Ring - page 9
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This approach is of interest to me for a slightly different reason. I plan to build an Expert Advisor, which opens many positions simultaneously (something like your ring), and then acts as if as many Expert Advisors work simultaneously, as many instruments as were involved in opening the positions. The aim is to reduce the total possible drawdown, and therefore the possibility to use more capital, and thus increase the profitability of TS.
Целая ветка на этом недоказанном утверждении. Имеются ли какие-либо фундаментальные и макроэкономические причины для этого утверждения? ИМХО нет. Все участники Форекса считают этот рынок пупом всех рынков, хотя в действительно это не так. В любой стране мира агрегат М1 всегда меньше товарного рынка и кратно меньше суммы товарного и фондового рынка. За последние два года мы имели счастье наблюдать когда все уходили в товар, а затем все возвращалиись в кэш. Это означает трендовое движение всех валют в одном направлении. Любой кризис приводит к уходу в ценные металлы, а затем в товары с резкой инфляцией.
Все-таки всегда надо доказываеть постулируемые вещи. Иначе имеем то, что имеем.
And what do you mean by that? The ring is sufficiently balanced, it hangs steadily in all situations. How many times (on average) the minute chart crosses the opening price within an hour? The number of retracements is not enough to catch them, especially if we have locked-in profit of the second part of the chart?
We're not talking about long and medium term trading, which is where macroeconomics and fundamentals work. On M1 I see pure randomness, which I enter at a strictly set depth (and even then on demo), observe the quantitative imbalance and trade for a return. That's it.
Для меня данный подход интересен несколько по другой причине. Планирую построить эксперта, открывающего одновременно множество позиций одновременно (что то типа Вашего кольца), и дальше действующего так, как будто работают одновременно столько экспертов, сколько инструментов участвовало при открытии поз. Цель - снижение общей возможной просадки, а значит, возможность задействовать большую часть капитала, а значит,увеличить прибыльность ТС.
any cartoon is a reduction in the total possible drawdown, however, along with the yield... (((
любой мультик - это снижение общей возможной просадки, однако, вместе с доходностью... (((
You don't get it. This is not a cartoon in the usual sense. There are 21 pairs in your ring, if I haven't lost count. This means that I have 21 experts trading at one time, and they are only allowed to open positions at one time. Each Expert Advisor acts according to its own considerations on the pair they are responsible for. The time limit of open positions is set. When limit expires all positions are closed by force, if they have not been closed by TP or SL. In my TS there is no problem with destroying the ring.
In hedging strategies, the multiples are calculated on the unbalancing of the total open position in all pairs in the positive direction, of course, the profitability of such TS is very low.
And what do you mean by that? The ring is sufficiently balanced, it hangs steadily in all situations. How many times (on average) the minute chart crosses the opening price within an hour? The number of pullbacks is not enough to catch them, especially if we have locked profit of the second part of the chart?
We're not talking about long and medium term trading, which is where macroeconomics and fundamentals work. On M1 I see pure randomness, which I enter at a strictly set depth (and even then on demo), observe the quantitative imbalance and trade for a return. That's it.
The imbalance of randoms is something.
Дисбаланс рэндома - ну это что-то.There are such phenomena, but you have to know how to measure them.
There are such phenomena, but you have to know how to measure them.
Is this about Markowitz or something?How many current positive trades do you see on each of them? And how many current negative ones? And this despite the fact that the normal distribution for them is 50/50.
We are talking about a QUANTITATIVE imbalance of profitable and negative orders, because the QUALITY is known all the time.
Whatever their ratio is at the moment (the previous experience shows up to (-15)/(+6)), I can state for sure that after a time commensurate with the moment from the start, the quantitative ratio will be at least (-11)/(+10).
...If it wasn't for a trifle - 19 in half doesn't seem to divide it... (c) Octopus and his Octopussy
Gentlemen, look at the bar charts on the first page...
how many current positive trades do you see on each of them? and current negative ones? and this despite the fact that the normal distribution for them is 50/50.
We are talking about a QUANTITATIVE imbalance of profit and loss orders, because the QUALITY is known all the time.
Whatever their ratio is at the moment (the previous experience shows up to (-15)/(+6)), I can state for sure that after a time commensurate with the moment from the start, the quantitative ratio will be at least (-11)/(+10).
... if it were not for a trifle - 19 in half does not seem to divide it... (c) Octopus and his Octopussy