Ward 6 - page 2

 
Roman100:
Roman, what does TP=SL have to do with MO?
 

Here is a test conducted under real conditions (demo account) "by hand": see for yourself.

I believe there is a preponderance of probability.

Regarding automatic test on a long history - the one shown in http://forexforum.ru/showthread.php?t=2610

The "non-lagging filter" is in fact a lagging one. Although close to a better algorithm. It is implemented so poorly and complicated in itself that I cannot perform calculations for each bar of the test on the history of tens of thousands of bars. That's why I play with my hands on my demo account.

 
Such that with TP=SL=50 pips, say, and spread=2 pips, the probability of TP = wTP = (1/52)/((1/48)+(1/52)) = 0.48, and probability of SL, respectively wSL = 0.52 - if buy or sell directions are chosen randomly and independently of each other. The task is to change 48/52 into at least 55/45 - this is ME more than enough for stable and sufficiently fast growth.
 
DmitriyN:
Roman, what does TP=SL have to do with MO?

I was referring to the excess of TP's probability of triggering over SL's probability of triggering.
 
Roman100, if your algorithm really works, it can be reformulated into a more obvious one in the form of a non-delayed non-reversible filter. If such a transition cannot be made - your algorithm has no predictive power to shift the probability above 50%.
 
Dr.Drain: So 50/50 super-stability is guaranteed.
What about a long trend?
 
LeoV:
What about the long trend?

Oh, that. That's easy. It doesn't matter where price is going, it's how it's going. I can generate a chart for you right now that will have a stupid unbreakable upward trend, but all 100% of trades with TP=SL=50 pips will be closed by SL. Especially since in practice you cannot specify a "trend" without specifying the scale on the price axis in question. Until you have specified the scale, i.e. the value of the expected TP at the opening of a trade with equal TP and SL, you cannot make a decision. For at the same moment, both the decision to sell and the decision to buy can be equally true. And both will close at the TP. At different times (first a trade with a lower TP, then a higher one, of course). If you could separate the trend and the flat by setting the scale in advance (otherwise you have no right to say these words at all) - it would be another representation (formulation) of the Grail. But you can't. So let's not talk about "long trends".
 
Dr.Drain:

Here is a test conducted under real conditions (demo account) "by hand": see for yourself.

I believe there is a preponderance of probability.

Regarding automatic test on a long history - the one shown in http://forexforum.ru/showthread.php?t=2610

The "non-lagging filter" is in fact a lagging one. Although close to a better algorithm. It is implemented so poorly and complicated in itself that I cannot perform calculations for each bar of the test on the history of tens of thousands of bars. That's why I use handheld tools on my demo account.


Can I have a look at the state? I have some kind of block on my login.

If I trade manually there is almost always a small element of "gut feeling" even if I try to follow the system strictly.

Try to simplify the filter without loss of functionality. It will save you an enormous amount of time... ...rather than manually checking.

 
Dr.Drain:
Ah this. That's easy. It doesn't matter where price is going, it's how it's going. I can generate a chart that will have a stupid unbreakable upward trend, but all 100% of trades with TP=SL=50 pips will be closed by the SL.
Let's analyze the specific situation. The year 2008, the trend is down for who knows how many points.
Then we pullback by 50% counting up to the resistance/support level. It took 2 months or something like that.
 

Here's the state. In the beginning trades with 0.01 lot and literally less than 20 lots with 0.1 lot. That's why the jerkiness of the results on the right is 10 times stronger.

However, in both cases the linear regression will show an upwards slope quite obvious and corresponding to the ratio of SL and TP seen from the tabular view of the stack.

It's not attached. You can download the statement here http://zalil.ru/33512005

It does not look very presentable only because of the small number of deals.

About "block on login". It should work. Maybe you have chosen a wrong server. What about simplifying filter. It won't work. At least it's not fast. Algorithm is written crooked and subject to optimization yes, a lot of unnecessary is considered. But it is easier on the demo than to fix it. It is too monstrous.

Reason: