Ward 6 - page 75

 
gpwr: And it is clear that taking a time series z and splitting it into two arbitrary series x and y so that z = x/y does not give any additional information about z which allows you to construct an "uncontained filter" or "look into the future".

I agree with you.

However, we are dealing with interlinked financial timeseries, which have some features and differences from ordinary time series - they have patterns in themselves and among themselves that ordinary interlinked time series may not have.

And it's not a question of an "uncontained filter" or "looking into the future".

 
DmitriyN:
So do you think there is a positive expectation on the surface of the Earth or not? What is your position?
I do not want to participate in this poll - it is poorly formalized and in my opinion pointless. It is better to conduct it in the currency branch.
 
DmitriyN: To speculate. It is impossible to do otherwise.

With fitting, which can easily happen, a positive expectation in the past easily turns into a negative one in the future ))))
 
DmitriyN: So you don't have to do the fitting. Or - don't go overboard with it.

Can you tell me how to do it? )))

How do you avoid fitting in?

 
DmitriyN:

Why doesn't it make sense? It does make sense.

The point is that most traders do not have systems with positive expected payoff. Moreover, many traders do not even guess how to achieve it and what unites them.
Such is the truth of trading.
Some traders use matin-like systems until some moment in time. Some are even good at it.
Others criticize those who are trying to do something, because they have years of eating humus presented for free by the Internet.

So you haven't answered the question? Do you believe in positive ME or not? If not, then all those who talk about it will seem like perverts to you.

Why not ask if I believe that tomorrow the sun will rise as usual. These are kind of obvious things, positive MO exists and it is everywhere, even when crossing the street we need positive MO.

The issue of leakers, has been discussed a million times on the forums and the reasons for leakers are known and discussed many times, in short, yes, their MO is wrong. So what.

 
DmitriyN: The safety factor is to be taken into account. A lift with 6 passengers weighs a tonne. And the breaking force of each of its 4 load ropes is 25 tons.
I ride it every day, and I've never fallen down. And you can't do it without a reserve.



Sorry, I can't associate the fit and lift with 6 passengers ......))))
 
LeoV:

Sorry, I can't associate fitting and lift with 6 passengers ......))))


It's complicated. This lift has a negative MO as well. Six people is a deposit . They got on the lift and pressed up. But then there was a global crash and the power went out and they were between floors.

That is, the TA is not yet here, but the SL is not yet in danger either, because 25 tonnes per rope . It's been a month. There is nothing to eat. They started eating each other. As a result, there was one left. The strongest one. But then they put him in jail for cannibalism.

So they all died. It's a very sad story.

 
DmitriyN:

Tweaked the lots. Made the lot constant = 0.1. This is how the chart turned out. The number of deals is not small to estimate.
The chart did not look good, but the result is not bad.

1. The graph is not entirely correct. And you are largely confusing people. When I was building a similar one, the first thing I eliminated was the non-equivalence of currency pairs, for someone's TP weighs 65, someone's 45, but both are a fair 50 pips, and all we care about is that "+1" TP. But the overall trend is not much different from the real one. But still the inaccuracies are large.

2. You don't understand the point of this chart of yours. The point is that the slope of the straight line, which can be drawn by the ISC, is maintained with good accuracy. And local moves of the balance downwards are a natural thing. It is due solely to the rarity of opening trades. In fact, I open them twice a day. I may open them in the morning and in the evening. There would be less irregularity in the balance course. There'd be a much smoother line.

 
DmitriyN:

I think you have to consider not only the number of trades, but also the term that the system floats and doesn't sink in.
What can be said about the term? The time frame is 23 days. That's very little. I have enough of these grails. Some of them hold for a year or two.

If we're talking about interest, the deposit went from 10,000 to 1,645 in 23 days. Roughly speaking, 16.5% a month.
Including reinvestments, that's about 6 times a year.

You are not a stupid man. But you have said a rare foolishness. I'm not aiming to show an increase in balance here. I am aiming to show an excess of probability. If I wanted to show growth of balance I would not start with trades with 0.01 lot. Then I would switch to 0.1 lot when I saw that the crowds need at least some interest. And I could have done it at 0.3. My deposit would not have been at any risk. And most importantly, you're measuring the effectiveness of TS in "% per unit time". This is nonsense. The effectiveness of my TS should be measured in "% per 1 trade". I could increase the number of trades by a factor of 10. It would only improve smoothness, while the percentage ratio of TP and SL would not change. respectively, we are not talking about 16.5% per month. Increase the number of trades, open every hour, and let it hang 50 instead of 10, increase the lot, and 50% a month is not the limit at all. Maybe Mavrodi kept MMM that way? :-))) Just kidding. Including reinvestments - as many times a year as you like. You don't understand how fast the step function grows. And 50% a month is 100 times or more a year.

 
Dr.Drain:

1. But still the inaccuracies are great.

2. You do not understand the meaning of this graph of yours.

1. yes, he's the one who screwed up big time.

2. We don't understand shit here.

Reason: