Not the Grail, just a regular one - Bablokos!!! - page 83

 
inoy:

And if the spread is not 0 or the commission is at least 1p, there is no upside).

I'm trying to win on a coin for now:)
 
Meat:
So the numbers are just calculated from a formula? Why aren't they taken from a sample? Generally speaking, you can't get numbers like that, because it has to be an arithmetic progression, not a geometric one. It's been discussed here before that the relationship is linear.

I assumed that there is some system where the value of tp and its probability have geometric distribution and tried to make it profitable. The only possible option is to limit losses, any combination of tp and sl gives a negative result. It turns out that the phrase "limit losses let profits flow" is indeed correct, although I'm not sure it is possible to count that way. I took the geometric distribution because it is the hardest to make a profit on.
 
Rorschach:

I assumed that there is some system in which the value of tp and its probability have a geometric distribution and tried to make it profitable. The only possible option is to limit losses, any combination of tp and sl gives a negative result. It turns out that the phrase "limit losses let profits flow" is indeed correct, although I'm not sure it is possible to count that way. I took the geometric distribution because it is the hardest to make a profit on.
Well then my suggestion suits you best :-)
 
prikolnyjkent:
Well then my suggestion suits you best :-)

working it out)
 
Rorschach:

figuring it out)

It's just as you wanted: a 100 pt move in profit will exceed the size of the loss from a price move against you. The pay-off for this is losing money on the noise.

Good for trading on momentum. And the opposite concept will profit from fluctuations in the flat...

 

Rorschach, you have calculated the profits of the different TA options. So what next? How are you going to combine them into one system? A trade can only have one particular TP, not all at once. Which TP are you going to use? All in all, it's not clear what you wanted to prove yet.

 
Meat:

Rorschach, you have calculated the profits of the different TA options. So what next? How are you going to combine them into one system? A trade can only have one particular TP, not all at once. Which TP are you going to use? All in all, it is not clear what you wanted to prove.

I wanted to prove that it is possible to make money on chance and there are fish in this approach. I haven't figured out how to put it into practice.
 

Hi guys!

I even had such a crazy idea when building a gnc with Eurobucks distribution (for example), then it became interesting to try this.

We take separately from minutki (of course ticks) sequences of high-low modules, and their middle postpone on axis Ha))) then we take for 2m 4m..... and so on.

I think we should work with these series making multiframe synthetic distribution from all timeframes and then attaching it to the median line of the price series (high-low) with its signs of increments.

We will obtain some sort of bolinger (of course it is not a same bolinger and it has different bounds), we will get some sort of context with probabilistic bounds, i.e. the price will more often stay within these bounds than break them. So there are the limiters for stops. There are a lot of threads saying that volatility is predictable (probability skewed).

But when we look at sideways confusion, we will see that the bollinger becomes profitable if we have a mechanism of calculating the dynamic function of stop and stop and bid size.

I tried to guess what I was trying to say when I got the doubts... If I had to guess, I would say that I cannot get convergence or cointegration of 2 equities (either flat and trend separately or with 2 different TS on each side of a coin), because the dynamics of stp and stake size is the only way to get it.

 
Vasilisa:

Here's the thing about making money on the sub, the guy wrote that the blunt bollinger, trading on it, becomes profitable if there is a mechanism to calculate the dynamic function of tp and sl and the size of the bet.

It's all profitable if something is not taken into account, especially something that was not drawn in history. And when you bet on the real, the undrawn will surely show up and most importantly, at the most inopportune moment.
 


Here, Nekola showed an example of a betting system (probably giving away the secret of calculating the betting system as much as possible))).

It will be necessary to see

1- What would a betting system look like for those data, which would squeeze out the maximum profit (which is not mentioned by Nola)

2- To see how the betting system will change at the sliding window

3- By decreasing and increasing the profitability of the betting system, get equity with certain properties.

Reason: