Practice testing, reflection, discussion... - page 24
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Well, I don't plan to allow such an increase in the lot as a result of a long series of elbows.
I plan to test two or three ideas to combat this nuisance in this experiment. You probably won't see such deal volumes here...
No, well, it's not serious... :-) Believe me... :-)
10 random losses in a row... - That's not the limit.
The TS is the TS!
P.S. But in general, the idea is not a bad one...
Especially with respect to two pendants and the level of price indentation (as much as 30 real pips) as a filter... :-)
That is, do not immediately frantically at loss throw cubes and enter the market on their testimony to increased volumes, and quietly with feeling, sensibly, with the proper set up pendants! (Which, incidentally, while at this distance from the price play the role, I dare say - and TIME filter!!!)!
There is definitely something in this TS, the main thing is to follow it, without any "wrestling thoughts..." and that's it.
The main thing is to add expat, if you don't have enough for a series of 10-12 orders and take and stop levels, i.e. That is, the expa is thrown onto the chart to monitor the real time performance of these levels in order to confuse the VTB CONSORTIUM a bit. Confuse a little, and in addition consider the issue of stationary value of levels TP and SL, like now = 30 points (because even with a virtual value based on history the CONSORCIUM can easily figure out this approach), but about their dynamic value, for example, depending on the ATP indicator readings...
In general, consider a bit more various options, keeping the MAIN thing - their rAvnost in each individual entry of these take and stop levels and their randomness.
No, well, that's not serious... :-) Believe me... :-)
10 random losses in a row... - That's not the limit.
The TS is the TS! And you have to follow it!
I assure you, the Martingale principle will be strictly adhered to, because it is a planned source of income.
And it is a question of preventing the uncontrolled growth of each individual position you open - this is an entirely different story. And it is not only my right, but even I would say my responsibility to take measures to support it :-)
I assure you, the Martingale principle will be strictly adhered to, because it is a planned source of income.
But preventing the uncontrolled growth of each individual position to be opened is a completely different matter. And it is not only my right, but even I would say my responsibility to take measures to solve this problem :-)
You may try to translate the principles of this TS into your code...
I can assure you that the Martingale principle will be strictly adhered to, because it is a planned source of income.
But preventing the uncontrolled growth of each individual position to be opened is a completely different matter. And it is not only my right, but even I would say my responsibility to take measures to solve this problem.)
You could try to translate the principles of this TS into code...
I'm not interested - balance growth is too slow (by eye)...
I'm not interested - balance growth is too slow (by eye)...
Observe further...
I can, if interested, change my version of netting (only one order is in the market at a time) Avalanche for random entries with the principle of doubling the previous volume, but the entry will be by market without pending and post here the tester reports.
And what about the randomness of the input - the market itself is so random that there is no need in the generator (RNG)
RNG is used here for pure experimentation.
If there is a signal source with advantageous characteristics of outcome statistics, it is only an aid for TS, capable of working with randomness