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That's how it's known in the old days,
That only fools get the treasure.
But you, no matter how many inches you have,
You won't find even three rubles!
"The Little Humpbacked Horse" (Ershov)
Well, if 400 trades convince you, Comrade Practitioner, then go ahead. Scrape up your initial deposit, as stated in the report, and go ahead.
Or are you saying that this report is "parktic"?
This is a forward test, and it does not convince me, a little familiar with the disadvantages of martin. And the initial deposit has absolutely nothing to do with it, it's just easier to count that way, you could have put 5K, the equity drawdown is less than 2K.
It's not even about that, it's about the "grey" swans you don't see ("grey" because their probability is computable). The sequence of trades with high probability is Bernoulli's. There is one important figure in the report that says enough about the sequence of trades:
See here. In the table.
you can see that your z-score indicates an indeterminate relationship between trades. This supports the conclusion that the sequence of trades in your system is Bernoullian.
Next,
Roughly speaking, the probability of a profitable trade is p=1/3, the probability of a losing trade is q=2/3. Let's look again at the report:
If you repeatedly simulate a Bernoulli series with that p, - 1,000 trades per series - then there is a high probability of finding a losing series in that sequence, well in excess of 3 8 in length. This suggests that you've had a lot of luck in the testing area, i.e. it's a trivial fit.
I realise it's all theory. But, excuse me, it is much more reasonable and practical than what you say.It's not even about that, it's about the "grey" swans you don't see ("grey" because their probability is computable). The sequence of trades with high probability is Bernoulli's. There is one important figure in the report that says enough about the sequence of trades:
See here. In the table.
you can see that your z-score indicates an indeterminate relationship between trades. This supports the conclusion that the sequence of trades in your system is Bernoullian.
Further,
Roughly speaking, the probability of a profitable trade is p=1/3, the probability of a losing trade is q=2/3.
If you repeatedly simulate a Bernoulli series with this p, - even if it's 400 trades per series - then there are high probability of finding losing series in this sequence that are well over 3 in length. This suggests that you were very lucky in the testing area, i.e. it's a trivial fit.
I realise it's all theory. But, excuse me, it is much more reasonable and practical than what you say.Санёк: ему-то вон как быстро все посчитал (
Well yes, that's easy, the basic research was done almost 4 years ago in an article on dive-boosters.
I tweaked it slightly in the penultimate post, but the overall conclusion remains the same.
I understand that sermene practitioners think they undividedly rule, but they don't. They only think they do.
In other words, the shorter the stop on a martin (total stop - the faster Uncle Kolya is, the better).
In other words, the shorter the stop on a martin (total stop - the faster Uncle Kolya) the better.
I'm increasingly coming to the conclusion that in order not to lose out on the spread, you need less trades and therefore need a smaller deposit to lose out on.
Yeah, it's taking you a while to win. You've been hovering around the initial deposit... I thought you were gonna play more aggressively.
I've got a boozefest or a party job.
I can't keep up. How aggressive do you think that is?
ZS: I think it's a 100 lot 0.1 entry and exit by stop out.
I am increasingly coming to the conclusion that in order not to lose out on the spread, you need fewer trades and therefore you need a smaller deposit to lose out on.
In other words, the shorter the stop on a martin (total stop - the faster uncle kolya) the better.
Sasha, it's a dead end.
This way you can get to the point of losing money in 2...3 trades. However, this by no means guarantees that there will be profit on the flip.
A couple of years ago, while analysing the Ring, I came to the conclusion that one cannot stand "flat" in the market and profit from it. Without risk there will be no result.
Your 2 accounts are essentially half rings - one back and one forth. And it doesn't matter which one is real or how many losses you've had in a row on the virtual one. Absolutely.
P.S. Your inquisitive mind will find something else interesting. I believe in you.