Practice testing, reflection, discussion... - page 22
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I can't think of a better name for a trade, which would completely repeat the actions of some TS, only positions are opened in the opposite direction...
Shall we haggle?
I'm the original, you're the mirror. Is that acceptable?
I am the original, you are the mirror. Is that acceptable?
We should first check to see how many trades we can be sure of, say, 95%.
Otherwise it may turn out as usual: there will be a couple dozen deals and some results - say, positive (I'm optimistic). The topicstarter satisfied will mutter something like "See, what I said ..." and calm down. In fact, the result is not at all revealing: 20 deals is clearly not enough.
We should first check to see how many trades we will have confidence, say, at the level of 95%.
Otherwise it will turn out as usual: there will be a couple dozen transactions and some results - say, a positive (I'm optimistic). The topicstarter satisfied will mutter something like "See, I told you so ..." and calm down. In fact, the result is not at all revealing: 20 deals is clearly not enough.
Of course, 20 deals is not enough. We'll make as many as we need. I have plenty of Random :-)
Shall we haggle?
I'm the original, you're the mirror. Is that acceptable?
I agree, if you have a plum TC... :-)
I agree, if you have a draining TC... :-)
We should first check to see how many trades we will have confidence, say, at the level of 95%.
Otherwise it will turn out as usual: there will be a couple dozen transactions and some results - say, a positive (I'm optimistic). The topicstarter satisfied will mutter something like "See, I told you so ..." and calm down. In fact, the result is not at all revealing: 20 deals is clearly not enough.
Judging by the dynamics, we all go to sleep without seeing our expectation:)
By the way - unbiased estimate. The only one.
What trading criteria other than random entry and stop/profit at 30 pips?
I am also interested in the scheme of increasing entry volumes in case of obtained loss, what estimated lot to enter at the start, whether to reverse the position in case of loss and what volume (or also to enter randomly only with increased volume)?
What trading criteria other than random entry and stop/profit at 30p?
I am still interested in the scheme of increase of entering at obtained loss, with what estimated lot to enter at the start, whether to reverse a position at loss and with what volume (or also to enter randomly only with increased volume)?
If someone is lucky enough to have trading criteria that allow him to have a graph of statistics at least without a long continuous series of failures, it would be fun to use them.
But, there are no criteria in this experiment. Pure randomness from the developers of King software for Android.
The scheme of increasing the volume of entry with the obtained loss is a natural Martingale. Starting lot - the smallest possible (I have 0.01). The amount of money, simple interest and such a small starting lot allowed me to start 10 independent "lines" simultaneously. And now, the direction and volume of my called positions are the result of summing up the values of these ten "participants". :-)
So far, so good.
If someone is lucky enough to have trading criteria that allow them to have a graph of outcome statistics at least without a long unbroken series of failures, then it would be a thrill to use them.
But, there are no criteria in this experiment. Pure randomness from the developers of King software for Android.
Scheme of increasing the volume of entry with the obtained loss - a natural Martingale. Starting lot - the smallest possible (I have 0.01). The amount of money, simple interest and such a small starting lot allowed me to start 10 independent "lines" simultaneously. And now, the direction and volume of my called positions are the result of summing up the values of these ten "participants". :-)
So far so good...
I.e., the initial random entry into sell with volume 0.01 points with loss and profit = 30 points, the price goes up, then on 30 points of the four-digit market you catch a loss, then again with 30 points of loss and profit is defined as an entry, each time with the volume 0.02 points (the doubled previous volume), then TP = 30 points triggers and everything repeats itself? Is it so? I.e. you double at loss before TP triggers and the cycle repeats itself? Did I get it right according to your TS?
In other words, for example, the initial random entry into sell with volume 0.01 points with loss and profit = 30 points, the price goes up, then on 30 points of the four-digit level you catch a loss, then again a random entry is defined with 30 points of loss and profit - but with the volume 0.02 points (the doubled previous volume), then TP = 30 points and everything repeats itself? Is it so? I.e. you double at loss before TP triggers and the cycle repeats itself? Did I get it right according to your TS?
Well, I would not say that this is my TS, but Martingale principle seems correct...