Probability, how do you turn it into a pattern ...? - page 71
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Все последующие попытки компенсации убыточных позиций - это та же игра, к тому же более рискованная. Никакие хитрые игры с вероятностями не перехитрят простого факта: случайный вход (или случайные входы) не имеет статпреимущества.
Oh, man. It's been said a hundred times. By me, by you... By many people. And even the author, which, of course, in the context of the topic seems strange...
Have you had a rest and now it's back on? The author does not reveal the most important thing, and you're here about the commonplace truths for 10 times. It's time to move this thread to another category!
Yeah... I think if Mr. Neveteran, no offence intended, could fix the theoretical base a bit and then success would be almost assured... but in the meantime it's a little weak with his hypnosis and self-hypnosis abilities.... )))
Самого главного автор не раскрывает
A fool is not shown half a job (popular wisdom). )))
A fool is not shown half a job (popular wisdom). )))
))))
Initial position:
10 (20, 30, ... ) orders at 0.1 lot have been placed one (two, three, twenty-four hours, ...) ago.
The total profit/loss is hovering near zero, periodically looking up and down, but less and less frequently.
Now pay attention to a question: what will happen to the total balance of this quad if we close profitable trades an hour (two, three, ...) before losing ones?
The correct answer is: "I don't know" because God only knows where the market segment was headed during that hour (two, three, ...).
If the order basket was in the "spread" phase during that hour, you will get a big minus, but what if it was in the stabilization phase?
Now calculate the share of each of the minus orders in this mess, give it at least twice and let this share work backwards on the nearest pullback. It will not work? Right, because you have to calculate WHEN to do it. Do it when the equity curve tends from minus to zero and without your involvement. In fact, it means that a pullback has occurred on most of the "unguessable" instruments in the 1st cycle. Sooner or later it will occur on each of them.
The question of timing remains open?
Imho, it is not a big problem either. The currency pair that gave the biggest minus to the basket, most likely others will go into a pullback in the vast majority of cases - it is just "exhausted" and it is time for it to go back.
P.S. neither multicurrency tester, nor even a f@cking, excuse me, factorial in a trader's toolbox - do you think so? ;-)
Since the first cycle was 100% virtual, this was quite acceptable.
What I was interested in was the cyclicity of occurring repetitions, the time of these cycles, the distribution of cycles of correlations in the period, the beginning and the end (convergence - divergence), the estimation of the effect of leading/lagging - all this I considered as a ratio of the time interval in one instrument to the time interval in another.
I presented the second cycle as one final position in one pair whose estimated probability of closing in + was maximum.
I am still unsure about many things, but it is impossible to be wrong so many times in a row...