Not the Grail, just a regular one - Bablokos!!! - page 82

New comment
 
Vlads:

--------------------------------------------------------------------------------------------------------------------

What can you say about this formula

about the depth (aka depot size in c.u.) of the random walk

D = ln(z) / ln(q/p), where
z - acceptable probability of loosing (e.g. 1 - 0.956)
q is the price of loss (e.g. 1 c.u.)
p is the price of winning (e.g. 2 c.u.)

The ratio of logarithms is present in the definition of the Minkowski dimension (~ fractal dimension)
 
ZZZEROXXX:

If you don't mind a link please.

About whether or not the coin knows its previous statistics, and whether it doesn't give a damn about it.

What if the result of flipping a coin - a series - exists by itself, always, regardless of whether we flip it or not, and obeys some laws mentioned above, including the desire for equilibrium of the result. And the actual flip of a coin in this case only shows this result as an indicator. Then each series of flips is not a new reference point. And then indeed, by trying to understand through the actual flip at which point of the existing series we are at, it is possible to predict further results of the actual flips.

And why should we need such fantasies when all the "wonders" of consistency are of the ordinary STATISTICAL nature...?
 

Brainstorm No. 2

Column A is the amount of profit, B is the number of times with that profit, C is their product. 10,000 profitable trades. The total profit will be 19999.79. If we limit the loss to 1, it will be 10000. Thus, we will gain 2 times more profit.

 
Rorschach:

Brainstorm No. 2

Column A is the amount of profit, B is the number of times with that profit, C is their product. 10,000 profitable trades. The total profit will be 19999.79. If we limit the loss to 1, it will be 10000. Thus, we will gain 2 times more profit.

Can you tell me more about the loss limit...?
 
Rorschach:

Brainstorm No. 2

Column A is the amount of profit, B is the number of times with that profit, C is their product. 10,000 profitable trades. The total profit will be 19999.79. If we limit the loss to 1, it will be 10000. Thus, we will gain 2 times more profit.

Your logic is strange. If all of your 10 000 profitable trades turn into losses after the limiting of losses has been implemented, then where will the excess profit appear? Well, you will be outweighed, but in a different direction :) And in general, it is not clear where all these figures (number of times) are coming from. Are they just calculated on a geometric progression?

 
Vlads:

Have you personally tried to formalise the mechanism for "detecting" unequal sides above (my post just above, about the variability of unequal sides)?

What is the point of looking? The market is changing and the "unevenness" will change with it. That is, in theory, we should create the desired unevenness ourselves by analysing the current state of the market. Create a positive MO.
 
Meat:

Your logic is strange. If all of your 10,000 profitable trades become unprofitable after the loss limit is imposed, where will the upside come from? Well, you will be outweighed but in a different direction :) And in general, it is not clear where all these figures (number of times) are coming from. Are they just calculated on a geometric progression?


The logic is, the system gives random results. Spread is 0. Trading on this system should result in about 0. 10 000 profitable trades and 10 000 losing trades. I have taken the worst of distributions. Of all possible combinations of sl and tp, only loss limitation (according to calculations) gives profit. Whether it is possible to create such a system in real life is still questionable. The numbers, yes, are geometrically progressive.
 
Rorschach:

The logic is, the system gives random results. Spread is 0. Trading on this system should result in about 0. 10000 profitable trades and 10000 losing trades. I have taken the worst of distributions. Of all possible combinations of sl and tp, only loss limitation (according to calculations) gives profit. Whether it is possible to create such a system in real life is still questionable. The numbers, yes, are geometrically progressive.
For example, you may open with 5 lots with SL=TP=100 pips, and then add 1 lot every 20 pips as the price moves to the plus side, and subtract 1 lot every 20 pips as the price moves to the low side. You will make money on impulse, but you will lose money on flat. It remains to collect statistics on the history and make a choice, on which "horse" to sit: on impulse or on the flat :-)
 
Rorschach:

The logic is, the system gives random results. Spread is 0. Trading on this system should result in about 0. 10000 profitable trades and 10000 losing trades. I have taken the worst of distributions. Of all possible combinations of sl and tp, only loss limitation (according to calculations) gives profit. Whether it is possible to create such a system in real life is still questionable. The numbers, yes, are geometrically progressive.
I.e. the figures are just calculated from a formula? Why aren't they taken from a sample? Generally speaking, you can't get numbers like that, because there has to be an arithmetic progression, not a geometric one. It has been discussed here before that the relationship is linear.
 
Rorschach:

Column A is the amount of profit, B is the number of times with that profit, C is their product. 10000 profitable trades. The total profit will be 19999.79. If we limit the loss to 1, it will be 10000. Thus, we will gain 2 times more profit.


And if the spread is not 0 or commission is at least 1p, then there is no upside).
1...757677787980818283848586878889...650
New comment
Reason: