The "Maybe we'll get lucky" counsellor - page 2

 
yosuf:
Then we will slightly modify the task, namely, we need to find an EA that randomly places orders by the "eagle-reckoning" principle in terms of their direction with TP=SL+spread+commissions+N pips.

see trailer. From the branch Avalanche by Murad Ismayilov. On this basis I am working on my variant, which I wrote about a few pages earlier in your branch "Indicator...".
Files:
av02.mq4  17 kb
 
yosuf:
The principle of avalanche or martingale is applicable when the probability of a positive outcome is close to 50%, but in the foreign exchange market this probability is much lower, I think, and if anyone knows it, please speak up.

See my posts from this page + look at the previous one in your thread.
 
Reshetov:


This seems to be an adult, even claims to be a senior lecturer, but behaves like a whacko schoolboy. A normal person with a rudimentary knowledge of mathematics won't even bother to check - everything is trivial in calculation.

Docent, here are the Kolmogorov formulas for calculating probabilities assuming that price movement follows a Bernoulli pattern with a probability of 1 point change per tick up or down of 50%:

p(tp) = (sl - spread) / (tp + sl)

p(sl) = 1 - p(tp)

Where:

p(tp) - the probability of taking profit before the stop loss

p(sl) - probability of setting the stop loss before take profit

tp - size of TakeProfit in points

sl - size of stoploss in pips

spread - spread size in points.


So that you do not ask stupid questions, here is your homework: calculate expected payoff of your strategy in pips and spread in 1 pip.

If you are so clever, give me numerical values and proof of these calculations in the real market. You have not yet realised that the market does not care about any calculated probability values, even if they are derived by Kolmogorov. I repeat, the market is not subject to its historical data, and probabilities are derived from historical data. The market requires an unconventional approach. History described perfectly with one formula, so what, the market will not recognise this equation as soon as the question touches on future price values.
 
yosuf:
Can you suggest an EA which sets two opposite orders with the same size, TP and SL at the beginning of a bar (for example, BAY lot 1, TP 30, SL 20 and NELL lot 1, TP 30, SL 20)? Please comment on this kind of strategy at random, if anyone has tested it.


He seems to be an adult, even claims to be an associate professor, but behaves like a schoolboy loggerhead. A normal person with a rudimentary knowledge of mathematics has nothing to check - everything is trivial to calculate.

Assuming that price movement follows the Bernoulli's scheme and there is a probability of 1 point change per tick up or down of 50%, here are the Kolmogorov formulas to calculate the probabilities:

p(tp) = (sl - spread) / (tp + sl)

p(sl) = 1 - p(tp)

Where:

p(tp) - probability of the take profit triggering before the stop loss

p(sl) - probability of the stop loss triggering before the takeprofit

tp - size of TakeProfit in points

sl - stop loss size in pips

spread - spread size in pips


So that you do not ask stupid questions, here is your homework: calculate expected payoff of your strategy in pips and spread in 1 pip.

 
yosuf:


You still haven't realised that the market doesn't give a shit about any probability calculations, even if they are derived by Kolmogorov.

Associate Professor, hire a tutor who can teach you the basics of mathematics. In the meantime, you can't even get a pass in this subject at a normal school.

It has been explained to you many times that you are constantly confusing cause and effect, wishful thinking (fitting) and reality (forward testing). However, this does not mean that probability theory or game theory does not work in the stock market, it just means that you are not sufficiently educated in mathematics to apply them in an applied field.

With a large number of trades, the probabilities of take profit and stop loss triggering are described quite well by the Kolmogorov formula. For example:


Parameterstp=500; sl=500; lots=1;

Bars in history4709Modelled ticks9318Simulation qualityn/a
Chart mismatch errors0




Initial deposit100000.00



Net profit-51567.00Total profit152109.00Total loss-203676.00
Profitability0.75Expected payoff-72.43

Absolute drawdown54611.40Maximum drawdown55109.00 (54.84%)Relative drawdown54.84% (55109.00)

Total trades712Short positions (% win)356 (43.26%)Long positions (% win)356 (42.42%)

Profitable trades (% of all)305 (42.84%)Loss trades (% of all)407 (57.16%)
Largestprofitable trade500.00losing transaction-506.00
Averageprofitable deal498.72losing trade-500.43



Calculate from the report:


Since the stoploss and takeprofit are 500 pips (five digits), respectively, the profit and loss amounts should be approximately $500.

Expectation, i.e. spread overhead in the report is $72.43 (spread over 72 points)


Let's calculate the probability of Take Profit using Kolmogorov's formula:


p(tp) = (500 - 72.43) / (500 + 500) = 0.42757, i.e. 42.757%


According to the report, we can see that the percentage value of profitable trades is 42.84%, i.e. there is an error in the third sign.

To make sure the results are scientifically correct, an Expert Advisor in source code, with the help of which the experiments were conducted, is attached to the message.

The experiments should preferably be carried out with the internet disconnected, so that the spread is fixed.

Files:
test_2.mq4  2 kb
 
Reshetov:

Assistant Professor,

Yura. You're awesome. Hats off to you. I thought you'd kill him (deservedly so).

I also wanted to ask where he got his high school diploma, even wrote it, then banned himself)

 
It seems that in another six months the docent will discover the multiplication table and will be sure to ask for a script to fill it in.
 
Mischek:


I also wanted to ask where he got his high school diploma

Who cares? In Tajikistan (and not only) there is a clear shortage of teachers. So even Sultonov is an assistant professor.
 
Reshetov:
Who cares? In Tajikistan (and not only) there is a clear shortage of teachers. So even Sultonov is an assistant professor.
Sultonov is an associate professor, mostly on account of his a.s. 1035571, a patent for which Russia is still selling. Now show me your implemented a.s., or admit your inability to do anything at the world level. In your words you are all Leo Tolstoy, but in practice you are a simple man. By the way, I did not ask to consider the parity case of TP = SL, but the case of TP > SL.
 
Mischek:

Yura. You're awesome. Hats off to you. I thought you'd kill him (deservedly so).

I also wanted to ask where he swiped his high school diploma, even wrote it, then banned himself)

Whistled his diploma with a silver medal for graduating 11th grade and a red diploma from the Lomonosov Moscow State University of Chemical Technology, and the incomprehensible anger about the deserved nailing try to extinguish with reason.
Reason: