Not the Grail, just a regular one - Bablokos!!! - page 128
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Are you saying that there should be TP >> SL? Every time we close at the SL and wait for a lucky break?
Only I don't mean the distance to the TP and SL, but the size of the profit and loss received when the price reaches them.
For example, impulse trading in quotes. With equal distances to TP and SL (let's assume 100 points) we will receive different profit and loss, if, for example, every 20 points of price movement in the plus direction we will deposit 20% of the initial position volume, and with opposite movement - we will close the same amount. This is a rough example, but it shows the principle...
You are essentially doing the same thing as DSP by specifying the modulation as rates (mm). You can also take non-symmetric sl and tp + mm, and operate them as non-linear equity filters, the filter system will set properties for the equity curve. The market may be without mm, just use trailing stop-losses and their dinamis, as the market is not sat, while it may be used with mm, mm may also bring the unloading cs into + and significantly increase the return on non-dumping cs.
That is why you need a large deposit on the sat, because it is your deposit that you are swinging, creating equity with properties. That is why they confuse profits on the sat with prediction on the sat, although one does not contradict the other because it does not predict. 50/50 is not going anywhere for incremental signs, but I don't need to predict the series itself at each count, it is important to reduce the series to a finite number (approximately), over a number of random counts.
You are essentially doing the same thing as DSP by specifying the modulation as rates (mm). You can also take non-symmetric sl and tp + mm, and operate them as non-linear equity filters, the filter system will set properties for the equity curve. The market may be without mm, just use trailing stop-losses and their dinamis, as the market is not sat, while it may be used with mm, mm may also decrease the flush cs to + and significantly increase the return on non-flush cs.
I cannot change the market without using the MM, I cannot go to the SB and I cannot go to the IM, because I have to keep using the MM in order to increase the profitability of the non-draining one.
Well, I said it once: it turns out we can adjust the mode to any specifics of outcome statistics. And to make the TS producing such statistics profitable. The main thing - STAYING... The constancy of the features used, or - slow enough their variability.
And in the discussions going on here, HOWEVER, this is the point that is not being discussed. All efforts are focused on achieving an advantage in probability. And the source of wealth is not there... It is in the peculiarities of TC statistics...
Well, as I said the other day, it turns out that you can tailor a mode to any specific statistic. And make the TS, which produces such statistics - profitable. The main thing is STABILITY... Constancy of used features, or - slow enough their variability.
And this point is not discussed in the discussion here. All efforts are focused on achieving an advantage in probability. And the source of welfare is not there ... It is in the peculiarities of TC statistics...
I have cited posts where this is exactly what is mentioned, but everyone has fallen silent.)
Like this.
The statistical advantage will undoubtedly be there, but it's low - I've tested...
The same roulette commission will eat everything up...
So I agreed with Kent_
In Adverse I use one of the patterns - trend break - I used to think this is the same idea on convergence...
In a way it is...
And the stronger the pattern - the more deviations were in one direction, the higher the probability of the pattern working...
But as tests have shown, a simple one-way departure, although it increases the probability of return, but not by much...
But if the departure goes definitely with a certain combination of waves, then the probability can increase by an order of magnitude...
And over time you begin to understand that although there is an intersection with the convergence idea, it is not so simple...
And you see that the process has a memory and by using different timeframes, combining different graphical models this probability can be pulled further and further...
And it's not just a convergence idea anymore, but something else...
Suppose there is a pattern that varies smoothly...
We can find a pattern by which the pattern changes...
Find a pattern by which a second pattern changes...
And so on.
By doing so, we get a pattern that hardly ever changes... Here by going this way you will get what is already in wave theory and is in Adverse...
There is a second way... To write an algorithm to find this slowly changing regularity and run it...
But you need a crazy computational power...
I.e., you call the obtained optimal variants of the pattern...
To some extent this is true, but this pattern contains formalization in the form of ideas and binary rules and does not contain numbers, except for the number of waves and extrema...
You could say it's opts, let's say... But let's say that a weniglet of this formalisation gives a pattern that changes so slowly that we can safely ignore it... In 100 years this pattern will also work fine...(it is a question of a non-collective betting system, designed for many years)))))...
However, I can never take a computer with me, while I don't need to take it to the stationarity level (almost static) in the hierarchy of laws based on equity, but take it to the level where properties change considerably, though at a slower pace than the movement characteristic.
And the source of welfare is not there... It is in the peculiarities of TC statistics...
I agree, not all TS may be suitable for this, but it probably is not fatal, multi-points showed results on different rows, as they were given 5 rows, 4 was + with different levels of profit, and one system just did not make a deal, because the series simply does not contain conditions (moments meet the conditions) for transactions, so what, no transaction - not t loss anyway.
Yeah, well... This is an idea. But there is no concrete discussion of a particular TC (in this vein). And there is no advice for young people to do such research themselves.
What else can they do?
So, I come here with my suggestions, so that people could expand in terms of choice of directions where to rack their brains :-)
Yeah, well... This is an idea. But there is no concrete discussion of a particular TC (in this vein). And there is no advice for young people to do such research themselves.
So what's left for them...?
So I come here with my own suggestions, so that people may have a better choice of where to rack their brains :-)
I've been touching these issues throughout this thread in a more obvious way, I haven't seen much from you, I study such questions and you are incomprehensible, so I say that you write that well-known nonsense and do not narrow the direction of thought for beginners, but rather sit at this point in thought and from this point in different directions, you can come up with a bunch of other thoughts, it is not clear where exactly and what to drop, they made porridge.
What else have you got to share (apart from incomprehensibly repeating in your own way the ideas already discussed here by others, passing them off as something else))))?
Pictures, examples of TC, or anything else. The market is not affected, we have been discussing SB for about 90 pages.
Anyone who is interested in moving the topic already to formalisation is asked to go to the 1st and 2nd derivatives of the macdi branch. I am trying there with TF filters.
Perhaps we can think together about a system of superimposed non-linear filters on hierarchies using properties of incremental modules, from their residuals we filter again, etc. until we get the desired inertia properties.
I have throughout the branch these issues in a way I do not know where more clearly touched, from you I did not see that much, I study these issues, and you do not understand a damn thing, so I say that you write well-known nibble nigrama not narrowing the direction of thought for beginners, but rather sit at this point in thought and from this point in different directions can come up with a bunch of other thoughts, it is not clear where exactly and what to drop, porridge made them.
What else do you have that you can share (apart from incomprehensibly repeating in your own way the ideas already discussed here and passing them off as something else))))?
Pictures, examples of TS, or anything else. We don't touch the market, we've been discussing SB here since 90.
Jesus Christ!
And at least my "seed" about the peculiarities of the cloud of lines on the chart from the Wikipedia page "The Player Destruction Problem"?
Have I not drawn readers' attention to the peculiarity that none of the 1000 lines has ended further than 120 units from the X-axis...? Isn't there something to be gained here...?
Yeah thanks, that's the only good point, maybe a couple more, behind a lot of flub)))))))))
But it was already clear, but not a word about the direction to dig for this reversal. The market is inertial, which is also a sensible idea, but no more than that, without having learned this inertial line))) and more than one.