Creating a positive IO - page 3

 
DmitriyN:
... But, it's one thing to be 99% and another to be profitable. These are different things.

I don't get it. Explain, or throw in a link, please...
 
jelizavettka:

There's no such thing... Price has one degree of freedom only when it is at zero, which does not happen. But if it has passed through three figures, it is as likely to pass through the fourth as it is to return to one.

Lizanka, we have an initial condition that the maximum price movement is 3 figures.
Of course, if a shape is a figure with dimensions of, say, 100 points (4 signs), the maximum price movement is somewhere between 12 and 15 on the real market. But it is difficult to understand, so I have simplified it to 3 figures. At points N - price has 2 degrees of freedom, at points B and S - one degree of freedom.

I drew the first flat wrong, I drew 4 oscillations, while we have maximum 3. But, the second flat is drawn correctly - 3 figures.
 
-Aleksey-:
More like three: can lie horizontally in the third movement option.
1st degree of freedom is downwards. The 2nd is upwards. There cannot be any other way. Price/time space is 2-dimensional.
 

Good afternoon!

There are various formulas for calculating the MOE. But the main thing to understand is that

there are only three parameters that we need to calculate the IR. They are - the average gain

per trade, the average loss and the percentage of winning trades.

Accordingly, it is possible to achieve positive IR either by increasing the winning percentage,

or increasing the average gain, which respectively leads to a reduction of the average loss,

(ideally use both variants).

Understanding this, you can significantly improve the performance of your trading system.

To be clearer, - it is not necessary to have a ratio of profit/loss as two, three to one,

you can have say 0,7/1, but in this case, the number of positive trades should be more than

50% . How much more - it just depends on the ratio of the average loss to the average gain.

Thus, based on all of the above, if there are clear rules for entry-exit, with

Thus, based on all said above, if there are clear rules for entry-exit, it is possible to evaluate MI of the system with high enough reliability by running it on historical data.

Anyway, that's how it is.

 
Alligator:

Good afternoon!

Good afternoon to you too. It really is evening :)
Everything is true, but this is a general case. Many who have honed their favourite EAs with testers will disagree with this, but once again, this is a general case.
 
DmitriyN:
I know a lot of patterns. I already showed a pattern in a previous thread that works for 99%, or something like that.
But, it's one thing to be 99% and another thing to be profitable. These are different things.

Checked out the topic "Patterns of price movements: Part 1. Price Orientation"...

It's clear now - you've found the wrong patterns that everyone here is looking for.

The answer, so far, remains the same: price movement parameters are UNDETAILABLE quantities(Demi)

 
My opinion, if you want practical results, you have to narrow the question down to the maximum, otherwise there will be no real results.(Work on a "trend", select a timeframe, etc.)
 
prikolnyjkent:

Checked out the topic "Patterns of price movements: Part 1. Price Orientation"...

It's clear now - you've found the wrong patterns that everyone here is looking for.

The answer, for now, remains the same: price movement parameters are UNDefined values(Demi)


price is an indeterminate value
 
prikolnyjkent:
That's what I wrote about. It was an example of how the 99% mean nothing.
 
Demi:

price is an undetermined value
And how do you determine this value? Do you get some?
Reason: