Not the Grail, just a regular one - Bablokos!!! - page 587

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Renat Akhtyamov:

three weeks, only three weeks ...

missing the signal reliability badge

ahahahahahaha

yes just the risk exposure is exceeded again (it can be seen when the big zigzags on the means curve start)

 
transcendreamer:


But you were watching the signal anyway, right? ) Sooner or later Tolik will stop overloading the deposit and the profit will come )

 
Aleksandr Volotko:

But you were watching the signal anyway, right? ) Sooner or later Tolik will stop overloading the dep and the profit will come)

Just got back from a shift at the factory today... looked at it... and there...

In general for any system that does not drain (positive average MO, the cocoon tilted upwards) we can estimate the maximal drawdown with a given probability level based on solution of the equation y=k*x-s*n*sqrt(x) --> min, where k is expected payoff and s is dispersion of returns (RMS), n is a number of sigmas corresponding to the selected probability level (you can roughly take Gaussian to begin with) or having a sufficient amount of transactions at least 300 (more is better) perform a random bootstrap (for example 100000 trajectories) and estimate this max depth of drawdown visually, to at least approximately plan the risks and understand if the trading process is adequate or not...

There are 4 subtleties that can spoil everything: (1) for some trading systems it may turn out that collected trades do not quite adequately reflect the full variation in different markets, (2) the assumption that the average MO is positive is also a big assumption because in reality it varies, (3) requires a constant load level, the load should not increase because it obviously increases the dispersion of the cocoon of possible trajectories, (4) if the stringency of selection of trading sets changes, it can also increase the dispersion, especially this is characteristic when volatility is local

If you trade with high variance, even good trading methods can be thrown away, just without realizing they are good in general, the spread of returns was just too fatal for the given deposit... and the spread is almost always higher than the average return, such a world of futility...

 
Drimer, is writing the obvious your thing?))
I forgot to add that during a trend you have to trade trend systems and during a flat)).

You can't predict volatility, so you can't predict the spread of returns either.
Predicting day-night volatility swings is also useless, because any inefficiency there will be killed by spread and commission.
 
Макс:
Dreamer, is writing the obvious your thing?)
I forgot to add that during a trend you have to trade trend systems and during a flat)).

You can't predict volatility, so you can't predict the spread of returns either.
Predicting day-night volatility swings is also useless, because any inefficiency there will be killed by the spread and commission.

I would put it this way: the most important thing in trading is not to enter those trades which will bring big losses - that is probably the most important thing.

 
Макс:
Drimer, is writing the obvious your thing?))
I forgot to add that during a trend you have to trade trend systems and during a flat)).

You can't predict volatility, so you can't predict the spread of returns either.
Predicting day-night volatility swings is also useless, because any inefficiency there will be killed by the spread and commission.

Of course, the variation of profitability is also floating, as well as the MO, but the message here was only to make at least an initial assessment - whether we trade adequately at all or we can immediately go to the overalls shop for overalls - and this assessment consists in comparing your deposit with the expected volatility of the curve of funds in the account

 
Макс:
Drimmer, is writing the obvious your strong point?))
I forgot to add that during a trend you have to trade trend systems and during a flat)).

You can't predict volatility, so you can't predict the spread of returns either.
Predicting day-night volatility swings is also useless, because any inefficiency there will be killed by spread and commission.
Volatility can be predicted, and it's not a bad thing.
2 mistakes, 1st one - metals are more volatile for the account due to the point value, they caused disorder in the end.
In general I have made 100 bucks (in terms of price) and I've tried to use my qualification.
In general my 100$ (cents) is too low depo for multicurrency trading. But it's not a problem, I'll make a million quid anyway.
 

than a volatility prediction?

 
Anatolii Zainchkovskii:

than a prediction of volatility?

EURCHF, H1, 2020.07.25, RoboForex Ltd, MetaTrader 5, Real

oh my god. what is this?

 
multiplicator:

Oh my God. What is this?

Chaos in all its glory.
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