Not the Grail, just a regular one - Bablokos!!! - page 135

New comment
 
...:

Thank you. I understand this is the result of your trading strategy. How does this prove the presence of chance in the price movement itself?

Before answering your question, I would like to get as much insight as possible into the arguments that exist in relation to HGS, CGS, SB and all that sort of thing.

It's not a trading strategy.
If you open a deal, the price goes up or down by 10 pips, the deal is closed and the next one is opened.
if you only buy, the chart mirrors the one above. everything is exactly the opposite.
i.e. profitable trades are those when the price is 10 pips down and losing trades are 10 pips up. this clearly shows that the price moves like flipping a coin.
Profitable and losing trades tend to be equal.
 

Well, yes. It's pure dime. Random walk, pseudo-random number generators rest easy.

You could also label the news...

 
tara:

Well, yes. It's pure coin. Random walk, pseudo-random number generators rest easy.

You could also label the news...

but how can I explain it?

Profitable trades (% of all trades)61711 (50.09%)Loss trades (% of all)61492 (49.91%)

what is this "TT-Pod Dynamic" ?

 

Its mode is dynamic and there are two indicators.

 
Mischek2: He's got it all figured out. Three dots.

Maybe it's Multipoints - if by TA this nickname doesn't mean TA, but Tactics Adverzu? There really is such a nickname (...) - I think it's on Spider. Very famous, by the way.

Or it's an impostor under their nickname.

 
Explain, for example, by the fact that the stop/stick is set without regard to volatility...
 
tara:

Its mode is dynamic and there are two indicators.

is it possible to play around with this complex?
 
abdul1:
can I have a go at it?
You can try one, I'll post it tonight. The other one I can only show you in static mode, even now.
 
abdul1:
and it clearly proves that the price moves like flipping a coin.
profitable and unprofitable tend to be equal.

Let's take a stricter approach to the conclusions. In order to match price and coin, an equal series of real, not theoretical flips must be performed.

Until this is done, the outcome of the coin series is merely a hypothesis. A hypothesis is not proof.

That is, it has not yet been established in practice that the flip of a coin (literal, not theoretical) has similar outcomes, both in parts and in the aggregate. Right?

If the two series coincide, then by what can we conclude that both processes are random, or that the randomness of one (the price) can be proved through the randomness of the other (the coin) if they are two different unrelated entities?

Wouldn't the only right thing to do for now be to recognize the outcome of a trading strategy as successful at points where profits occur and unsuccessful at points where losses occur? And don't create entities.

Your strategy does not prove the absence (or impossibility in principle) of other strategies, which would more successfully describe the tested area. Right?

You asked for my view.

My colleagues and I have been involved in discussions like ours a couple of times. For example, we were asked to test our strategy on the suggested data. This was the result - http://forex.kbpauk.ru/userfiles/126921-synt.png

Discussion of it - http://forex.kbpauk.ru/showflat.php/Cat/0/Number/125057/page/2/fpart/3/vc/1 starting with post #126921

 
tara:
You can try one - I'll post it tonight. The other one I can only show you in static mode, even now.
I'd be grateful for both.
1...128129130131132133134135136137138139140141142...650
New comment