From theory to practice - page 325

 
Uladzimir Izerski:

I'm sorry. I wouldn't benefit from such a charitable act.

If you don't use it and don't intend to, you can for example make an indicator and sell it - as long as it's not a fantasy because it's impossible to know the future of a trend with such accuracy...
 
Andrei:
If you don't use it and don't intend to, you can for example make an indicator and sell it - as long as it is not a fantasy because it is impossible to know the future of a trend with such accuracy...

It is possible with such precision. But when everyone who finds out about this method will want to become millionaires and the system will stop working.

 
Andrei:

It's not all that obvious.

9%/month at 6% drawdown is quite acceptable, even though by the end of the month the profit can reach e.g. 12%, assuming that the drawdown doesn't increase.

Then explain how people speculate in shares on the stock exchange, with a deposit of about 100-500k. And, by the way, quite successfully. The leverage is only 2, and only on blue chips.

I can tell you, 0.5-1% profit per day is not a trick. A lot of people have more.

 
Yuriy Asaulenko:

I can tell you, a profit of 0.5-1%/day is no trick. Many have more.

It's not about profit, as you know, it's about the ratio of profit to risk. If the ratio is more than 2, for example, you can talk about good profitability.

 
Andrei:

It is not about profit, as you know, but about the ratio of profit to risk.

Exactly. It makes no sense at all to talk about any percentage of profit, even per day, even per year, without specifying the corresponding risk to that profit.

 
Uladzimir Izerski:

It is possible with such precision. But when everyone who finds out about this way wants to become millionaires and the system stops working.

So you'd rather not sell it to anyone for any money at all? What's the profit for yourself then?
 
Uladzimir Izerski:

Looking at the picture, my eyes suggest that there are no fish in this system and there shouldn't be. Up to this point, I had my doubts.

But I'm telling you - there are. Here is the EURUSD chart for the past week:

Highlighted areas of potential trades. The Wiener process in all its glory with the asymmetry coefficient close to 0. But for EURGBP there is something missing...

 

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От теории к практике

Uladzimir Izerski, 2018.04.22 08:05

Когда тренд закончится можно рассчитать с точностью до пару пипсов. Но придется долго ждать до такого события. Поэтому у меня краткосрочная тактика торговли.

А фрактальность позволяет делать это на любом таймфрейме.


Alexander_K2:

Могу официально подтвердить, что сам по себе коэффициент асимметрии не работает.

Остаются - Херст и негэнтропия. Ладно, негэнтропию я и сам исследую. Но, Херст? Неужели трудно сбросить ссылку на исследования, где недвусмысленно подтверждается, что Херст тоже не работает???



Serge:

Seriously, I want to ask. No jokes, no banter.

I'm asking in all seriousness - how do you KNOW there is one?

If you believe it, I understand, but how do you know?

Can you mathematically prove it exists?

A trend is nothing but movement (in the move-back model).

And because of the fractal nature of the market, on a smaller TF this movement is called a trend.

In sum: the trend is a movement of a higher TF (even higher mathematics was not needed, logic is enough).

And yes, it is possible to calculate the end of a trend.

 

Why potential? Yes, because it was EURGBP that "outbid" those gorgeous trades, as my TS is set up to do only one trade. The condition is:

total_orders_EURGBP=OrdersTotal();

if(total_orders_EURGBP==0) etc.

I can't have multiple trades open at once. Maybe that's what I'm suffering from.


 
Alexander_K2:

I can't have several trades open at once. Maybe that's why I suffer...

And why suffer for nothing - just reduce the lot for new trades and then the risk won't increase much while the profits rise.

Reason: