Demonstration trading from Dr.F. - page 6

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I will try to trade demonstrably on the EURUSD chart. I will open trades every 20 pips of the shift.
 
Dr.F.:
I will try to trade demonstrably on the EURUSD chart. I will open trades every 20 pips of the shift.

on a return to the filter line?

I will close at the moment of crossing the filter line?

 
Dr.F.:
Thank you, colleague. Really 6 SLs and 5 TPs is not a bad result for such a singularity as a throw up of say GBPJPY by almost 600 pips. It doesn't happen that often. Here one should not draw conclusions about the abilities of the algorithm which is now in the middle of the TS with equal TP and SL. For one or two days of analysis with a hundred pips of volatility cannot predict this. On the contrary, it may be considered as a proof of stability of the idea. Moreover, there was not one trade on GBPJPY but two.
You have been lucky so far. I have seen two runs (out of two) in the right direction from the short-term perspective. I just needed to take a profit. I even dare to show this picture.
 
sv.:

to return to the filter line?

closing at the moment of crossing the filter line?



This is my traditional strategy. In fact, it's bound to work if the filter really doesn't lag (at least almost) and doesn't overdraw (at least almost). The question is that such a filter could not be created for a long time. But here is a strong candidate again.
 

I will continue to trade all pairs except EURUSD using the "old" algorithm of the last two days and EURUSD using this filter.
 

The Eurodollar is "off" by 30-odd pips. I am opening another sell trade.

 
The second EURUSD trade was also "off" by about 25 pips. Opened a third.
 
Dr.F.: This is a misunderstanding. Exactly and the point is that you set the "volume" at the opening of a trade, and then it is a constant, while the pound-dollar exchange rate changes. As a result, the FORMS of R1 and R2 are different. There is no equivalence to speak of.

Sho, I showed you how to make R1 and R2 equivalent by simply adjusting the cross's lot at the time of opening trades. Is it so hard to admit the mistake? It's up to you, not me. I know how to calculate the equity of a basket ;) If you don't know what to do with it, don't worry.


Dr.F. How do you calculate the equity of the basket? The parameters are always changing. Here is a typical example. A buy EURUSD and sell GBPUSD. Equal lots. Someone believes that this is equivalent to a EURGBP cross deal. Naive people, not trained in arithmetic. And this is a "basket".

Even for your formulas for R1 and R2 (where lot for a crossover is taken as a single lot)

it is possible to find the case when R1 will be equivalent to R2 (watch your hands, it's a hell of a trick)

t0: Quotes for all pairs are equal and equal to one (ED0 = PD0 = EP0 = 1), then your formulas are suitable for calculating equity on the sides of a balanced triangle

  • R1 = 0
  • R2 = 0

ti: Quotes have changed (for example, EPi has not changed, PDi has changed and become 2, and EDi has correspondingly become 0.5)

  • R1 = -1.5
  • R2 = -1.5

You can take any other changes at time ti, R1 and R2 will be the same.

 
GaryKa:

Sho, I showed you how to make R1 and R2 equivalent by simply adjusting the cross's lot at the time of opening trades. Is it so hard to admit the mistake? You're the one who needs it, not me. I know how to calculate the equity of a basket ;) In that link I cited, the guys described it in detail.


There are no hard feelings. How do you not understand. At that point (at the time of opening the trade) the equivalence will be there. Next - NO, CATEGORICALLY. Because the pounddollar is CHANGING.
 
Mislaid:

Kind of risky, catching a falling knife

But it has to fall, doesn't it? Can't it go up forever? And my system is statistical. There's still TP and SL=TP. So only the preponderance of TP probability matters.
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