Demonstration trading from Dr.F. - page 7

 

I have changed the algorithm a bit, so that the filter is not an approximation, but really REALLY non redrawing.

This is much slower in calculations, but in all respects more convenient for making deals and showing pictures here. So here is the picture at the moment:

to sell EURUSD, unequivocally. Sell, see account.

 
Dr.F.:
But it has to fall, doesn't it? It can't go up forever, can it? And my system is statistical. There's still TP and SL=TP. So it's only the preponderance of TP probability that matters.
This is where I disagree. About the TP and SL. If you are trading a basket, then you should not have currencies, only baskets.
 

Dr.F. Dr. F., it is strange that seemingly skilled in mathematics you do not see the obvious error which has already been pointed out to you here. Any sensible person understands even without your "proof" that a graph of the difference between two quantities and a graph of the ratio of these quantities are completely different graphs. And the greater the difference, the greater the relative difference between these values. So there is no point in comparing them head-on, as you have done.

Before taking the difference between two assets (formula R1i), they should be balanced first, i.e. weights should be added. You cannot take just the difference, for example between price of one ounce of gold and price of one ounce of iron, because their prices are not commensurable, and iron will have negligible influence on the total. Hope you understand that?

So the first formula should look like this:

R1i = EDi*k1 - PDi*k2 - (ED0*k1 - PD0*k2)

where k1= PD0/ED0, k2= ED0/PD0

Coefficients are nothing but the number of lots on the positions to be opened.

Now you can make comparison of graphs. Try to prove that the difference between the graphs is essential.

In principle it's all trivial things, of course. Every normal trader knows without any higher mathematics that assets in the portfolio must be balanced.

 
Meat:

Dr.F. It is strange that seemingly skilled in mathematics you do not see the obvious error that has already been pointed out to you here.

How's the counting going? Mistakes are not mistakes if the score is suddenly climbing) And you can count in different ways, with coefficients, without, the question is how to interpret it ...

Except that, as I have said a million times, this kind of trading (by hand, based on formulas) is not representative... So if very early stage of testing somehow the idea.

I have no time for programming, but I do not want to work on a monkey's trading on a demo account. It is somehow strange.

 

So, those trades have closed on SL, but EURUSD is still overvalued and should be sold:

Sell.

 
Meat:

Dr.F. Dr. F., it is strange that seemingly skilled in mathematics you do not see the obvious error which has already been pointed out to you here. Any sensible person understands even without your "proof" that a graph of the difference between two quantities and a graph of the ratio of these quantities are completely different graphs. And the greater the difference, the greater the relative difference between these values. So there is no point in comparing them head-on, as you have done.

Before taking the difference between two assets (formula R1i), they should be balanced first, i.e. weights should be added. You cannot take just the difference, for example between price of one ounce of gold and price of one ounce of iron, because their prices are not commensurable, and iron will have negligible influence on the total. Hope you understand that?

So the first formula should look like this:

R1i = EDi*k1 - PDi*k2 - (ED0*k1 - PD0*k2)

where k1= PD0/ED0, k2= ED0/PD0

Coefficients are nothing but the number of lots on the positions to be opened.

Now you can make comparison of graphs. Try to prove that the difference between the graphs is essential.

In principle it's all trivial things, of course. Every normal trader knows without any higher mathematics that assets in the portfolio must be balanced.


You amaze me. Exactly, it needs balancing. But the way you suggest "balancing" shows that you have no idea what you are writing.
 
Figar0:

The doctor has no time for programming, but not for monkey's work on the demo account. It's all a bit strange, isn't it?

Who is ready to write a universal EA for me according to my TOR? :-)
 

https://www.mql5.com/ru/code/9097

Aren't you just messing around with sigmoid, dear doctor? )))) No, of course I can see that you are more sensitive on the graph, but still?

 

https://forum.mql4.com/ru/24727/page4

Here's another picture, possibly on topic.

 
Al_Key:

https://www.mql5.com/ru/code/9097

Aren't you just messing around with sigmoid, dear doctor? )))) No, of course I can see that you are more sensitive on the graph, but still?


Looked at the link. Obviously there is a huge lag. Didn't look further into what sigmoid is. Long time ago I implemented an algorithm that kind people rewrote into mql. But that one is much better. Although, of course, it's lagging.

See attachment.

Files:
maisma.mq4  4 kb
Reason: