From theory to practice - page 676
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Tics make sense too...
It's not the first time I've seen the picture you're posting.
The question is - WHAT IS THIS?!
it will not work, what will be found in 2-3 months, that will work only on this part of history as all the same we will look for statistical regularities, we have already dealt with this question:https://www.mql5.com/ru/articles/1530
I do not want to repeat what I wrote in various topics, but in brief: technical analysis and economics are closer to pseudo-science than to scientific investigations, but this is my personal opinion, which I have formed personally and ))))
I don't know)) my agenda always has one question that I cannot solve yet... everything else has been done for a long time) and it works no matter what time of year it is... of course there are crises, but I'll see them anyway... and in time...
here's the question... it's fundamental..:
For example, the drawdown is small, you've lost let's say 20 dollars, how to increase average profits without increasing lots so that risks do not increase or at least hold at an acceptable level ...?
This is why the drawdown (fixed by a stop loss, for instance) always affects profitability in the long run, and sometimes it snowballs into a growth of lots and risks, since you have to recover this drawdown. Of course, this is not about signals, but about ways to open and close trades. It would be cool to discuss it here or send me a link to a branch where one suggested some ideas on how to do it...
The increase in lots is essentially a reduction in the distance to the 0 line...
I will only say that solving this issue is 30% of the work on earnings in forex and in general in any market without a difference.
it will not work, what will be found in 2-3 months, that will work only on this part of history as we all the same will look for statistical regularities, we have already dealt with this question:https://www.mql5.com/ru/articles/1530
I do not want to repeat what I have written in various topics, but in short: technical analysis and economics are closer to pseudo-science than to scientific research, but this is my personal opinion, which I have formed personally and )))
economics is not just about forecasting, it has a lot to offer
I can't reveal what I know ... and I don't need to. i can't reveal what i know ... and i don't have to ... as your rails that you follow may open more than i did ... but out of respect for people like Novaja, Aleksandr_K i'll give a hint ... here you see the growth of tick volumes ... i don't see a pattern ... I'm not talking about signals, I'm saying that randomness is randomness in 98% ... but the character of random movement can give something important considering the fact that thick tails are formed after the red line. Novaja knows approximately what I mean) I didn't come to it based on the volumes themselves, it's just that those signals, which are not related to any volumes at all, were especially profitable and approximately coincide with those places where the red line is... not in all places where this line is... it's understandable... but exactly where one of the red lines is.
build a correlation of the analysis of events preceding to what has already happened, and you'll see what you need to see and where you need to see it.
answer: no way!
Alas, the ratio: stoploss/takeprofit * lot - this is the risk, I would also "add" the frequency of market entries to this formula... but we'll leave it that way for now,
and we need to make trades in the future anyway to compensate for the loss. If we change lot we get Martingale and averaging, if we change stoploss we get overlapping of losses, if we change takeprofit we reduce mathematical expectation ...)
I totally agree with you.
what if TP/SL = 0.98 ?)
Lot = const ?
Partial lot closing ? don't know what might work out there ?I think that in order to check the TS it should first be tested with a fixed 1 lot, if the mathematical expectation is satisfactory, then the capital management can improve profitability
i gave an example of one article above, from the same series the first one washttps://www.mql5.com/ru/articles/1526
SZS: i used to chat with 6ETrader on Skype and he openly said that he trades futures by the following principle: he opens an order, the price passes 10-15 pips, then he closes 2/3 of the order and the situation is better, alas MM is more important ;)
Yes) You're right, it's just that when I catch thick tails in advance... the order system works fine in either direction ... but sometimes the loss is just because prices are "shaking" or there just isn't enough movement ... the statistical risks where with a given risk on the deposit I can use market situations and earn ... then I have to increase risks ... or just wait and hope that the next trading sessions will be profitable enough in total to cover losses fast enough ...
My trading robot is getting around 100-150% per year, but because of the fact that I wrote the above losses can eat up 30%-50% of the total profit for a long time, and since my robot is trying to cover these same losses the risk increases and the risk control module does not let him do this of course ...
I was paying attention to "block losses fast enough" because the longer you are losing even small losses, the chance to run into something unpleasant for trading grows constantly... and when there is a local crisis, when market noise starts blowing up to the limit of thick tails, you can't make any profit from it.....
and the green profit corridor is very narrow...and fast in time tends to 0...+ losses will accumulate which increases the chance of ever increasing risks and self-locking in trading...
Yes) You're right, it's just that when I catch fat tails in advance... The order system works fine for me in any direction... but sometimes the loss of the prices is just "shaking" exceeds the statistical risks when I can use market situations with a given risk of the deposit and earn... then I have to increase risks... or just wait and hope that the next trading sessions will be profitable enough in total, to cover losses quickly enough...
Well, you can call it either martingale or risk management... But the essence is the same, every entry into the market is a risk, so you enter the market with a higher risk, and then reduce it by partially closing the lot, there was a topic about "antimartingale prevails", there were calculations that the TS becomes more viable on history if you use antimartingale (lot is reduced for losing trades)
But the market has been flat for years, now the system is working on risk calculation and loss waiting out or averaging, if the market is trending, it will be hard to work
ZS: the post above about intraday volatility, well it's the only pattern in the whole history that is and probably will always be ;)
the question is not what happens during the day, the question is what precedes it - to catch such volatility in time is unreal - inevitably you get a bump or price stabilization))
but that's not the question anyway =)there was a thread about "anti-martingale triumphs" a long time ago, and there were calculations that the TS becomes more survivable on history if anti-martingale is used (the lot is reduced on losing trades)
this would be very interesting)
I'm using half-losses...i.e. I...the robot... takes half of the losses and then closes another half and so on) works great) maybe that would help...hmmm...
Ahem...
Hard to read Gunn, of course...
But, first impressions are these:
1. about distributions and quantiles Gunn hasn't thought about from the word "not even once".
2. Subconsciously, along with Einstein, he used the proportion "displacement square ~ time" only not for molecules, but for prices. This once again proves my point about the applicability of Brownian motion theory to prices.
3. Confidence interval was calculated on the basis of spread (HIGH-LOW) of price in the moving window.
4. The angle between price radius-vector and time axis was the magic key I was searching for. If it is more than 45 degrees - trend, if it is less - flat (or - on the contrary, I haven't managed it yet...).
About the proportion "displacement square ~ time" and applicability of Brownian motion theory to prices. https://www.mql5.com/ru/articles/1530:
A trader who has created a pipswitching TS is usually deluded about the frequency of losing trades. The roots of this illusion go back to the idea of a vigner-like closing price process and validity of Einstein's formula for Brownian motion: "if we take SL=20, TP=2, then the probability of (20/2) ^2=100 times less that a stop loss is triggered when prices move away from the open price than the probability of a take profit; therefore this TS must be profitable". The illusion of this notion is that this process is not a Wiener process, and the corresponding probabilities differ by much less than a factor of 100!