A balance between QUALITY and QUANTITY - page 4

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IgorM:

I'll let you in on a secret - the system is multi-ticky ))) - you just need to correctly collect and filter ticks for a successful trend entry ... and exits turn out to be just as important as entries

and they are also based on the group tick movement. One should think that Prival, an apologist for ticks in general, and IgorM
 
Richie:


And how can the smoothness of a curve be expressed mathematically?

The Gölder-Lipschitz index.
LR is not really for this purpose ;)
 

Gentlemen, get closer to reality.

If the smoothness of the curve is mathematically estimated by these methods, the best performance will be given by martingale. This is not the right way.

You can't take IgorM's words seriously, he has only been in the market for a couple of months and doesn't know anything yet.

The system of entering without loss is something I have put aside for the future, it is not applicable in DC.

 
C-4:
Prival, your criteria contradict the theory and practice of an efficient market. Any open market is efficient enough to prevent your approach even theoretically, let alone practically. In other words, you might as well have spent your life creating an engine with efficiency >=100%, the engine would not have been created and your life would have been wasted.

well, Prival speaks in the limit: in its pure form such a system is of course impossible to realise without a time machine. but you should strive, and the inputs/outputs at the kinks will encourage you and drive you forward along the way
 
Tantrik:

It can't be. - Because it can't be.

(Chasing such a TS will result in shortening trades to the spread)


never, never, never.
 
gip:

Gentlemen, get closer to reality.

If we estimate the curve smoothness mathematically using these methods, martingale will give the best results.

By the way, the balance curve of the tester cannot be considered as adequate information, that is why I even write maximum and minimum equities in my Expert Advisor every day and plot them on the chart simultaneously.


 
Candid:

By the way, the balance curve from the tester can in no way be considered adequate information...

Well, that's if you have no stops at all or with distant (read conditional) stops
 
Here, a more correct approach, there is no time coordinate at all in the tester. And ideally you should project on a chronology of market states.
 

I am sitting making an EA. There is no criterion for the quality of its work. No quality criterion - no quality. No quality - no quantity.

 

Great solution, Candid: the tester doesn't show equity inside the trade at all.

Oh, I see that you've timed the trades as well.

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