Averaging? - page 6

 

Yes, it was interesting to talk to you, I learned a lot from this conversation, thank you all!!! Once again I am convinced that good ideas are not for the masses, not because they are dumb, but because the clowning begins!!!

 
dentraf >>:

лишний раз убеждаюсь что хорошие идеи не для широких масс, не потому что они тупые, а потому что балаган начинаеться!!!

the same postulate holds true for bad ideas :))

 
dentraf писал(а) >>


It just shows that you're not ready to hear what they're trying to tell you.


It just shows that there's no formula. :) Speak in normal language, they don't understand anything else here.
 
dentraf >>:


Знаете то что он рассказал это еще только идея, есть еще масса нюансов, в этом я уверен. Так что про "одарение большим куском пирога" это еще вопрос.
Но то что если ты понял идею это уже много, все остальное зависит от работоспособности, старания и умения

Oh, come on )))) I can do that too. I'll give you an idea. Gentlemen, the future is in self-learning Expert Advisors. The theory behind it is as follows: we measure relative market strength and calculate its correction relative to the price memory for the past periods. This way we form statistics for each pair on a certain dynamic interval. The statistics collected in the tester will be used for forecasting future movements. It can be stored as a file with the following structure of 4 numbers - market strength, memory correction, longs profit, shorts profit. Further, taking into account that this statistics starts to work the other way round in the months between seasons - you need to invert positions depending on how deep the genetic memory of prices is at the moment of market entry. I checked it. The profits obtained are crazy. Now I suggest to do it to you. ))) Of course there will be many nuances.)

 
dentraf >>:

Да уж, интересно было пообщаться, я много вынес из этого общения, спасибо всем!!! лишний раз убеждаюсь что хорошие идеи не для широких масс, не потому что они тупые, а потому что балаган начинаеться!!!

What makes you think you don't get the idea? That we don't bow down in front of genius?

You can read, can't you? That's not what we're talking about.

 
Svinozavr писал(а) >>

What makes you think you don't get the idea? That we don't bow down in front of genius?

You can read, can't you?


What do you think is the primary idea or formula for this case?
 
dentraf писал(а) >>


What do you think is the primary idea or formula for this case?


Or rather not. What is the primary idea or formula for this case?
 
Nevetan's idea is a workable one. If you get the gist of it, there's no problem and the profit is in your pocket. I'm not kidding!..
Trading is based on an equity curve. At the opening of the first cycle, your equity is a straight line relative to which you set the range to trade. The non-veteran pointed out the equality of the positive and negative part of the range. This is a mistake. For example, I have 27 pairs open, volume on a pair is 0.1 lot. I want to get a profit of 10 p's from each pair. Total is $269. Taking into account the spread, the total minus is $634 - this is the level when the second cycle starts. As we can see, the influence of spread is very significant and it is not correct to say that the positive and negative parts are equal.
Opening of the second cycle means that there is one more straight equity, in relation to which we postpone the range for equity trade. Now we have 2 separate cycles to trade on. Cycle is completed if we have positive result on the cycle. For example, cycle 2 is completed if it reaches a result greater than or equal to $269. Cycle 2 positions are closed. Cycle 1 positions remain in place. If the equity curve returned to the trading range of cycle 1, then wait for either the end of the cycle or the start of a new cycle.
 
kharko писал(а) >>
Neveteran's idea is a workable one. If you get the gist, no problem and the profit is in your pocket. I'm not kidding!
Trading is done on an equity curve. At the opening of the first cycle, your equity is a straight line relative to which you set the range to trade. The non-veteran pointed out the equality of the positive and negative part of the range. This is a mistake. For example, I have 27 pairs open, volume on a pair is 0.1 lot. I want to get a profit of 10 p's from each pair. Total is $269. Taking into account the spread, the total minus is $634 - this is the level when the second cycle starts. As we can see, the influence of spread is very significant and it is not correct to say that the positive and negative parts are equal.
Opening of the second cycle means that there is one more straight equity, in relation to which we postpone the range for equity trade. Now we have 2 separate cycles to trade on. Cycle is completed if we have positive result on the cycle. For example, cycle 2 is completed if it reaches a result greater than or equal to $269. Cycle 2 positions are closed. Cycle 1 positions remain in place. If the equity curve returns to the trade range of cycle 1, we wait for cycle end or start of a new cycle.

YOU ARE NOT KIDDING! Honestly? Oooh well that's it - now everyone stops needing proof.

zy:
I hate to find out - what do they know that with such ease PUTTING to breed here, even if they have already been told this way and that way. What is the likelihood that there will be an idiot who will fall for it? It has long been clear to everybody that if you make one sheep a day, you're doing fine. But there are no sheep here. They are sheep in pure trading, :) Automated traders have to work with their heads, not their hands.
Isn't it a big secret for them?
 
kharko писал(а) >>
Neveteran's idea is a workable one. If you get the gist, there's no problem and the profit is in your pocket. I'm not kidding!
Trading is done on an equity curve. At the opening of the first cycle, your equity is a straight line relative to which you set the range to trade. The non-veteran pointed out the equality of the positive and negative part of the range. This is a mistake. For example, I have 27 pairs open, volume on a pair is 0.1 lot. I want to get a profit of 10 p's from each pair. Total is $269. Taking into account the spread, the total minus is $634 - this is the level when the second cycle starts. As we can see, the influence of spread is very significant and it is not correct to say that the positive and negative parts are equal.
Opening of the second cycle means that there is one more straight equity, in relation to which we postpone the range for equity trade. Now we have 2 separate cycles to trade on. Cycle is completed if we have positive result on the cycle. For example, cycle 2 is completed if it reaches a result greater than or equal to $269. Cycle 2 positions are closed. Cycle 1 positions remain in place. If the equity curve returned to the trading range of cycle 1, then wait for either the end of the cycle or the start of a new cycle.


Only the second cycle can be split into several cycles, and the first one can be a sort of a nesting doll, i.e. we gain time
Reason: