Optimal values of SL and TP orders for an arbitrary TS. - page 18
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
You can talk a lot and a long time about how things should ideally be.
Ideally, this is exactly the theory of optimum f. A one-armed bandit who works for you and whom you have twisted once and for all in the direction you want. Yes, there's no need to talk about it :)
I am not familiar with the theory of optimum f. That is why I consider this indicator not as a base of some theory, but as a quite applicable and simple notion that every trader dealing with TS optimization has unknowingly encountered.
I haven't tried it but I think the result would be interesting if your TS calculated f by sliding window on BP equity (without using f) and built "optimal" BP equity using calculated f in MM. This can be implemented as a slight modification to any strategy. Perhaps this approach would allow to significantly improve the performance of the existing TS.
For example, as one of the PAMM-rating leaders says he/she adjusts the share of equity used by a strategy (many strategies) depending on its extremes - just the sliding window approach. Calculating f, as I wrote above, solves such a problem.
As has been said many times before, a good tool is not enough to make something good.
I am not familiar with the theory of optimum f. That is why I consider this indicator not as a base of some theory, but as a quite applicable and simple notion that every trader dealing with TS optimization has unknowingly encountered.
I haven't tried it but I think the result would be interesting if your TS calculated f by sliding window on BP equity (without using f) and built "optimal" BP equity using calculated f in MM. This can be implemented as a slight modification to any strategy. Perhaps this approach would allow to significantly improve the performance of the existing TS.
For example, as one of the PAMM-rating leaders says he/she adjusts the share of equity used by a strategy (many strategies) depending on its extremes - just the sliding window approach. Calculating f, as I wrote above, solves such a problem.
As has been said many times before, a good tool is not enough to make something good.
It is a pleasure to read your posts. All sentences are light, natural and meaningful, punctuation marks always in place.
The tone is consistently balanced without the harshness and acrimony so characteristic of people engaged in mental work.
I admire you and set an example for my children.Here is a programme where the guests are two relatively successful traders. There is an endless chasm between their approaches to trading. It's easy to argue at the level of the one on the right in relation to the screen, and it's not at all specific. The reasoning at the level of the one on the left has a fundamentally different approach, everything is clear there. And there is nothing complicated about his system, even though it lends itself to clear formalization.
This is an example of completely different approaches to trading and views. You may lean to one side, you may lean to the other. One can lean on the third.
There is simply nothing for these two practitioners to discuss in trading. Note that all questions are addressed to the guest on the right, not on the left (it is difficult for the average person to have a conversation at his level).
I am a practitioner myself and take the third approach. Also clear, but not as obvious as the one above.
This is a simple example of why sometimes finding an opponent to discuss is not easy.