About the feet (for the first time) - page 4
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Can I have one :))
the second one is H4 EURUSD December 2008 to December 2009
you didn't!
It's not about the stops.
If you put stops of a size commensurate with the size of the average TF figure, working on the smaller timeframe will prove to be less profitable than on the higher one, why?
Because the TP/spred and SL/spred ratio is better on the older TF. That's all there is to it.
My annual 420% real for 380 handheld trades tells me I'm damn right.
But I want to ask you gentlemen a riddle too," went on Schweik. "There's a four-storey house with eight windows on each floor, two skylights and two chimneys on the roof, and two tenants on each floor. And now tell me, gentlemen, in what year did the doorman's grandmother die?
... But figures on lower TFs are formed much more often than on higher ones. Recently I' ve shown that for each instrument you can find the optimal (in terms of maximum possible profit per unit time) TF to trade, and it is not in the area of days and weeks but rather minutes and (at a stretch) hours.
I understand you were only counting potential profit... If you had included stops in the study, it would have been worth it... (but where to get a supercomputer :) )
By the way, I said so right away - at small periods the ratio of horizontal movement/time is in favour of smaller timeframes.
It's not about granny, it's about you claiming without thinking that you can tell one TF from the other by eye, when in fact you can't, if only because the fractality of the price series has a fair amount of quite rigorous evidence.
you didn't!
because the terminal wasn't available :))) I missed the currency and the period instead of H4, I guessed it, or rather, I knew exactly ;)
... But figures on lower TFs are formed much more often than on higher ones. Recently I' ve shown that for every instrument it is possible to find an optimal (from the point of view of maximum possible profit per unit time) TF to trade, and it is not in the area of days and weeks but rather minutes and (at a stretch) hours.
I understand you were only counting potential profit... If you had included stops in the study, it would have been worth it... (but where to get a supercomputer :) )
By the way, that's what I said from the start - on small periods the horizontal movement/time ratio is in favour of smaller timeframes.
Forget about the stops. Alsu says there's a lot of movement in small timeframes, that's where you need to make money.
If you can't guess on higher or lower timeframes, nothing helps. Stops - that's for sure.
It's not the size of the stop that matters, but the ratio of the stop to the spread. If stop/spread=1, then we will immediately close with a loss-spread. Or, for example, we have a system with tp=10p and sl=10p, spread is 2 points. In order to get an advantage, the target must be reached more than 66% of the time. If we have the same spread and tp=sl=100p, then it is sufficient to take the stop loss more than 50.5% of the time.
As for the rest, the value of the stop is dictated by the pattern used, not by the desire to make it larger or smaller.