and wandering around randomly again... - page 7
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Why are you agonising, do an experiment already.
1-One online puts up a 1-1 SB, and the opponent makes a deal on it.
2-One online puts +1-1, but not SB, and taking into account how the second deals.
Judging by the statements that you can make money on anything, if only the movement, then Kent should win in both cases, even when played against him on purpose.
If the will is there.
Otherwise, I'm the Pope too.Tell me then, how to make money on the move without using any patterns. What does it take to do this?
I will tell you ... for the last time (it's true, before it was told separately, but now it is "in one file")
The ONLY source of income that exists from a SERIES of trades is the positive difference of the two products: AvP * NP - AvL * NL.
where AvP - average profit per trade of the series (in the currency pair);
NP - number of profitable deals in the series;
AvL and NL - the same, respectively, for the lots.
When NP != NL - everything is clear here.
But, we are discussing SB that is prescribed 50/50 outcome (i.e., generally speaking - NP = NL).
Then, the source of income is when AvP > AvL, and their values are COMPLETELY SUBJECT TO OUR ACTION (I do not need to explain how).
... I know how to make money with an endless deposit, but with a finite deposit I have to look for patterns.
And those who have "a finite deposit", should NOTE that threat to their deposit appears AFTER the price has moved in a certain direction at a certain distance. And now let them say: knowing the parameters of price movement, which can kill your deposit, and waiting for it to move (!), would not you be able, if it suddenly began, to EARN more money on it, than it eats on the part of the TS, which is set to roam ...?(Or even just compensate for 90...95% of the damage done)
If NO, then you still have a lot to learn from the market.
Well, if you are able, then what is the problem?
Is there less chance of losing when there is movement?
Are there less chances to lose when there is movement?
It depends on what you do.
I'm just stating that there is a system of actions, in which a loss is not obtained purely mechanically (unless the broker throws a "spike" of fifteen hundred points on a 4-digit spread of two or four hundred... ...and even with communication blockage or terminal blockage in general)
I'll tell you ... for the last time (it's true, before it was told in a disjointed way, but now I'll put it together "in one file")
The ONLY source of income that exists from a SERIES of trades is the positive difference of the two products: AvP * NP - AvL * NL.
where AvP - average value of profit per trade of the series (in the currency pair);
NP - number of profitable deals in the series;
AvL and NL - the same, respectively, for the lots.
When NP != NL - everything is clear here.
But, we are discussing a SB, which is prescribed a 50/50 outcome (i.e., generally speaking - NP = NL)
Then the source of income is when AvP > AvL, moreover, their values are COMPLETELY SUBJECT TO OUR ACTION (I do not need to explain how).
And those "with a finite deposit" should NOTE that their deposit is at risk when the price moves in a certain direction by a certain distance. And now let them say: knowing the parameters of price movement, which can kill your deposit, and waiting for it to move (!), would not you be able, if it suddenly began, to EARN MORE ON IT THAN it will eat up on that part of the TS, which is set to fluctuate ...?(Or even just compensate for 90...95% of the damage done)
If NO, then you still have a lot to learn from the market.
Well, if you can, then what's the problem?
The idea is good - we simply open trades in different directions according to a certain algorithm until there are more positive trades than negative. And of course, knowing the conditions that will lead to the loss, we can build a system that will exploit this very condition to cover the loss of the main system. But this is in general terms, but when it comes to the realization of the algorithm, it suddenly turns out that this moment of switching between systems will have to be adjusted using the patterns found, because if you start the first, then it is a question of time to plummet, if you start the second, then the profit is a question of time and if they work simultaneously, then eventually we will lose on the spread.
The most important question is: How do you do it? Because the idea is as old as the world ... markets. How to do it?
The idea is good, we just open trades in different directions according to a certain algorithm, until there are more positive trades than negative ones. And of course, knowing the conditions that will lead to the loss, we can build a system that will use this very condition to cover the loss of the main system. But this is in general terms, but when it comes to the realization of the algorithm, it suddenly turns out that this moment of switching between systems will have to be adjusted using the patterns found, because if you start the first, then it is a question of time to plummet, if you start the second, then the profit is a question of time and if they work simultaneously, then eventually we will lose on the spread.
The most important question is: How to do it? Because the idea itself is as old as the world...markets. How do you implement it?
Nah... this idea of yours doesn't work.
Everything "came together" for me only after I integrated into the "mechanism" of the "Compensator" three completely independent of each other, separately, I think, all well known mathematical effects
... A simple "crowbar" will not do the job
No... this idea of yours does not work.
It all "came together" only after I had combined into the "mechanism" of the "Compensator" three completely independent from each other, separately, I think, well known to all mathematical effects ... And a simple "crowbar" does not solve such a problem...
So you're living off the revenue stream?
So do you live with the income of a gambling game?
Actually, it is theoretically possible to win at orljanka without martingale and infinite deposit, but, really, only in the limit. I have succeeded (on paper, of course), but the amount of winnings is not worth it.))
ZZY 5 years ago it was solved as an auxiliary problem. Now the technology has been lost, as it was no longer needed). In fact, the problem was not how to win, but how to maximize the pleasure of limited funds.)
Tricky...
I'm just flying away.
Can't you just apply some logic to that statement, too?
Logic has been made a long time ago, I wish someone had the brains to understand it.
Actually, it is theoretically possible to win at orljanka without martingale and infinite deposit, but, really, only in the limit. I have succeeded (on paper, of course), but the amount of winnings is not worth it.))
ZZY 5 years ago it was solved as an auxiliary problem. Now the technology has been lost, as it was no longer needed). In fact, the task was not how to win, but how to maximize the pleasure of limited funds).
Well, how long can you arrange this clown's reprise?