Probability, how do you turn it into a pattern ...? - page 70

 
Increasing the risks from the original in an amount equal to the ratio of profit orders to loss orders can give the most unfavourable variant with a loss on all orders, both in the first and in the second run, what losses will there be in this case?
 

Without taking into account the influence of the trend - pseudoscience in the Neuvetan way - all variants of events are equally probable. Hence it automatically follows that a drain is as likely as any other event. Just probability theory. ))))

Pair correlation only acts as an "amplifier" of the probability of events, including the plum event.))

 

The topic should have been called "How to turn accidents into regularities" from the start - the market is a regularity, not an accident...

 
Andrei01 >>:

Без учёта влияния тренда - лженауки по-Неветерану - все варианты развития событий равновероятны. Отсюда автоматически следует, что слив также вероятен, как и любое другое событие. Просто теория вероятности. ))))

Корреляция пар выступает лишь как "усилитель" вероятности событий, включая событие слива.)))

1) 10 pairs enter the market for no reason (for example all are sell) TP=20, SL=40
i hope it is more profitable, and quantitatively you will have more profitable positions than stop ones.

Go to a second time with the same ranges in a well with lot 2, at the pairs that got stops, the probability that (in total) you will get profit + (balance of closed profitable orders + profits on the second cycle), if the experiment is repeated constantly will work in the +(1



2

A very primitive example of how probability distribution (averaging) can work in your favour.
 
You should change your avatar.
Bitching and smiling ... there's something not natural about it.
 
Neveteran >>:

1) 10 пар входят в рынок от фонаря (например все на селл) тп = 20, сл = 40
вероятность получения, при этом раскладе, профита выше, это надеюсь никто оспаривать небудет, и в колличественном выражении вы получите профитных позиций больше, чем стоповых.

>>> Если от фонаря, то вы легко можете 6-7 парами попасть против тренда.



Зайдите с теми же диапазонами во второй раз на селл c лотностью 2, по парам которые получили стопы, вероятность того, (что суммарно) вы выйдете в + (баланс закрытых профитных ордеров + профиты по второму циклу) при постоянном повторении эксперимента будет работать в +(1


>>> А если снова против тренда?


2

очень примитивный пример того, что распределение вероятности (усреднение) может работать в на вас.

>>> Цена конечно когда-нибудь вернется к уровню входа. Может даже года через два. Но будет ли брокер столько ждать?
 
Neveteran писал(а) >>

1) 10 pairs enter the market for no reason (for example all are sell) TP=20, SL=40
i hope it is more profitable, and quantitatively you will have more profitable positions than stop ones.

Go to a second time with the same ranges in a well with lot 2, at the pairs that got stops, the probability that (in total) you will get profit + (balance of closed profitable orders + profits on the second cycle), if the experiment is repeated constantly will work in the +(1



2

A very primitive example of how probability distribution (averaging) can work in your favour.


Dear, what do you mean by "working for you"? If you're referring to the probability of closing a position on SL/TP, then neither the balance nor equity is increased by probabilities.
We can close 99 positions with TP=1p and one position with SL=300p. Now, calculate the probabilities of TP/SL triggering and total profit/loss and draw conclusions.
Probabilities are not spread on bread in their pure form. Stop playing games with the gullible.

 
4x-online писал(а) Price will of course return to the entry level at some point. Maybe even in two years.


A very controversial thesis.

4x-online wrote: But will the broker wait that long?


More precisely, will there be enough margin, patience and life?

 
Neveteran >>:

1) 10 пар входят в рынок от фонаря (например все на селл) тп = 20, сл = 40
вероятность получения, при этом раскладе, профита выше, это надеюсь никто оспаривать небудет, и в колличественном выражении вы получите профитных позиций больше, чем стоповых.

I will argue. Yes, there will be more profitable positions statistically - about twice as many. But since their takes are half as large, the result will be zero on average. And if spreads are also taken into account, it will be negative on average.

Yes, if we wait a long time, the cumulative paper profit will probably not be very large (taking into account the negative impact of the spread). But we are speculators, not investors.

If you enter with the same ranges the second time in a sell with lot 2, at pairs that have got stops, the probability that (in total) you will reach + (balance of closed profitable orders + profits of the second cycle) will work in the +(1) with a constant repetition of the experiment.

All subsequent attempts to offset losing positions are the same game, more risky at that. No cunning games with probabilities will outwit the simple fact: random entry (or random entries) has no statistical advantage.

 
goldtrader >>:


Очень спорный тезис.

>>> Он не спорный. Его невозможно ни доказать, ни опровергнуть. Но учитывая периодичность кризисов, а также сам контекст обсуждения, я могу так сказать. В любом случае даже слово "конечно" в данном случае не поможет Неветерану и его фан-клубу.

Reason: