Not the Grail, just a regular one - Bablokos!!! - page 491

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Okay, it happens sometimes, let there be a worst-case scenario, I wrote above, for the system stoploss on a cycle of 1% profit 1.2-2.4%%, I trade 100 cycles, 53 cycles in the plan allocated to the profit, 47 for losses.
I have had some bad luck and caught a series of 47 losses in a row. This is the maximum drawdown after which the trades will be completely closed.
I dare say that 47 elbows at 1% is not 47% drawdown.
The total drawdown will be 37%.
But, at the end of 100 cycles total return will not be less than 0.3% per day.
Good or bad it is dunno.
 
Come on, beat the market with maths and statistics. You'll be the first. I mean, no one's ever tried that before.
 
Will you be trading those portfolios? What about costs? Spreads, swaps, comps?
 
I'd rather go straight to the factory.
 
Aleksandr Volotko:
Will you be trading those portfolios? What about costs? Spreads, swaps, comps?
Clearly there are costs, they are accounted for.
 

I'll be heartily happy for you if it works out, don't think I'm an evil goblin. I just doubt, firstly, that your patience will last for 100 cycles and you won't fuck it up )

And secondly - enough for now and firstly ) although I've already said that with mathematics and statistics there's plenty of people trying to beat the market.

 

The best dibs is seeing the market. Especially vanilla experience (vanilla options not to be confused with binary kitchens) and trading on NASDAQ in my case helps, and a forex game you can :) I made 339% in 3 days trading testing the robot. I've done 339% in one day testing the robot. But it's hard to see how the market is doing and it doesn't look like 2008 or 2014, the drop of 2013 in gold is unbelievable. And if these laws worked all the time, a machine algorithm would make the "informed" multi-billionaires, but now you need to see and switch from one strategy to another, and that only comes with experience and with your own experience....

 
Anatolii Zainchkovskii:
Ok, it happens sometimes, may be the worst case, I wrote above, for the system stoploss for a cycle 1% profit 1.2-2.4%% , I trade 100 cycles, 53 cycles in my plan are for profit, 47 for losses.
I have had some bad luck and caught a series of 47 losses in a row. This is the maximum drawdown after which the trades will be completely closed.
I dare say that 47 elbows at 1% is not 47% drawdown.
The total drawdown would be 37%.
But on total 100 cycles total return will be not less than 0.3% per day.

This is all theory. )

Anatolii Zainchkovskii:
I don't know if it's good or bad.

Time, market, monitoring, staa tion will show. )

 
Anatolii Zainchkovskii:
Ok, it happens sometimes, may be the worst case scenario, I wrote above, for system trailing stoploss for 1% cycle 1.2-2.4% profit, I trade 100 cycles, 53 cycles in my plan are for profit, 47 for losses.
I have had some bad luck and caught a series of 47 losses in a row. This is the maximum drawdown after which the trades will be completely closed.
I dare say that 47 elbows at 1% is not 47% drawdown.
The total drawdown would be 37%.
But, at the end of 100 cycles total return will not be less than 0.3% per day.
Good or bad, I don't know.

If the percentage is counted every time from the current funds, then theoretically you can trade forever

 
transcendreamer:

If the percentage is counted every time from the current funds, then theoretically you can trade forever.

Here, but practically there will be a limit on the minimum lot and margin requirements.
But we don't need it, because after catching a series of 47 consecutive losses nobody would agree that the system is a grail.
And like in the movie "playing for low" the dude there was also 37% drawdown, but the payoff from the transaction was such that no system is needed.
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