Counter positions: self-deception or subtle tool? - page 10
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Option 1 does not prevent you from also opening on type 2 and making a profit on the two strategies, while with netting you cannot make a profit on 1 strategy.
Conclusion: the netting option is inherently worse.
You don't understand - it's the same strategy, it's just the netting strategy and the locking "accounting" strategy.
5 points! The sun shines 24 hours a day, so it's warmer in the south.
. Exactly.
Look in an exchange office - they are both buying and selling.
And they're doing just fine.
. Those on that side of the window feel good. But you're on this side.
My concern is different: all comparisons are strictly on history, when you can fit the answer.
We consider only possible situations that have already happened, but they can also happen in the future. The probability of each situation depends only on the TS, which we are not discussing, but it is obvious that the more possible profitable situations a particular TS can use, the more profitable that TS is.
With netting some profitable strategies cannot be used initially and therefore it is in general always worse.
. That's the one.
. Those on that side of the window feel good. But you're on this side.
It's not about the window side, it's about netting against locs.
is a lyric. Pure accounting says it is not ;) Practical example - sequence of transactions
Yes I moulded this in my crafts - this section in the tester will look like a triangular pit, the left edge of which is at least equal to the right, and when adjusted for greed, will even be higher. If unsuccessful - the left edge will be lower, depending on when you finally decide in horror to stop the second series of losses, belatedly realizing that the price has inevitably moved, like a tank, against you. So much for practical accounting. I don't see what's so unclear here.
lazy to look... when MT5 was introduced there was a howl in the forums too... Loki was banned - yada... You know, I don't know what to do with them, but they've got a lot of ideas...)
But, from loks it is easier purely psychologically ... not a hare you grabbed ... and even if there is a minus, you can walk away from the trading a bit, think about the situation, etc. - and open positions again (like unlock) ...
I still love you...
No, really, you can't do that. Cruel, you're destroying my Swetten image. You're not lazy, take a notebook, a pencil, a calculator and do the math in silence.
I don't need to be so mentally wounded in the morning. "Counter positions: self-deception or subtle tool? " by Swetten . Just a knee to the batteries.
you don't understand - it's the same strategy, it's just written in netting and loco "accounting".
This is not an answer. The answer is: if the signal from TC #1 is so-and-so, and from TC #2 is so-and-so, then... otherwise... etc.
And I can wag a pointer at history and argue about the advantages of embroidery over knitting.
Well, I wrote: TS1 gives 0.1 lot buy, then we start by counting the total lot for this instrument. Suppose it is 0 (no positions). Then we open the buy at 0.1. Or suppose it is -0.2. Then -0.2+0.1=-0.1 Close sell 0.1. And so on. Simple arithmetic
I still love you...
No, really, you can't do that. Cruel, you're destroying my Swetten image. You're not lazy, take a notebook, a pencil, a calculator and do the math in silence.
I don't need to be so mentally wounded in the morning. "Counter positions: self-deception or subtle tool? " by Swetten . Just a knee to the batteries.
Or head against the radiator.....