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Алексей, все равно все упирается в не-хочу-говорить-в-чего. Впрочем, это страшное слово ты уже произнес.
I remember, I remember. But with him - yes, he trades a pure balance and nothing else. But the signals here are not phonetic.
Nah, let it be inertia. But then maybe just don't trade at all, rather than reducing the lot?
The author has already answered you - to simplify the accounting.
Угу. Я предполагал такой ответ. Но из этого НЕ следует, "что тенденции кривой баланса показывают более общую, глобальную и серьёзную закономерность рынка, чем непосредственно сама цена. И это состояние обладает инерцией."
Из этого следует только то, что цена сама по себе обладает инерцией. А о дискуссии по этому поводу только глухослепые на Марсе не в курсе. Не хотелось бы к этому сводить.
(голосом кинопровокатора) Может, это как раз и будет служить доказательством, что инерция все-таки есть? )))
Well, thechanalysis works, doesn't it?It is clear that everything is inherent in the price, but the analysis of the balance curve allows you to assess not the price directly, but the market as a whole, i.e. its "trendiness", breakdown, etc., for example. A different time scale.
After all, there is the arcsinus theorem, and there are trends even in rows with SB. Why do we care why the system's returns have suddenly risen sharply? There is a trend in returns - we use it. The end of the trend in returns can be determined from the usual tehanalysis over the balance sheet curve.
Вот и гадаю, что за слово - контекст, Бернулли, прогноз или еще что...
........
On the other hand, one can't help but say that Dserg has pointed out something to hold on to. And no stationarity seems to be required here.
........
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And Bernoulli was mentioned...
(Erased. The rest was nonsense.)
Мало того, есть подозрение, что история сделок непредсказуема только для стратегий, которые сливают по спреду, а любая стратегия, которая действительно имеет статдостоверный уклон в любую сторону, может быть улучшена путем анализа истории сделок (любой, вплоть до 1) ограниченной длины.
A small correction. This is only true if the property is not present over the entire time frame being traded. I.e. for example, pips cannot be improved in this way.
Вот тут вся загвоздка - в доказательстве статдостоверности "статдостоверного" уклона.
:) That's the point - there's no need to prove the usefulness of the strategy.
One is tempted to say that it will also work on a Wiener process... but that's self-defeating.
Pips are not trend-following systems. In my case my Expert Advisor is intermediary as opposed to the Pips one. I.e. I allow my profits to grow as a trend EA but under certain conditions my Expert Advisor works as a Pipswise one (by profit but not by time of deal holding). This is why I have single losing trades but very large ones. And this is all to say, I haven't checked, but I think the balance trading approach for my EA will be useless. Simply because it is not a system that works behind the trend. So I'll finish where I started and agree with the previous statements that it's the same indicator, but working on the derivative (which in most cases is bad) of the price of quotes - the account balance!
The first report is from the beginning of this year! (trading fixed 1 lot)
Second - from the beginning of 2009, including the period in the first report (trade fixed 0.1 lot - reduced lot size is forced to demonstrate the work, because when working with 1 lot drain under 200%).
FIRST REPORT: