obviously a test run. It says "no spread" explicitly.

 
Already more interesting :-)
 
faa1947:


Are you sleeping on your computer?

Obviously a test run. Straightforwardly stated - "no spread".


faa, you show me what yourreal practical results are, which you achieved using the miracle packages.

You do realise that the test run is as far away from the real results as earth and sky...

 
It may be a test run... The question is whether it's a forward or not.
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