Searching for market patterns - page 47

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Avals:
joo, your successes or failures in forecasting cannot be the basis for "mantras are annoying" or jokes like "you are also a billionaire pipsqueak" or references to mythical evidence. I don't give a shit, but it's categorical in form, which certainly doesn't add to the constructiveness of the thread. Communication ala Swinosaurs))).
As you like. I now take my leave. I won't call anyone a moron. :)
 

Gentlemen, someone was talking about Take Profits and Stop Losses. My vision is as follows... I will first give you some experimental data.

Here we have:

1. TP = SL. In this case, the average continuous gain (CLO) will be equal to 2 and loss (CLL) = 2. Maximum number of consecutive wins (MCG) = 11, losses (MCL) = 9.

2. TP = 2*SL. Then, SNV = 1, SNP = 3, MSV = 5, MSL = 15.

3. TA = 3*SL. Then, SNV = 1, SNP = 4, TPL = 4, TPL = 17.

4. TA = 4*SL. Then, SNV = 1, SNP = 5, MNV = 3, MNP = 29.

Thus, we have some practical pattern in the number of outcomes. As the TP increases, the number of losses increases and the number of wins decreases, while the sum of wins increases and the sum of losses decreases.

If anyone understands the theoretical theory, please calculate the theoretical probability of outcomes at these ratios of TP and SL in theory and without taking into account the spread.

 
Cmu4:

Gentlemen, someone was talking about Take Profits and Stop Losses. My vision is as follows... I will first give you some experimental data.

Here we have:

1. TP = SL. In this case, the average continuous win (MTB) would be 2 and loss (SNP) = 2. Maximum number of continuous wins (MVP) = 11, walkthroughs (MVP) = 9.

2. TP = 2*SL. Then SNV = 1, SNP = 3, MSV = 5, MSL = 15.

3. TA = 3*SL. Then, SNV = 1, SNP = 4, TPL = 4, TPL = 17.

4. TA = 4*SL. Then, SNV = 1, SNP = 5, MNV = 3, MNP = 29.

Thus, we have some practical pattern in the number of outcomes. Increasing TP proportionally increases the number of losses and decreases the number of wins, while the amount of winnings grows, and the number of losses decreases.

If someone understands the theoretical theory, please calculate the theoretical probability of outcomes at these ratios of TP and SL in theory and without taking the spread into account.


the probabilities of outcomes without statistical advantage are directly proportional to the ratio of stop and take. I.e. if for example take/stop=3, then the probability of a profit trade is 0.25, and the probability of a loss trade is 0.75

This is without taking the spread into account. When taking the spread into account, not only the tp/sl ratio is important, but also tp/spread or sl/spread

 
Avals:


The probability of outcomes without statistical advantage is directly proportional to the stop and take ratio. I.e. if for example take/stop=3, then the probability of a profit trade is 0.25, loss trade 0.75

This is without taking the spread into account. Not only the tp/sl ratio is important when taking the spread into account, but also the tp/spread or sl/spread.

Ok, what happens to the theoretical profit in this case = 0?
 
Cmu4:
OK, so what happens to the theoretical profit in this case... = 0?

If the take or stop is 0, then this is effectively an exit right after entry. Without taking into account the spread, there is no trade, and with it, the probability of a losing trade=1 and the loss equals the spread
 
joo:

It was clearly shown by Mathemat and his namesake that the patterns decrease as you go down the TF from H1 and up above H1.

With all due respect to you and Mathemat it cannot be so in principle, you don't even have to follow the link for proof ( What follows is a sequence of knick-knacks and Magayo ritual dances, offering gifts and multiple thanks so the statement does not seem rude or boorish )
 
Mischek:
With all due respect to both you and Metemat this cannot be true in principle, you don't even have to follow the link for proof ( What follows is a series of knuckles and Magayo ritual dances, offers of gifts and many thanks so the statement does not seem rude or boorish )
It would be more correct to say that I, with the help of mutual information statistics, have found the proverbial decreasing determinacy on lag values, up and down from H1. Alexey, so to speak, did not claim exactly that, but he also tested on H1 and our results matched (he used Chi-squared criterion, mind you).
 
Avals, you misunderstood me. The question there was about profit if the take would be 3 times different from the stop, not both equal to zero. Maybe you were confused by "=0" but it was me making the assumption in the question that the profit would be zero.
 
Avals:


the probabilities of outcomes without statistical advantage are directly proportional to the ratio of stop and take. I.e. if for example take/stop=3, then the probability of a profit trade is 0.25, and the probability of a loss trade is 0.75

This is without taking the spread into consideration. When taking into account the spread, not only the tp / sl ratio is important, but also tp / spread or sl / spread

that's pardon, that's nonsense...

In addition to the tp/sl ratio, their (tp and sl) absolute values are also important.

These variations can easily be modelled on real data and some empirical dependencies can be built from the modelling results -- but they will be different for different instruments.

This has nothing to do with the search for market patterns.

 
avtomat:

this is, pardon me, nonsense...

apart from the tp/sl ratio, their (tp and sl) absolute values play a big role.

These variations can easily be modelled on real data, and some empirical dependencies can be constructed from the modelling results -- but they will be different for different instruments.

This has nothing to do with the search for market patterns.


The question was posed as follows - no spread and based on probability theory. Probability theory is an abstract science and SB is a general model for such problems. On real data of course only real modelling and mathematical statistics.
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