What is it? - page 12
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I would like to get the topic back on track. Let's consider the following option (it's just a draft, as food for thought):
Suppose we play two hands one way sell sl. > std. in the other buy with (std. = std. on sell) If we open transactions (buy or sell ) on gcj, the skew in the ratio of the number of winning transactions will be in the direction of a smaller closing level, as we rely on a longer series of wins, then first begin to increase the volume after each winning transaction, and the other hand in this case decrease, then try to calculate the number of steps after which begin to change the proportion of hands, that is, the side that won reduces (in anticipation of ending a series of wins), and the side that lost increases. Along the way we register to the service, which returns part of the spread, and that's it! :))
It's time to turn the rough draft into a clean one, it's already the tenth year!
And although I guess that beside losses on spread we will not get anything else, nevertheless let's try it together.
Specify the specific values (as you imagine) SL, TP, the initial lot, the step of increasing the lot, the type of progression, etc.
Then let's simulate and see.
Let's say we play two hands one way sell sl. > tp. in the other buy with (tp. = sell sl.) If we open trades (buy or sell ) on gc,
Many things are not clear. 1) on Buy ips. = sl. or sl. > tp. ?
2) (buy or sell ) - is it "or", or "two hands to one side"?
That's why I asked you to set clear terms of the problem.
It is not a problem for me to model it myself.
And what does it show?
The subject is interesting. I would like a dialogue...
I immediately wrote a draft - which means that there are no clear conditions at the moment, and there is nothing to simulate yet. To see the starting point of my short-term thinking just run an EA with martin (with doubling of lot after losing) and direction selection by GCHS - I have shown the following: if you put the same fixed size sl > tp then you will get a series of wins longer than the series of losses, and vice versa if tp > sl then on average the length of the series of losses will be more winning series, this is where the maximum number of losses / wins in the report, then think how this can be used with the benefit (if it is possible at all).
According to the GCF, it is not possible. It is as described, it will be. There is no light at all.
I immediately wrote a draft - which means that there are no clear conditions at the moment, and there is nothing to simulate yet. To see the starting point of my short-term thinking just run an EA with a martin (with doubling of lot after losing) and direction selection by the GCF -
Again I don't understand. You wrote first "then start increasing volume after each winning trade", now .... " run an EA with a martin (with doubling the lot after losing)".
Okay. Here's the outline. TP=2*SL, up to 10th position in series the AP lot increases, then decreases.
The result, as you see, is 0.00, without spread.
If I did something wrong - correct....
Come on guys, marting with doubling on a martingale (pardon me, HHF) is unpromising, it's not worth trying.
Come on, guys, a martin with doubling on a martingale (pardon me, HHF) is a no-go, not worth trying.
Yeah, it kind of makes sense. Or rather, to you Mathemat, it is 100% clear. And we, too, would like to put the final fat point in this matter. We've been wanting to for a long time.... On the one hand, the categorical statements of the authorities that it is impossible, on the other hand, the game of live roulette, more than a year, more than 30,000 spins for that period, according to TerWeir - ruin, and as a result we left with a positive result. At times it seems that it is enough to look at understandable things from a different, non-standard angle and all the dogmas collapse. So we are looking for that angle.... What if???
If only I knew what a spin was. Probably one throw of the ball (i.e. one game)?
I'm not saying that you can't be in the black over a given finite period. Of course you can. But you probably want to keep it that way. Well, that's what people want.
There's more chance here than on roulette. And you'd better lay off the roulette psychology. I'm not saying roulette is primitive, God forbid. It's just different and focused on different patterns.
In roulette one deals with a series of independent events, spins (am I saying it right?). He consciously arranges them into a process himself and tries to find regularities in this process. But this process doesn't exist, it's only in the mind. Roulette completely forgets its history with each new spin (I'm not talking about roulettes specifically set up against the customer).
On forex it's different. You have a real quoting process in front of you. One sign of its reality is that neighbouring bars often turn out to be dependent. This is your chance to catch a cat by the tail. But you won't catch it with RNG because there is no dependence between bars in RNG. To be exact, there are, but they are only fluctuations that are unpredictable. For our purposes, it's the same as if there were none: we trade based not on the past and not even on the present, but on our vision of the future.
Yes, the most correct approach is not to listen to authority and search for the truth yourself. It doesn't matter on what level it will become clear to us. The main thing is that it will become understandable. Well then, good luck to you in comprehending it!
that neighbourhood bars often turn out to be addicts. This is your a chance to catch the cat by the tail. But with.
A lot of people have been caught trying to catch him by the balls.