"Reliable and constant forex profits"- That's what the authors of the system claim. - page 8

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Mathemat:
cdt;j b jhbubyfkmyj - b yt r xtve ghblhfnmcz///

Something to complain about, got the maths wrong, not 200 but 100 all the same... Compared to the starting 30% though, good too...
 
Figar0:


And what if we hang around in the +1500 pips range? The yield is small, commensurate with the bank's, swaps and commissions will eat it all up.

The lower the volatility, the more important the overheads become. But these costs are not comparable to the possible losses in case of a very strong movement, so this system is rather not for earning, but for better protection against sharp jumps.
 
Mathemat:
cdt;j b jhbubyfkmyj - b yt r xtve ghblhfnmcz///
E;t pfgfntynjdfyj zyltrcjv/
 
911:

IfAliAli. Hedge funds live on it.

The volumes are not the same... When I had a 100$ depot I wanted 100% a day, 10K$ - 100% a month, now, 100% a year is enough for me, I haven't reached 30% yet...
 
Mathemat:

Meat, tell me what mystique is contained in the formula

Profit = ( EURUSD_1 - EURUSD_0 ) * 10000 * USD/ВалютаДепозита ?

Here the profit is, of course, if there was a buy. EURUSD_1 is the exchange rate when the position was closed, EURUSD_0 is the exchange rate when it was opened. USD/CurrencyDeposit - exchange rate at the moment of position closing.

What the hell is the rollover here?

We have agreed not to take swaps into account, our account is Islamic.


I admit that I was wrong earlier about the "fixed tick value", because I thought it was the opening rate, not the closing rate. But now I checked in the tester, it does count at the closing rate, as you wrote.

But the essence does not change.

Let's consider the following variant: we have a deposit in EUR, we buy 1 lot EURUSD at 1.30, then the rate rises to 1.32 (by 200 points). We close the deal.

We have profit: (1.32-1.30)*100000/1.32 = 1515 EUR

And now let's look what happens at rollovers, when the rate increases by the same 200 points in 2 days (it increases 100 points for each day).

First day: (1.31-1.30)*100000/1.31 = 763.36 EUR.

Second day: (1.32-1.31)*100000/1.32 = EUR 757.58

Total: 763.36+757.58 ~ €1521

As you can see even at such a small distance of 200 points there is a divergence. And what about at 2000 pips...

And you shouldn't think that rollovers are rubbish. They give the most fair and accurate results. And the fact that our sandboxes have abandoned them in order to simplify calculations (and generally make our clients' lives easier), it does not give us a reason to consider rollovers nonsense.

 
MetaDriver:
E;t pfgfntynjdfyj zyltrcjv/
Some contemporary Russian writers like to transliterate strong Latin words. But this is transliteration, not printing in Russian in the Latin layout.
 
911:

Then go to the villagers.https://www. mql5.com/ru/forum/136747

Forgotten or lost). NEVER, this stage is still 100% in the day. I have enough for ice cream and a movie as it is.
 
Figar0:

Forgotten or lost). NEVER, this stage is 100% passed on the day.
But how much adrenaline, snot bubbles, smashed brow walls and keyboards, unrealized options loco destruction and sophisticated methods of evasion marzhinkollah! Come to your senses before it's too late and go back to the villagers - they are kind people, they will forgive treason.
 
Meat: And you think rollovers are rubbish. They just give the most fair and accurate result. And the fact that our sandboxes have abandoned them for the sake of simplification of calculations (and generally to facilitate life of clients), it does not give a reason to consider rollovers rubbish.

No, I didn't say they were rubbish (reread my post). It's just that you immediately started talking about them even though they weren't supposed to be there.

As you can see, even at such a small distance of 200 pips there is a divergence. And what about at 2000 points...

The difference is not necessarily proportional to the total movement in pips. I suspect that it is proportional to the error of numerical integration of a function by the rectangular method.

One more point: you are only looking at one side of the system. If the rollovers are on both accounts, the difference between them will already be of the second order of smallness, i.e. very insignificant.

But you have given me something to think about, thank you.

 

By the way, figured out another way to disprove the supposed profitability of the system.

Consider that there are no rollovers anywhere.

We take the same two accounts with different deposit currencies (EUR_1, USD_2) and open EURUSD with the same opposite positions on each of them: { buy (EUR_1), sell (EUR_1) } and { buy (USD_2), sell (USD_2) }. We close as soon as we have passed 2000 pips. The outcome is obvious: we drain two spreads on each.

But... the same complete operation is equivalent to two "opposite direction" operations with "reliable and constant profit in Forex" (now, for clarity, already on two pairs of accounts): { buy (EUR_1), sell (USD_2) } and { sell (EUR_3), buy (USD_4) }. The result is the same. On the other hand, according to the hypothesis of the authors of the system, it is at least positive (in fact, the authors think even more empty: it must be the sum of two positive numbers). Contradiction and the end of the proof.

To be more convincing, so that there is no talk of a stop-out violating symmetry, consider that neither of the two draining accounts reaches a stop-out of 1 point.

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