Now let's be clear, do patterns work? Let's discuss) - page 10
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>> The regularities are there and they start from 4h charts and higher. Unfortunately it took me a lot of time and money to come to this simple conclusion.
I disagree on principle. What does timeframe have to do with it anyway?! There is a change in price, what difference does it make how long it took? There is a probabilistic estimate of a certain future price movement from the previous one. And this is what the TS is built on, in which only one parameter is used - the maximum risk.
I trade using tick data with sampling from the market. But these objectives are neither scalping nor long-term. If the market allows making pipses, then TS should do it relying on the fact that the risk is within the maximum specified one. If longer targets are optimal, TS corrects the risk through MM.
I trade using tick data with a sample of the cup.
What kind of market? Where have you seen the betting market in MT4?
What market? Where did you see the stack in MT4?
I didn't specify in my post that the market and tick data are taken from ECN where I trade.
I haven't seen the market glass in MT4. When one of brokerage companies announces similar ECN via MT4, there will be data on the market that is connected via DLL to MQL4.
When trading on MT4 the TS uses M1 at the initial analysis stage. Further on - according to the data collected, which is not available in the terminal as a history.
I disagree on principle. What does timeframe have to do with it anyway?! There is a change in price, what difference does it make how long it took? There is a probabilistic estimate of a certain future price movement from the previous one. And this is what the TS is built on, in which only one parameter is used - the maximum risk.
I trade using tick data with sampling from the tile. But my objectives are neither scalping nor long-term. If the market allows making pipses, then TS should do it relying on the fact that the risk is within the maximum specified one. If longer targets are optimal, then TS corrects the risk through MM.
We have a lot of examples when the behaviour of processes in a particular case is completely uncertain, although there is a clear pattern in the general population. For example, the probability of radioactive decay of a particular uranium atom in time t is completely uncertain, but the half-life of a population of uranium nuclei is very definite and non-random. Or an example from human nature: the determination of the sex of the future child of a particular couple is random, although there is a clear bias towards having more boys than girls (there are 105 boys for a hundred girls). By trading potikovo we are trying to find the bias of a random process, and there is none, because the process is random (because the behaviour of the tick and not the general population is being studied).
I think goals cannot be non-pipsing when choosing tick entry points. The only way to conduct a full-fledged short-term (1-2 days) day trading (not to mention the position trading), is to set a stop loss at a great distance from the current price, and it makes no sense in tick trading.
My system of trading based on flipping a coin (random process, and this is not a joke), on some series of random numbers, I manage to show an uptrend in profitability of 200-300 deals (!), (when the profit equal to the loss) and this despite the fact that the system is obviously random. So I can make the assumption that your system is completely random, but you do not know about it.
The system should have at least two parameters: 1. maximum risk per trade * 2. The probability of execution of the risk. If the probability of triggering of a stop is 90% (for example the stop is very close (3-4 pips) to the opening price of the order), then even a very small percentage of the allowable risk per trade will not save you.
I believe that targets cannot be non-pipeline when selecting tick entry points. The only way to do a proper short term (1-2 days) day trade (not to mention position trading), is to set a stop loss far away from the current price, and that makes no sense in tick trading.
My system of trading based on flipping a coin (random process, and this is not a joke), on some series of random numbers, I manage to show an uptrend in profitability of 200-300 deals (!), (when the profit equal to the loss) and this despite the fact that the system is obviously random. So I can make the assumption that your system is completely random, but you do not know about it.
The system should have at least two parameters: 1. maximum risk per trade * 2. The probability of execution of the risk. If the probability of the stop execution is equal to 90% (for example the stop is very close (3-4 points) to the order opening price), then even a very small percentage of the allowable risk per trade will not save you.
The reason we work with tick data is because we don't care about extra pips per trade. Even in terms of money, 1 point is a decent amount. And an even more important reason for working with ticks is to fight for current liquidity. In ECN one should not make far-reaching conclusions on the basis of GEP and other pleasures because there is a concept of current volume.
A perfect line of growth of balance on the 1000th of trades can be a fitting for the history. There are a lot of examples of such charts before the Championship.
It is impossible to judge the efficiency of a system only by the amount of trades. It is important to know the algorithm and the reasons for its profitability.
The two parameters "1. maximum risk per trade * 2. Probability of risk execution" and are one of the laid down. TS should choose the product you've given, which is optimal from the point of view of profitability.
There is a theoretical justification for why you can't create a system that produces a SUSTAINABLE sustained profit. But this does not at all contradict the claim that a system can produce profits for years and decades. And again, it does not follow from this statement that a system that stops profitable must fail. If trading conditions change, the TS will simply stop making trades altogether.
Didn't specify in the post that the glass and tick data are taken from the ECN where I trade.
...I have wanted to know for a long time, can you tell me if the betting market is like this:
http://www.onix-trade.net/informers/
I've been wanting to know for a long time, tell me, is it like this:
http://www.onix-trade.net/informers/
The mql4com "If the trading conditions change, the TS will simply stop making trades altogether.
mql4com, "If trading conditions change, the TS will simply stop making trades altogether."
it's definitely time for you to change your dope...
it's definitely time for you to change your dope...
I don't understand your subtle sense of humour.
I dont understand your subtle sense of humour.
It's not realistic just like that: "If trading conditions change, the TS will simply stop making trades altogether.
The trades will be executed, but their outcome will be "not in question before, 60% in the +" but lower. You may lose.
It's not realistic to just say: "If trading conditions change, the TS will simply stop making trades altogether.
The trades will be executed, but their outcome will be "not in question before, 60% in the +" but lower. It's possible to get away with it.
Quite right, it's not easy. But if you know the reasons why your algorithm is profitable, then programming the absence of the right market conditions is not a big problem. I wasn't writing about the general case, but about mine in particular. My TS works exactly like that.