Avalanche - page 392
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Comparison.
If you manipulate the lots correctly, i.e. if the "stock version" is 0.1 0.2 0.4 0.8, then the "netting version" is 0.1 0.1 0.3 0.5, the final result will be the same. (and this has also been discussed in this thread).
For the same lotting algorithm, these are two different systems.
But it is more difficult to ensure coincidence of trades and therefore synchronous entering the "bad zone".
After all, pending orders and market entry are more difficult. More details in the next thread "MT4 tester is genius" ;)
Well and "total loss" before triggering .... more ..... ;)
I am waiting for a sinusoid with amplitude of 350 pips (+10/-0 in my opinion) and duration of 7 periods. ;)
Can I be more specific?
Does it follow from your thesis that the loss (which, by the way, was "indistinctly" described by Katala), which you take at netting, MUST be less than the margin involved?
If so - isn't that a criterion/limit on the size of a "not insignificant" channel?
;)
Does it follow from your thesis that the loss (which, by the way, was "inaudible" by Cathal) that you take on netting MUST be less than the margin involved?
Example of margin calculation for several transactions for currency pairs
We have three trades:
1. Calculate the weighted average price:
Rsr = (1.00*1.48354 + 1.50*1.48349 + 0.80*1.48319)/(1.00 + 1.50 + 0.80) = 1.4834324
2. Calculate the margin for the locked volume. The locked positions volume is 0.8*2=1.6 lots, the hedged_margin parameter for EURUSD is 100 EUR.
M1 = 1.4834324*1.60*100 = 237,349184
3. Let's calculate the margin for the remaining (non-blocked) volume. The volume of remaining positions is 3.3-1.6=1.7 lots, the margin for EURUSD is 200 EUR.
M2 = 1.4834324*1.70*200 = 504.367016
4. Calculate the total margin.
Margin = 237.349184+504.367016 = 741.7162
Only shh, i.e.. not at ....
If so - isn't that a criterion/limit on the size of the "not insignificant" channel?
Actually, the difference is not crucial (from the category of "it works, but it works" ... so be it), if the market is playing tricks and you have "trigger after tricks", until you hit either MC or limit the total number of lots...
If your deposit is "paltry" (like to play with, but not to make money), then yes you can move the MC on one step (on one triggering). And it is not a fact.
After all, the channel width is an expectation of the market, not a function of the Deposit size.
I can't even imagine an algorithm for calculating channel width from Deposit. Like:
- The deposit will survive "7 knees".
- In historical data, "7 knees" has been observed at channel width ??????? ;(
Enter a bar earlier/later (on whatever signal you want) and there won't be "7 knees", but a profit even without enabling Avalanche.
I also did the netting variant and with the same lot building scheme and other conditions being equal, the netting variant gives less profit and the explanation is simple.
The explanation is really simple: you have to know arithmetic and be able to write (I mean program).
Explain where I am wrong.
Quote:
<<Let's have a build-up scheme of lots 1, 3, 9 ... in both variants>>
You cannot have the same scheme.
If for loc: 1 - 3 - 9, then for adequate netting it should be: 1 - 2 - 7
Quote:
<<Let's have a build-up scheme of lots 1, 3, 9 ... in both variants>>
You cannot have the same scheme.
If for loc: 1 - 3 - 9, then for adequate netting it should be: 1 - 2 - 7
In mt4 when you open the second order, we open an order with a volume of 3, and then we do CloseBy and the final volume of 2 is left as in your scheme, then we open an order with a volume of 9 and after closeBy we have a volume of 7. So, the volumes of initially opened orders are the same in both variants. That is what I mean. I don't know about MT5, I'm not familiar with this platform, but I think it is correct in MT4.
In mt4 when you open the second order, we open an order with a volume of 3, and then we do CloseBy and the final volume of 2 is left as in your scheme, then we open an order with a volume of 9 and after closeBy we have a volume of 7. So, the volumes of initially opened orders are the same in both variants. That is what I mean.
With this approach, you will not make a difference in profit. You will only save swaps and release the collateral.
But in my example I mean that the principle of avalanche is used, in the netting variant the first two trades are unprofitable,
And in the box only one deal is unprofitable. Are you ready to refute it? I am listening to you very carefully.)
I understand, pretending to be a hoser is easy.
At the moment of opening of the 3rd volume you have 3 contracts loss + 1+9=10 open (in the direction of the last movement) and 3 - against. TOTAL: Loss 3, opened 10-3 = 7.
In netting, at the moment of opening of the 3rd volume - loss 1+2=3 contracts + 7 contracts opened (in the direction of the last movement). TOTAL: Loss 3, 7 contracts opened.
PS.
And in general, tired tired stupid and pretend to answer.
Don't play smart and try to get out of it,
Man, I can't believe I'm understanding the Swinosaurs.
From what I understand, when you have nothing to say in response, you have to refer to some authority.
I've said it all, if you can't count 1+9-3, that's your problem.