Cure conspiracy theory - page 11
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1. The main conspiracy theory is that the chart is very similar to martingale. So if there was no spread, on average people wouldn't be losing and winning (that's the mystique). But since the spread violates fair play in favour of the brokerage kitchen, they would on average lose on the spread per trade.
2. Your instances of price kissing a stop are statistically not more frequent than others. They are just too emotional on you. You psychologically isolate them. Therefore, five cases on the background of a couple hundred others, for some reason it seems exceptional to you.
3 There is only one logical but crazy conclusion: they are after you.
But this is easy to check. Take a couple of different DCs and monitor them. And compare the charts.
Price is equally hunting for stops of each.
1. The most important conspiracy theory is that the graph is very much like a martingale. So if there was no spread, on average people wouldn't be losing and winning (that's the mystique). But since the spread violates fair play in favour of the brokerage kitchen, they would on average lose on the spread per trade.
If that were the case, everyone would be stupidly pumping dough from the fluctuations in the graph of outcomes around the X-axis.
That's where I started over 5 years ago. As it should have been, the profits went in. And then it was like a switch was flicked - no marginal, just moose... all the way... all the way through... all the way to the bottom...
Oh, how interesting! I don't know of such a way. The variance of the existing "martingale" is infinity. It's dangerous.
You can extract dough from fluctuations if the graph is stationary. I don't know of any such instrument.
That's where I started over 5 years ago. As it should have been, the profits kicked in. And then it was like a switch was flicked - no margins, just moose... ...all the way... on any system... until it's all gone...
Read carefully and don't confuse martingale with marginal.
If that were the case, everyone would be stupidly pumping dough from the fluctuations in the graph of outcomes around the X-axis.
This is a fallacy. According to the law of arcsine, the graph would deviate from the x-axis and be there for the most part.
Half would be pumping, half would be draining.
https://forum.mql4.com/ru/48260/page38
Suggested here. It doesn't have to be that way.
Or a reconnaissance battle.
1. The most important conspiracy theory is that the chart is very much like a martingale. So if there was no spread, on average people wouldn't be losing and winning...
In your statement did you mean each trader individually or all of them in total?
If you refer to each trader individually, then your statement automatically means that the chart of their trading result frequently returns to the x-axis. And if it returns to the X-axis often enough, you can make money on it.
If you again mean the result for an OTHER number of outcomes... with long and significant chart deviations from the X-axis, then under such conditions the REAL result of trading on a CONTINUOUS length is already a rather shoddy martingale, with all the consequences that this entails...
1. The main conspiracy theory is that the chart is very similar to the martingale. So if there was no spread, on average people would not lose and win (that's the mystery). But because the spread violates fair play in favour of the brokerage kitchen, people would on average lose on the spread per trade.
I have collected all deals on EUROBAX futures on Forts, it turned out the spread does not affect much, in the trend of the crowd (the market, only the market) is so profitable that no fairy tale can describe it)
If you take it as a whole, there are no winners or losers ("there is no black or white, now everyone is green, dark green backwards, light green forwards"), everyone is zero (for every market there is a limit, every losing market is a profitable limit).
There is a signal to enter (eg, buy). The Expert Advisor opens a position and places the calculated stop loss. The price that has been steadily growing up to that point, instantly reverses and runs downwards to the stop loss, sets it and sinks the order. The Expert Advisor opens a sell position with a stop loss. Immediately upon opening the order, the price reverses northwards and soon afterwards sets a stop loss. Trailing stops occur exactly to the pixel on the chart. How is this possible? I mean in terms of probability theory? I've noticed such behaviour before, but I shunned the silly idea that the "forex director" was playing against my orders =)
The "forex director" client has his own TS. And, figuratively speaking, the "forex director" has his own TS. Hence, the task facing the client of the "forex director" is to create his own TS, not contradicting the TS of the "forex director".
And your TS contradicts so far ;)
How is that possible? I mean, in terms of probability theory? I've noticed similar behaviour before, but have shied away from the silly idea that the "forex director" is playing against my orders =)
The waiting time paradox (or do buses run more often in the opposite direction?)