Not the Grail, just a regular one - Bablokos!!! - page 485
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Posted used read some time ago but did things a bit differently than yours. I just gave several graphical patterns an ordinal number, and as the patterns alternated, I predicted a change in the sign of the increments and used it to predict the most likely patterns. But it was 50/50.
Of course I need to check it, but I can already say the probability of series is not equal, 000 or 111 will fall out less often than 010, etc. And the forecast will not work regardless of what the increment modules show on the news and vice versa the rarest series like 000 111 will appear. The news is primary, sort of.
Let's try to go to another post by the author of the thread Rev. Necolla
e.g. you look for a moving point from the reference point... So... let's say a profit of 15 pips or more... Look for a move down (I'm describing the village algorithm - the same for baikas, but vice versa) - a move down at least 60 pips... if you missed 25 and went lower, you were waiting for a pullback of 25%... for 60p it will be 15p, if lower, for example 90p - the pullback will be 24p... - ... having achieved a pullback - now in the direction of the move we open a sell position on the edge of the move = 60p or what has already been achieved ... 90p - with a take profit of 25% and the same stop... - at the level of the stop, open a buy position - with a TP of 25% of the 10p and the same value - and watch where it goes...
If a deal got caught and the stopper triggered (i.e., a reverse deal worked), at the stopper of the deal we set the opposite martini - usually the resulting slippage - if it even appears during a market flat - will amount to 3-4 maximum fluctuations - i.e., it is ideal for martinis ...
if take has triggered - then from the level of placing deal we start a new search of market minimum - moves of 60 pips... if reverse triggered, or price becomes higher than the new starting point - then the point moves after the price...I tried to implement the village variant. But with somewhat different parameters. I attach results for 19 years with constant lot 0.1. The length of the move is 395 pips 5 sign rollback of 60%. The pullback should be formed in 43 bars. The pending Sell order should reach at most 22 bars, otherwise the cycle will be repeated anew. Then we get a more or less upward curve like in my attachment. Further the author always points out the MM. That is, to see how and after how many trades a profitable deal is obtained. Perhaps a virtual trade will be applied. In general, the author gives only hints about the main subject of MM.
Let's try to go to another post by the author of the thread vs. Necolla
e.g. you look for a moving point from the reference point... So... let's say a profit of 15 pips or more... Look for a move downwards (I am describing the village algorithm - the same for baikas, but vice versa) - a move downwards by at least 60 pips... if you missed 25 and went lower, you were waiting for a pullback of 25%... for 60p it will be 15p, if lower, for example 90p - the pullback will be 24p... - ... having achieved a pullback - now in the direction of the move open a sell position on the edge of the move = 60p or what has been achieved before, eg. 90p - with a take profit of 25% and the same stop... - at the level of the stop, open a buy position - with a TP of 25% of the 10p and the same value - and watch where it goes...
if a deal got caught and the stopper went off (i.e., a reverse deal went off), set the opposite of the stopper - usually the resulting slippage - if it does occur during a market flat - will be 3-4 maximum swings - so it's perfect for martinis ...
if a take has triggered - then from the level of the deal opening we start a new search for the market minimum - moves in 60 points... If a reverse is triggered or the price gets higher than the new reference point - then the point moves after the price...I tried to implement the village variant. But with somewhat different parameters. I attach results for 19 years with constant lot 0.1. The length of the move is 395 pips 5 sign rollback of 60%. The pullback should be formed in 43 bars. The pending Sell order should reach at most 22 bars, otherwise the cycle will be repeated anew. Then we get a more or less upward curve like in my attachment. Further the author always points out the MM. That is, to see how and after how many trades a profitable deal is obtained. Perhaps a virtual trade will be applied. In general, the author gives only hints about the main subject of MM.
15% profit a year at the same drawdown. Not much. Some people are not satisfied with 15% a month).
15% profit a year at the same drawdown. That's not much. Some people aren't happy with 15% a month.)
Yeah! That's right! You need hundreds of percent profit per month!
Uh-huh! That's right! You need hundreds of percent profit per month!
No, just 20% a month and a compound interest)))
on the previous page 3 days, actually.
December 4, 5 and 6.
He's right essentially, if the right points are chosen "where the trend is most likely to come from" or "it's too late to trend here" then it's a grail))) Then it simply doesn't matter what the market is turning. And there are definitely such points in the market
The funny thing is that if we rotate this text 90 degrees, we get the well-known graph of normal distribution of a random variable. That's about right.
But how can we shift this distribution? Obviously by changing the value of SL TP. For example by increasing SL we get the following
1111111111111111111111110 - 4
We observe the expected profit skew, though the strategy is still losing. But maybe if we apply some betting system to these results with missing of some falls out, we will succeed?
But the balance graph is not as much of a drain as in the first variant, the balance line becomes more horizontal
How about... Let's take a 50/50 any strategy that is losing on spread and look at the distribution of series of results of this strategy. I took the results of 20 years of about 40000 trades and got this
We see the expected skew in profits, although the strategy is still a losing one. But maybe if we apply some betting system to these results with skipping some falls, then maybe something will work out?
It reminds me how to create a TS with 100% profitable trades. We buy without leverage and stop loss at 0 ))
The main thing is the essence of the strategy, and to evaluate it we needthe sufficiency of the sample
Or maybe... Let's take a 50/50 any strategy that is losing on the spread and look at the distribution of that strategy's result series. I took the results of 20 years of about 40000 trades and got this
This may have been factored in, but 0 and 1 are not enough.
If there was a loss of 100 pips and a profit of 20 pips, then even though this series consists of 01, there would be a huge loss here.
Hopefully these 0's and 1's were counted by equal numbers of pips up and down, e.g. by zigzag or fractals.
The last series with more units is a pure martin chart.