MTS = profit FALSE ||TRUE - page 15
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So it turns out that with a stable pattern, the hit rate of the system should be approximately 99% (1%-minus force majeure), unlike systems with regular reconfiguration where the percentage varies with the frequency of dependencies
How do you know that in the future, in real-time the hit rate will be 99% or 59%?
Well, they've found each other's soul mates...
:))
Well, it takes time to discover the truth... And "not at once" is different for everyone. Mathematician, you're just being critical. Let's try to move forward... Tell me how the percentage of winning trades depends on the size of SL and TP? Or even better their ratio? I hope I've still convincingly showed you that if this ratio is 1, it will be 49.9-50% ... Now imagine that we have a strategy that has a correlation with the ideal one, say, of 1%, that is it is one percent better than the dumb one ... Then with the same correlation of SL and TP we'll get not 50% but say 51%... Then follows the logical conclusion that the difference between 50% at random strategy and a certain percentage of this strategy is actually the effectiveness of this strategy ... It's simple. What are you arguing with? You know exactly what you're arguing... But you're just holding yourself captive to MM... But MM is a matter of making things better... This is optimization.
I hope I've shown you that if the ratio is 1, it's 49.9-50%...
No, it's not. Spreads are ignored?
Now imagine ... what we have a strategy
I'm sorry to intrude. I'm too lazy to argue. I can't imagine your strategy. If you have one, just show me.
I think if you have one, you would have filled the thread yesterday with steates and demo powders...
It's just... Phil Phil.
No such thing. Spreads are ignored?
OK... Let's move in that direction, not 50% but how much?
I'm sorry to interfere. I'm too lazy to argue. I can't imagine your strategy. If you have one, just show me.
I think if there was, you would have flooded this thread yesterday with states and demo powders...
And now it's just... philiphatic trash.
What do you want me to show you, dumbass? I already showed you... Mine? I don't have MTS :)) No.
OK... Let's move in that direction, not 50% but how much?
And it depends on the average profit. If we, for example, aim at profit of 10 pips, while 3 of them are taken by spread (correspondingly, we lose 13 pips in case of loss), then I think we may reach zero with 65% of winning trades (at a glance). Clearly, the bigger the target, the smaller the impact of the spread.
Yes, it's easier to criticise than to build, so I do cheap populism. You, on the other hand, are good! You build - but some vague theoretical constructions, based on air, and you have not tried to justify any of your revelations. Neither your incomprehensible 98%, nor 67 (I asked you to post the results, but you made a joke: "run it, you'll see"). Or did you think, that no one has ever gone down the trend-following path, and seeing your 67% revelation, everyone would immediately rush to coding it?
You didn't demonstrate anything (see above). And such a mess - only with random or no-action inputs and without taking into account the spread.
If SL=TP it is approximately so (without taking the spread into account). So 98% of correct entries refer to SL=TP? Well then you're a monster, there hasn't been one here yet...
It depends on the average profit. If we, for example, aim at profit of 10 points and 3 of it are lost on spread (correspondingly, we lose 13 points on loss), then I think we can reach zero with a stable 65% of profitable transactions (at a glance). Clearly, the larger the targets, the less impact the spread has.
Oh... Well with TP=SL=C, how much will the average be for the year? Or does it depend on C?
:))
Well, it takes time to discover the truth... And "not at once" is different for everyone... Mathematician, you stand on the position of mere criticism... Let's try to move forward... Tell me how the percentage of winning trades depends on the size of SL and TP? Or even better their ratio? I hope I've still convincingly showed you that if this ratio is 1, it will be 49.9-50% ... Now imagine that we have a strategy that has a correlation with the ideal one, say, of 1%, that is it is one percent better than the dumb one ... Then with the same correlation of SL and TP we'll get not 50% but say 51%... Then follows the logical conclusion that the difference between 50% at random strategy and a certain percentage of this strategy is actually the effectiveness of this strategy ... It's simple. What are you arguing with? You know exactly what you're arguing... But you're just holding yourself captive to MM... And MM is the area of making things better... This is optimization.
All this has nothing to do with the realities of life and the realities of forex. As Mischek rightly said - it's all rubbish on the philosophical department. The real life in real conditions puts everything in its place. And to make theories and build castles in the air without any real facts - that's phylfactic flooooood ............