Teach me how to make money. - page 9

 
prikolnyjkent:
Where did you have the problem...?
none.
 
prikolnyjkent: ... You can see from the statistics that the signal is more likely to lie than to predict correctly... and that's why it went down. The price went down... and your trade closed with a PROFIT. But (!),... you don't put a plus in your stats, you put a minus 300 pips... because this is supposed to be a statistic on the outcome of a TRADING SYSTEM (not your trade).

Thank you! Sorry, I didn't have time for a forum at the weekend. Otherwise - amazingly close by. I have tried and used a similar system. I tried it on real account (because everything was OK on demo). My results are not so good. But the devil is in the details, so maybe I was doing something wrong. I will look into it.

I'll tellyou at once, in order to "unwind" this problem to the END:...
- take from it a chart with 1000 lines on 1000 moves and consider that this is the statistics of the outcomes on the signals of some of your TS at TP=SL;
- And now, if you know how to trade to be in the black at the end of a series of trades, you know ALL THE ANSWERS TO ANY QUESTIONS ON THE TERMS OF OUR TALK...
But if you still can't see, after all that's been said here, what's to be done... then... I'm sorry. I'll pass.

"Theory is dry my friend, but the tree of life is evergreen". :)

On a known plot, knowing the history, "looking into" the history, "after the fight" - it's easy to see that one should have traded on the signal or "reversed".

But as I've written before - it's hard to find a consistently earning or consistently "losing" TS.

That's why your idea is clear, but the mentioned problem interferes. The idea is that it can be solved by over-optimization.

Made self-over-optimization :) but so far does not give the right results.

You wrote that finding stable TCs is easy. Suggest options, pls.

I will think how to implement random sequence, I have not got around to it yet.

 
mt4trade:

But as I've written before, it's hard to find a stable earner or a stable sinker.

So I see your point, but this problem is a hindrance.

Here...
You see why it's so hard for you?

You are looking for "... "a stable earning or stable "losing" TS..."

And what's your problem with steadily hanging around zero...?

 
prikolnyjkent:

Here...
You see why this is so difficult for you?

You're looking for "... a stable earner or a stable loser..."

What's not to like about the ones that are consistently hovering around zero...?

There are three equally likely outcomes here - you lose. you make money. nothing happens (you lose on the spread).
 
YOUNGA:
There are three equally likely outcomes here - you lose . you make money . nothing happens (you lose on the spread).
I would ask you not to point fingers at various scientists, and tell me your own opinion on why you say that. (just curious).
 
prikolnyjkent:
Please don't point the finger at the works of various scientists, but tell me YOUR OWN opinion why you say that? (just curious)

Only your own money!

Well look at the starting point, go long (if tp=sl) outcome 1 profit, outcome 2 is a loss, outcome 3 - well, if you wanted to close at zero. And so 1000 times. ( I read about the ruin of the player, if anything).

 
YOUNGA:

Only their own lost money!

Well look at the starting point, go long (if tp = sl) 1 outcome profit, 2 outcome loss, 3 outcome - well, if you wanted to close at zero. And so 1000 times. ( I read about the ruin of the player, if anything).

Well, then (if the arithmetic textbook does not lie), according to the results of SERIES of 1000 deals (whose outcome statistics graph turned out to be a line, "... consistently hovering around zero..."), it turns out that you too often DECLARED the VOLUME of a POSITION following a failure... and built it up when you got lucky.

As a result, the product of NUMBER of successful trades by PROFIT AVROAD VALUE per trade is LESS than the product of NUMBER of losing trades by LOSS AVROAD VALUE (of course, also per trade).

This begs the logical question: IF YOU WOULD ACTTHE WRONG WAY (!), YOU WOULD GET, BETWEEN LOSS, PROFIT THE SAME SIZE?... (no, I wonder...).

 
prikolnyjkent:

Well, then (if the arithmetic textbook does not lie), according to the results of a SERIES of 1000 trades (whose outcome statistics graph turned out to be a line, ".... consistently hovering around zero..."), it turns out that you too often DECLARED the VOLUME of a POSITION following a failure... and built it up when you got lucky.

As a result, the product of NUMBER of successful trades by PROFIT AVROAD VALUE per trade is LESS than the product of NUMBER of losing trades by LOSS AVROAD VALUE (of course, also per trade).

This begs the logical question: IF YOU WOULD ACTTHE WRONG WAY (!), YOU WOULD GET, BETWEEN LOSS, PROFIT . THE SAME SIZE?... (no, I wonder...).

manipulating lot size should not give a shift - probability does not change...
 
YOUNGA:
Manipulating the size of the lot should not give you a shift - after all, the probability does not change...

Don't you think that we are being made fun of? It's not for nothing that the nickname "prikolnyjkent" was chosen).

"If only you had done theopposite(!)" - i.e. you should have reduced the volume of your position too seldom after a failure and very seldom increased it when you were lucky. Or better yet, don't modify it at all.))

 
YOUNGA:
manipulating the lot size should not seem to shift - because the probability does not change...

Yes... does not change.

Therefore, lot size manipulation does not change the graph of STATISTICS of your trades, but the graph of the trading account BALANCE will change...

Reason: