Probability, how do you turn it into a pattern ...? - page 60

 
moskitman >>:


стр. 57 ответ был, но в тумане


By the way, here is probably a silly assumption, but maybe the basic hypothesis of the Nevetarian is that if one currency pair, although a value, of course, is random, but prone to returns "in period" (c) :) - and for that matter cannot be a pure example of free-ranging; then the more such pairs we take (not necessarily totally independent, but importantly not 100% correlated either) the smaller on average the return period of this synthetic quantity will be.

And in this sense, quite simply and bluntly, it turns out that the strategy is in overhyped, hedged with weighted multicurrency.
 
A couple more thoughts and an idea:
1. Apparently the "second cycle" is not discrete at all, but serial (a series of actions with different pairs at different times).
2. From the point of view of increasing our aggressiveness on the successful completion of the second cycle, it seems reasonable to close the pluses in order to increase the base for new positions.
The idea: having time (taken to reach the given balance minus) and each pair's contribution to this result, we can note the change in the role of a particular pair in the total basket, and the bigger this change, the more this pair is "decisive" for us.

Eh, I'll go on to study the stats...
 
It's a strange branch.
An unformalised stream of consciousness.
Only those connected to the Egregore understand!
---
Good luck!
;)
 
moskitman >>:


на рисунке мое вИдение, сильно не бить...
оси: горизонтальная - время, вертикальная прибыль/убыток
зеленым - профитные ордера
красным - убыточные
красные (пунктирные) равнобедренные треугольники - диапазоны возможного нахождения цены инструмента
серый треугольник - место наиболее благоприятного нахождения цен инструментов во втором временном интервале

As long as the afftor's right is infringed. Download.

 
moskitman >>:


на рисунке мое вИдение, сильно не бить...
оси: горизонтальная - время, вертикальная прибыль/убыток
зеленым - профитные ордера
красным - убыточные
красные (пунктирные) равнобедренные треугольники - диапазоны возможного нахождения цены инструмента
серый треугольник - место наиболее благоприятного нахождения цен инструментов во втором временном интервале


Yeah, that's my view, too. That is, in theory the situation of a big loss cannot be ruled out. It turns out that if you think through the logic of pair selection and money management, then you can work. It seems that Nevetran mistakes part of his luck for a part of his mega-system :)
 
Are you still boiling? :)
 
Turka писал(а) >>
Are you still boiling? :)


.. ... ... ........? :)

 
No, we're already Kodim
 
from the branch ........... Trading probability...........

SProgrammer 31.03.2010 18:12
To understand what probability means - you have to imagine - here is how snow sweeps such "slides" from - the wind, here is the "distribution" and non-uniformity - the probability theory is "inherently" - "statistics in time".


Golden words, but the main sticking point, of my logic is the curvature ratio of the time interval. As a calculated derivative, the duration of the second cycle, from the results (statistics) of the first cycle. Move the axis of the second cycle, in the direction of negative positions, and they will cross it again in a 50/50 ratio. And part of the positions from the first cycle already holds (+), which brings the total to the balance profit.
 
And by the way, the opportunity to test the multicurrency EA on the history - it turns out that there is no such thing?!
If there were, I would experiment with the selection of the optimal boundary of the first cycle...

No Veteran, don't you think it's possible that your whole deposit will be depleted during the second cycle?
Reason: