Avalanche - page 252
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Там ВСЕГДА при любой серии нада будет иметь как минимум 33% прибыльных сделок.
То есть что вы пытаетесь сравнить?? ММ который сможет вытянуть при 1% профит сделок, и ММ которому нада всегда как минимум 33%???You see, the question is not how many % of profitable trades you need to make a profit, but what is the worst distribution of a series of losing trades in life. So let's take two variants:
1. - - - - - + + - - - - - + + - - - - - + + - - - - - + +
2. - - - - - - - - - - - - - - - - - - - - + + + + + + + +
In both variants 1/3 of total number of profitable trades, but it is quite obvious that in variant №1 classic Martin will stand easy, in variant №2 it is guaranteed to bend, but French on the contrary.
Mathemat correctly identified the problem here - you need to find the maximum lot in the real distributions of the losing series.
Кто возьмется провести тест? :)
Two people have already started - lasso and me. We are writing programmes to simulate bidding.
Очень даже интересует. Правда не в практическом, а теоретическом аспекте т.к. локи в торговле не использую.
Думал - не додумал, просветите плиз.
You open two accounts, divide the deposit between them in half. You open a Buy on one account and a Sell on the other. You have two opposite orders open at the same time on the MT5 platform. You can open as many as a dozen accounts - it only takes a few minutes.
Открываете два счета, делите депозит между ними пополам. На одном счете открываете Buy, на другом Sell.
An elegant solution. :)))
But what does it have to do with MT5?
You have two opposite orders open at the same time on the MT5 platform
.And note with full payment of two spreads and withholding of two full deposits.
Изящное решение. :)))
Только какое отношение оно имеет к МТ5?
Только не на платформе, а на двух платформах или двух счетах.Причём заметьте с полной уплатой двух спредов и удержания двух полных залогов.
No, it's not. That's only in our universe. In the universe where the author is from (he doesn't even seem to be humanoid), it's not like that. It's been said before. Read it carefully.
Предполагайте и выдумывайте что хотите. Приведите цитату. Иначе вы лжете.
Turn the moron off.Понимаешь, тут вопрос не в том сколько надо %% прибыльных сделок чтобы выйти в профит, а в том какое есть наихудшее распределение серий убыточных сделок в жизни. Так вот возьмём 2 варианта:
1. - - - - - + + - - - - - + + - - - - - + + - - - - - + +
2. - - - - - - - - - - - - - - - - - - - - + + + + + + + +
В обоих вариантах прибыльных сделок 1/3 от общего кол-ва, но совершенно очевидно что в варианте №1 классический Мартин выстоит легко, на варианте №2 он гарантированно загнётся, а вот француз наоборот.
Mathemat тут правильно задачу обозначил - нужно найти максимальный лот в реальных распределениях убыточных серий.
If your minuses and +'s are not from the background. There are 28 trades of 8 in the + .That's 28%. Here the LaBoucher will lose by definition.And that's the funny thing is that Laboucher is more resistant to negative distribution than a classic martin. Laboucher is a soft MM it can outlast negative series. Classic Martin is very sensitive to negative distribution.
Let me explain with an example. With Classic Martin everything is clear. A series of losses and it's over.
Laboucher requires using TS which will give 40% of profit trades in a series. Otherwise there is no point in using it unless of course your stop is 2 times less than the profit. But consider that stop = loss. So TS should give 40% of profit signals to be able to apply Laboucher.
40% means that, say, out of 30 trades TS should give 12 profit trades. Out of 40 trades 16, out of 100 trades - 40. So, for Labycher in this distribution doesn't matter how the distribution of deals will be. The main thing that was 40% profitable. I do not understand why you cling to this distribution. It is not necessary at all, if you have 40%. You do not understand whatever the distribution may be, but having a 40% of profitable trades, we will always end up in profit. No matter how you spin it, no matter how you distribute it. Out of 30 trades there will be 12 profitable ones. No matter how you arrange them. It does not matter. There are in a series of 40% profit trades will be profitable in any of their distribution.
Write me a series of distribution of say 30 deals where 12 will be in profit. And 18 are loss-making. That's 40% profit trades. Arrange them however you want. I will not hesitate to give you an example of what will be the profit.
And I remind you that the series in Laboucher count from the first deal to profit. Not the previous series with a part of it broken with a dangling loss. Series is the first trade from 1 and until we cross out all the lots. But if you want to eliminate them when trading in a real account, you need 40% of the trades you've traded in profits. WE DON'T COUNT SERIES THAT ARE BROKEN. I hope everyone understands this... So write me a series from 1 to 30 which will be distributed as you want 40% (12) profit trades mixed with 18 loss trades... I'll do the math.
You have not yet understood that it is not just the percentage of profitable trades that is important, but the distribution of the series.
E_mc2, let's not be like the topicstarter and argue about how it would be in theory. Let's write our own codes, post them and check them in practice. A single long series of trades will show and tell us everything.
Obviously, you have not yet understood that what is important here is not only the percentage of profitable trades but also the distribution of the series.