Absolute courses - page 64
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Such an assessment? ? k-number of profitable / k-number of losing trades ? And what's wrong with estimation (number of profitable *tp )/ (number of losing trades *sl)? - Same thing = profitability with a fixed lot. (slippage is neglected).
And the Recovery Factor, Mo and other characteristics of the TS adequately show the situation with whatever ratio of slop/bottom.
TP=10P, SL=1000P. there are 1000 trades, all with TP, but each trade was first at 900P loss, and then closed at TP. A good entry? If we had enters in the opposite direction, with the same TP and SL, all 1000 trades would have closed on TP in the same way. What are you going to calculate with formulas like this?
And FS, MO, PF are rather characteristics of TS than evaluation of its input.
It's both so and not quite so. I assure you that"number of profitable / number of losing trades" does NOT equal "(number of profitable *tp )/ (number of losing trades *sl)". I'll show you a simple example later.
By the way, I recommend the only work that I think really has predictive powers:
http://ufn.ru/ru/articles/2011/7/k/
where a new concept has been introduced: the fractality index. I really recommend to everyone who wants to really trade profitably.
Really recommend to everyone who wants to really trade profitably.
By the way, I recommend the only work that I think really has predictive powers:
http://ufn.ru/ru/articles/2011/7/k/
where a new concept has been introduced: the fractality index. I really recommend to everyone who wants to really trade profitably.
Thank you. I think it won't do any harm to study it.
By the way, I recommend the only work that I think really has predictive powers:
http://ufn.ru/ru/articles/2011/7/k/
where a new concept has been introduced: the fractality index. I really recommend to everyone who wants to really trade profitably.
Is it the only one?
;)))
You just listen to this character. Can anyone believe that the man is so clever that created an algorithm in which "85%" of deals (implied TP=SL) are profitable, he did not know before to trade with TP=SL. But will try it at his "leisure". Ha ha ha. Very funny. I ask for a demonstration on real, you are our tough guy. Or at least a demo, it's not the point.
Somebody stop him... Please...
=P
Did you really need a "tester" to understand that for a 65% probability of TP and 35% SL you will see a straight line with an upward slope? :-)
My five cents. If you know the probability of the outcome of the trades, it is clear how the yield curve is arranged. It is quite another to understand the logic of money management (MM). If having traded 12 instruments (for example, here and below), the series of losing trades = 15, then, taking into account the loss of $50, we have a loss of $750. I.e. trading with 10K funds, at 20% risk per series, we are not allowed to open a position with more than 0.26 lots. My MM is more conservative, implies 0.01 lots per 1000 $.
My point is that you still need to run your TS (in Matcad, or wherever...) to get initial data for working on the real account. The way you work now on the demo (0.5 lots per transaction), is not good.
Somebody stop him... Please...
I think it's time to say not "his" but "their" ....
Nah, cool topic. (third in the last three months of being on this forum),Dr.F. continue...