Counter positions: self-deception or subtle tool? - page 12

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Swetten:


P.S. It's just that right now I'm starting two TCs in one netting.


If you do it yourself, then questions such as the title of the branch should not be, if indeed correctly (in terms of arithmetic) zavodit

But do I have to do it? It is more convenient to observe and analyse each axis separately, without reducing it to netting. The price for convenience is not great - the spread.

 
Mischek:

If you do it yourself, there should be no questions like the title of the branch, if you do it correctly (in terms of arithmetic).

But do I have to do it? It is more convenient to observe and analyse each axis separately, without reducing it to netting. The price for convenience is not great - the spread.


There is no unnecessary spread. Only swap and margin.
 
Avals:

there is no extra spread. Only swap and margin.

swap, margin - whatever, but spread, I'll look it up.)
 
joo:

The light blue line is long, the red line is short.

Suppose we decide to open buy and sell at the price of the white line and close these positions at the corresponding light blue and red lines.

Calculation for non netting will be as follows, I write one-line operations, operations with one lot, spread 0.0002:

buy 1.289, sell 1.289.

close buy 1.2908, profit taking 1.2908-1.289-0.0002=0.0016

close sell 1.2856, profit fixation 1.289-1.2856-0.0002=0.0032

Final profit 0.0016+0.0032=0.0048 points

Calculation for the netting will be as follows, one-step operations are written in one line, operations with one lot, spread is 0.0002:

buy 1.289, sell 1.289, profit taking 1.289-1.289-0.0002=-0.0002

sell 1.2908

buy 1.2856 profit fixation 1.2908-1.2856-0.0002=0.005

The resulting profit is (-0.0002)+0.005=0.0048 points, shown with the blue dotted line.


As you can see, the financial result is the same.

The comparison and calculations are incorrect because the assumption is made that a lock strategy does not use both profit options simultaneously (i.e. two paths at the same time). With netting only one option is possible, i.e. the potential profit is generally half as much.
 
Avals:

There is no extra spread. Only swap and margin.

Let me clarify a little:

1. When the OrderCloseBy() counter-closes

2. Swap may not be present either (Islamic accounts are an example).

3) Trailing margin may be zero in some brokerage companies, but this is rare.

Financial results for lots and netting are the same. It should be obvious, but there are no problems with checking. I am surprised at Vladislav, who has demonstrated his proofs for the second time in a row.

 
Avals:

there is no extra spread. Only swap and margin.
Margin and swap are wrong. Counter positions do not have margin/swap added up.
 
Andrei01:
The comparison and calculations are incorrect because the assumption is made that a lock strategy does not use both profit options simultaneously (i.e. two paths at the same time). With netting only one option is possible, i.e. the potential profit is generally half as much.

Here, dear colleague, I agree with you 100%.
 
Swetten:

1. At point A sell from 1.4055, lot 0.1

2. At point B buy from level 1.3755, lot 0.1

3. At the point 1 buy from the level 1.3755, lot 0.1

4. At point 2 sell (the lot appears) from the level 1.3921, lot 0.1

5. At the point 3 buy from the level 1.3821, lot 0.1

6. At point4 sell (a lock occurs) from the level 1.3988, lot 0.1

7. At point 5 buy from level 1.3888, lot 0.1.

5. At point C close at 1.4254

5. At point 6 close at 1.4254

I have provided the calculated lock variant in the hope that you, as a netizen, will calculate your own.

P.S. As a reminder, each TS is reversible - i.e. when a new position is opened, the previous position is closed.
So LOC:
Strategy 1 :
+300x1 (Sell from A to B) + 499x1 (Buy from B to C) = +799;
strategy 2 :
+166x1 (Buy from B(1) to 2) + 100x1(Sell from 2 to 3) + 167x1 (Buy from 3 to 4) + 100x1 (Sell from 4 to 5) + 366x1(Buy from 5 to 6) = +899;
Total: +799 + 899 = +1698;
Net :
+300x1(Sell from A to B)
+166х2 (Bye TS1 + Bye TS2)
0( in point 2 TC1 buy hold, TC2 open sell - balance +1 buy -1 sell result 0)
+167х2 (point 3 - TS 1 keep buy + TS 2 open buy)
0x1 (point 4 same as t2)

+366x2 (t5 is analogous to t3) = +300 + 332 + 334 + 732 = 1698;

And where is the difference ?


 
Avals:

there is no extra spread. Only swap and margin.


Take the picture of joo from the previous page.

Suppose the spread is constant 20 pips.

At lock we have a spread loss of 20 pips on a red deal and 20 pips on a turquoise deal. Our total loss is 40 p.

On a netting we have a loss on the blue 20 p

lot size is the same for each of the three trades

 
Andrei01:
The comparison and calculations are incorrect because the assumption is made that a lock strategy does not use both profit options simultaneously (i.e. two paths at the same time). With netting only one option is possible, i.e. the potential profit is generally half as much.

You do not seem to read what you write, do not talk rubbish into the girl's head with this nonsense.
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