Not the Grail, just a regular one - Bablokos!!! - page 182

 
Sta2066:
Or is that a puncture?
it's a gimmick... :-)))
 
7Konstantin7: But it is clear that the synthetic should not be simple.

Of course, it's not simple.

What if you make such a synthetic so that it is not pseudo-stationary, but, on the contrary, differs from the average as much as possible? And then trade the trends of such a synthetic...

P.S. I haven't tried it myself - I've just put an idea that has been playing around in my head for a long time.

ivandurak: Actually, what should we do if the synthetic has crossed two sigmas and is not going to return?

What the hell are two sigmas, for fuck's sake... The distribution of returns (roughly speaking, increments) of such a synthetic is not normal, it's fucking obvious.

Well, then your sigmas on it will be a fiction too, and they will be as useless as a goat's milk...

 
Mathemat:

... What if you make such a synthetic so that it is not pseudo-stationary, but, on the contrary, differs as much as possible from the average? And then trade the trends of such a synthetic...

P.S. I haven't tried it myself - I just gave you an idea, which has been circulating in my head for a long time...



I tried, only not on contracts for difference, but with real delivery (MLA in Sberbank). Without margin trading brought 8-12% per month on long intervals.

But the main factors were: predatory spread (against me) and the rusticity of the process of changing quotes (for me).

 
Mathemat:

Of course, it's not easy.

What if you make such a synthetic so that it is not pseudo-stationary, but, on the contrary, differs from the average as much as possible? And then trade the trends of such a synthetic...

P.S. I haven't tried it myself - I just gave you an idea, which has been playing around in my head for a long time.



You don't even have to try) I also thought about it, it's the same as guessing trends on one pair, maybe you can achieve more trendiness on synthetics than on one pair, but still this advantage will not bring results-just think soberly, it's the same as making a flotation portfolio,

No matter how you spin the future, you never know, miss-stops will be more than profits, or at best we'll be at zero with drawdowns ... but it takes talent and skill to keep a deposit at zero... and synthetic has nothing to do with it.

The only thing that gives some pluses in the synthetic, it seems to us, but it's more self-deception than any real advantage.

But that's it) 4-cross currencies, the trends on the portfolios are real, here in a year-H4, so it comes out when we see a clear long trend) what if this is the end ... And if we don't see a clear trend, we are unlikely to do anything at all.

In addition, we make all this up on history ... and the future is unknown ...

So to catch some trend and to sit for half a year or a year is not realistic, just like to catch a flat.

 

These are the words of the Guru))

 
Mathemat:

What the hell are two sigmas, for fuck's sake... The distribution of returns (roughly speaking, increments) of such a synthetic is not normal, it's fucking obvious.

Well, then your sigmas on it will be fiction too, and they will be as useful as a goat's milk...

You should've gone with something. If you don't like it you can also go from the lows of the highs or even by your own criterion. The question remains open. There is a horizontal channel, there is a level at which the positions are opened, and there is a level at which the positions are closed (let it be the middle of the channel). What should we do if a synthetic trader opens positions, but does not return to the middle of the channel? It was said that we have to fill, but I didn't understand and asked for clarification.
 
ivandurak:
... What to do if the synthetic opens a position and does not return to the middle of the channel. It was said that you have to fill in, which I didn't understand and asked for clarification.
Well, probably, to open additional orders for those instruments whose direction of movement coincides with the direction towards the middle of the channel.
 

This topic will not die as long as romantics live))))

It has already been explained a million times, that it is equal to trading one instrument, but you pay multiple times more spread... There was not a single monitor with public showing of profitability... but there were leaks of pams (someone called Sl@v@... or something like that nickname, in Alps, one of the Necollah sect) and demos. But no, all the same on all forums something dig and believe in the grail))).

I`ve recently observed (I`m not the only one) one of MT4 signalers in Alpine opened a PAMM... I poured about 300-400K $... The managers there were very upset. My problem was that I was trying to provoke them, but they knew that he was giving away free cigarettes and recruited a good base of "interested" traders. Then I penned that I opened a PAMM and everything started to go crazy... However, they screwed up later, because they cut his leverage to 100, and he liked martingale... I kind of left. But the fact is that he made a name for himself as "the smartest and the most beautiful", and then he opened a BMM and got about half a mill in one week. I will not be surprised if Necolla or Joker will soon open a PAMM somewhere with links to their PT posts:)

 
about nekola, it is unlikely he has a branch in the alps, so it has long been a branch of gags, not a single sensible idea has slipped through there.
 
ivandurak:
They should have started from something. If I do not like it, I may start from the minimum of maximums or by my own criterion. The question remains open. There is a horizontal channel, there is a level at which the positions are opened, and there is a level at which the positions are closed (let it be the middle of the channel). What should we do if the synthetic trader opens positions, but does not return to the middle of the channel? It was said that we have to fill, which I did not understand and asked for clarification.

The same levels may be built on the same pair-anything, may be a channel or the anl :D There is no difference, horizontal channels do not exist, it's an illusion, a dream.
I tried to fill (just like Ilan) it is possible to fill even on one pair, I have to fill the same series against the movement of total equity, it is possible of course to open orders not the whole series but by some pairs-against the wool or along the wool thus breaking the synthetic-it is not good, besides we do not know what to open, it will not make us profit.

If you do not already understand that this is the same as on one currency pair, only the drawdown is lower - for the time being, depending on the portfolio.

Why does everyone think that something will work with synthetics?

Reason: