Avalanche - page 51

 
kharko >>:

Выложите пример такой "пилы". Рассмотрим как можно выйти из такой ситуации с минимальными рисками


For example, there was a recent one on eurobucks:
 
lexandros писал(а) >>

I see your point... now you're getting it loud and clear. Thank you. The zigzag corridor calculation is a much more interesting approach than the previous volatility calculation. The results of volatility calculation were shown in pictures yesterday.



This is also one of the options for calculating the corridor by volatility. In essence, the volatility for the period of a corrective wave is determined.
 
kharko писал(а) >>

Let's break it down in order.

What is an Avalanche or a Swing, the name doesn't matter? It is an attempt to take a profit when a horizontal channel breaks in either direction.

To understand what this channel and its range should be, let us consider the structure of the movement. Any directional movement can be divided into 2 zones:
1. A distribution or consolidation zone
2. trend

The first zone is characterised by a narrowing of the price range, or in other words, a flat. Whether it will be a price spread or a price consolidation zone we do not know, i.e. the direction of the future movement is unknown. But we clearly know that it will be followed by the directional movement or trend, from which we want to pluck maximum pips.

Now about the ZZ-Trend indicator. This indicator has a limited number of rays. The first ray shows the direction of the general trend. The second ray is the general correction. The third ray is with the general trend, but its size is smaller than the general correction. The fourth is even smaller, etc. The more new rays appear, the more confident we can say that the market is in the first zone or flat. It means that the movement is limited. The range of price changes narrows. Now we have the right to place orders at the borders of the channel and apply TS with the minimum risk.

Previously, I have posted a picture as an example where one can place positions.... Continued

If we take as a target the width of the channel (28 points), the target is taken without increasing the position volume

For an "avalanche", your proposal would be suitable only for determining the moment of entry. It would not be suitable for determining the distance between orders, because this value should be incommensurably greater than the correction range. If the distance is too small, too many orders will be opened during an unfavourable situation and we will lose a lot of money.

 
Epiharia >>:
лександрос, пример с цифрами не накидаете? для сравнения...


Think about it.
For example, a corridor of 40 p.
what we have
first turn -40*0.1
second turn -40*0.2
the third reversal -40*0.1-40*0.3=40+120=160 losses have already happened on the border of the channel.
Suppose the price after the third reversal has, nevertheless, gone in the trend. we have 0.2+0.4=0.6 lots in the plus position.
Beyond the channel boundary, we have 0.6 in the plus, and 0.4 in the minus. In other words, for each point we'll get 2 quid of profit. So... It turns out that to break even, the price has to pass at least 80 points from the channel's border. Roughly speaking, the price should pass three corridors (the corridor itself + two more corridors on top to cover losses). And only after that we will start taking profit. And this is only on three reversals. As the number of reversals increases - the distance to be covered by the price will also increase by the corridor width to compensate for losses.
The calculation is simple and disappointing. (We don't count spreads and swaps yet) .... but only hypothetical points.
 
Dserg >>:


Да вот хотя бы, недавно было на евробаксе:

Two positions are open. The picture shows the moment the orders are placed. We are getting a little advantage...


 
lexandros >>:


Ну сами прикиньте.
Например. коридор 40 п.
что мы имеем
первый разворот -40*0.1
второй разворот -40*0.2
третий разворот -40*0.1-40*0.3=40+120=160 убытка имеем уже на границе канала.
Предположим цена после третьего разворота все же пошла в тренд. имеем в плюс 0.2+0.4=0.6 лота.
за границей канала мы имеем 0.6 в плюс и 0.4 в минус. Т.е. за каждый пункт будем получать 2 бакса профита. Итого... Получается, что для того чтобы хотя бы выйти в ноль цена должна пройти от границы канала еще как минимум 80 пунктов. т.е. грубо говоря цена должна пройти три коридора (сам коридор + еще два сверху, чтобы окупить убыток). И только после этого начнем получать профит. по два бакса за пункт. И это только на трех разворотах. С увеличением колличества разворотов - расстояние которое должна пройти цена будет увеличиваться тоже на ширину коридора, только чтобы окупить убытки.
Расчет простой и неутешительный. (это еще спреды не считаем и свопы).... а только гипотетические пункты.

You're right. a flat is evil! then you need a good signaler to end a flat (i'm not afraid to trade in them for nothing) and to catch directional moves and pyramid... thanks, lexandros.

 
I would like to remind you that for placing orders we are looking for market narrowing points. To do this we will need the last 3-4 rays of the ZZ-Trend. The first one is a general trend. The second one is a correction. We set orders by the second ray. The size of the correction should be several times less than that of the first ray. Why? We do not know whether the trend is over or correction. Thus, we set orders along the borders of the horizontal channel. If the correction has not come to an end, we know that its size is limited by the last trend movement. According to statistics, more than half of the corrections reach the 50% mark of the trend. So the trend/correction ratio is greater than or equal to 4.
 
kharko >>:
Хочу напомнить, что для выставления ордеров мы ищем места сужения рынка. Для этого нам понадобится 3-4 последних луча ZZ-Trend. Первый - общий тренд. Второй - коррекция. Ордера выставляем по второму лучу. При этом размер коррекции должен быть в несколько раз меньше первого луча. Почему? Мы не знаем закончился тренд или коррекция. Поэтому по границам горизонтального канала ставим ордера. Если коррекция не закончилась, то мы знаем, что ее размер ограничен последним трендовым движением. По статистике более половины коррекций достигают отметки 50% тренда. Значит, соотношение тренд/коррекция больше или равно 2.

That's roughly how I trade... but I use a zig-zag fractal... and two timeframes

 
What is a zigzag fractal? Clarify...

Placing new orders...

 
kharko >>:
Что такое зигзаг-фрактал? Уточните...

Выставляем новые ордера...


Files:
Reason: