The regularities of price movements: Part 2. Series of bars - page 16

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ZS - well, come on... you'll go as far as China and cancer :-)

here's an easy one - eagle-eye - http://ru.wikigamia.net/Игра/Бросание_Монетки - make 200 - at least 20,000 to start with... - hope that's not such a difficult task, eh?

 
Aleksander:

Hmmm... I'm not saying you should play at an online casino... where there may be software that gives you 0% of what you put in - I've put 5RUB columns on the market myself and I know how it works...

(although there is a casino with fairness control - where you can get a series of games in advance) - but not the point...

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Zy - if it's that easy for you - Try it again... you wouldn't have any trouble making a demomillion in a few hours, would you? - although i personally have my doubts... not having a basic knowledge of system-building - you're just as broke as you are on forex or something else...

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it's harder to make money on everything... if you don't have a brain :-) - even in random markets - even if you sell potatoes - there is a risk of loss everywhere...


I'm not saying it's a rebuke, but as an outsider's perspective. I'm not saying that I'll get 100000000000, I'm rather saying that it didn't depend on the issuance of options on the demo..... more precisely, can you compare these roubles with how it would be if a real person flipped a coin.... I did try the demo roulette, there really is a tempting scam, and tried it long ago once and for the dough there .... it wasn't that interesting anymore)))) i'm not saying your approach is bullshit... i'm just saying what i wrote above... can you give as an example a gmc such as on roulette (which by the way have not such complicated (in its depth) algorithms ) we play against the algorithm, then when it is successfully beaten a stupid game against the player is included ......

the betting system you've already written on alps.... i gave you a piece of it in another thread.... that's not what i'm talking about....

 
DmitriyN: I'm not pouncing, I respect him, I just want to understand how skipping trades can increase MO with a normal profit/loss distribution. So far I don't get it.
jelizavettka: Dimitri, no way!
Don't believe it ;) you are being misled, probably not on purpose
 

DmitriyN: Я не набросился, я с уважением к нему отношусь, просто хочу понять, как пропусками сделок можно повысить МО при нормальном распределении прибыль/убыток. Пока не понимаю.

We need statistics for a series of trades. For example, run the Expert Advisor through 10,000 trades. Look at how often a binary series of, say, five trades falls out. For example, we saw (0-was, 1-win) that series 01010 appears 3 times more often than 01011. In other words, the probability after the series 0101 to get a moose is 3 times higher than a profit. What to do is clear - we have seen the 0101 series, it means we skip the next trade (more precisely, we make it virtually in order to keep the general statistics).

But we should understand that this is exactly the same adjustment as optimization of parameters in the tester. On the history it works, but not always on the forward.

 
Is it exactly the same?
 
Apparently, indeed, without the first shot, the sparrows won't go anywhere. Who would dare?
 
USSR:
Who's up for it?
To do what? This topic is idle.
 

A game of "naval combat"

We have a series that consists of 6 trades:
A;B;C;D;E;F

One thing we know for sure about this series is that at least 2 trades should be profitable.
 Maybe you will be lucky and get more profits, as it usually happens, but we have to count on a minimum of two.

Our goal is to earn 1 unit of profit for this entire series, or earn a unit of profit by completing the series early.
Suppose trade A and B are profitable trades. Let's put 0.5 lots each on A and B.
 But, here is bad luck, trade A turned out to be unprofitable, so now we have a series:

-0.5;B;C;D;E;F
We have 5 trades left. We know for sure that 2 of them are profitable. Let's assume that the profitable trades are
 trades B and C are profitable. Then to earn one and win back the loss of 0.5 you will need to invest (0.5+1)/2=0.75 lots in each of them
Trade B is also loss-making. Now we have a series:

-0.5;-0.75;C;D;E;F

Assume that trades C and D are profitable. In this case, in order to be in profit 1 we
 to invest (0.5+0.75+1)/2=1.125 lots

Trade C will be unprofitable.
 We have a situation:

-0,5;-0,75;-1,125;D;E;F

Now we are left with 3 trades. Two of them should be profitable. Assume that the profitable trades will be
 D and E. To be profitable we need to invest (0.5+0.75+1.125+1)/2=1.6875 lots in them

The trade - D turned out to be unprofitable. We have the following dislocation:

-0,5;-0,75;-1,125;-1,6875;E;F

Now we are left with 2 trades. And we have only two profitable deals in the series :)
 It turns out that in order to earn one, we need to invest (0,5+0,75+1,125+1,6875+1)/2=2,5313 lots

-0,5;-0,75;-1,125;-1,6875;+2,54;+2,54

But is it worth investing so little in the last 2 transactions, which are 100% guaranteed to be profitable?

Let's calculate the drawdown: = 0.5+0.75+1.125+1.6875+2.539[9]= 6.60
 Calculate the ratio of profit to drawdown: 1/6.60=15.2%.
 Calculate the increase of lots: 2.54/0.5=5.08

You do not need to tell me that
- there is no 2 out of 6;
 - that I didn't account for the spread;
 - that I didn't calculate the drawdown correctly;
 - that it's a martingale with Q=1.5;
 I know that.
It's just a game...

 
Well done, Dimitri. You evoke much more sympathy than the fluderamtes pouring out in the next thread. Also, you can wait for, say, the first two losses, only then enter. Or, you can wait for the situation, like yours, and push with increased volume. The only problem is that you can't be "sure". You know, theory without practice = 0.
 
Heroix:
Thank you. When the basic principles of the game are rolled out to newcomers (a branch for them), then the game will be mathematically complicated to the realities.
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