From theory to practice - page 833 1...826827828829830831832833834835836837838839840...1981 New comment Violetta Novak 2018.12.08 18:46 #8321 Renat Akhtyamov: is a homemade chip in 3 lines of code. It's simple, but the point is that this function is only applicable to a tick construction Renat Akhtyamov 2018.12.08 18:48 #8322 Novaja: The matter is that this function is applied only to tick charting.The TF is not important at all. The start date of the calculation is not important. As I wrote above(I'll show you the link), if there are ticks, then there will be many times more trades. The only problem was that the system earned during the flat, but not during a trend (or vice versa).the problem is solved the entry signal is received before the movement begins Which was required. A flat indicator. Looking for patterns Machine learning in trading: Aleksey Nikolayev 2018.12.08 18:50 #8323 Novaja: Generally, the zigzag is not designed for this, it is an implementation of a piecewise monotonic function.Are you referring to the works of Kashin and Pastukhov? Violetta Novak 2018.12.08 18:57 #8324 Renat Akhtyamov: The TF is not important at all. As I wrote above (I'll show you the link), if the ticks, then there will simply be many times more trades. The only problem was that the system was making money in the flat, but not in the trend (or vice versa). The system either earns a little or loses a little depending on which is bigger, the trend or the flat, without taking into account the overhead Violetta Novak 2018.12.08 18:58 #8325 Aleksey Nikolayev: Are you referring to the work of Kashin and Pastukhov? Pastukhov. I haven't read Kashin, if it's not difficult, give me a link. Renat Akhtyamov 2018.12.08 18:59 #8326 Novaja: The system either earns a little or loses a little depending on which is greater, trend or flat, without taking into account the overheadCome on. see balance A_K is a piper making money in the flat and losing money in the trend.My point is this: the system either earns ALWAYS or loses! //there is no other way Violetta Novak 2018.12.08 19:06 #8327 Renat Akhtyamov: come on watch the balance A_K. ))) My point is this: The system either earns EVERYTHING or it loses! //there is no other way around. With infinite initial capital, good simple martingale is a system that always earns. Maxim Kuznetsov 2018.12.08 19:08 #8328 Novaja: With infinite initial capital, good simple martingale is a system that always earns. With infinite initial capital, martingale (even attempts to increase capital) is nonsense. Violetta Novak 2018.12.08 19:10 #8329 Maxim Kuznetsov: With an infinite initial capital, martingale (generally trying to increase that capital) is a no-brainer. Why?PS There is no possibility of losing. Renat Akhtyamov 2018.12.08 19:10 #8330 Novaja: With infinite initial capital, a good simple martingale is a system that will always make money.agree however, its profit % is always below 300% a year, as it turns out. Because there is not just one order working, but several. At the same time, entering the market is almost always not justified by anything. And if we know Exactly where the price is going to go, we will build a pyramid following the trend from equity, which is very important. At the same time, the profit % will be unrealistically high. Market theory Any questions from newcomers Experts: Proper Bot 1...826827828829830831832833834835836837838839840...1981 New comment
is a homemade chip in 3 lines of code.
The matter is that this function is applied only to tick charting.
The TF is not important at all.
The start date of the calculation is not important.
As I wrote above(I'll show you the link), if there are ticks, then there will be many times more trades.
The only problem was that the system earned during the flat, but not during a trend (or vice versa).
the problem is solved
the entry signal is received before the movement begins
Which was required.
Generally, the zigzag is not designed for this, it is an implementation of a piecewise monotonic function.
Are you referring to the works of Kashin and Pastukhov?
The TF is not important at all.
As I wrote above (I'll show you the link), if the ticks, then there will simply be many times more trades.
The only problem was that the system was making money in the flat, but not in the trend (or vice versa).
Are you referring to the work of Kashin and Pastukhov?
The system either earns a little or loses a little depending on which is greater, trend or flat, without taking into account the overhead
Come on.
see balance A_K is a piper making money in the flat and losing money in the trend.
My point is this:
the system either earns ALWAYS or loses! //there is no other way
come on
watch the balance A_K.
)))
My point is this:
The system either earns EVERYTHING or it loses! //there is no other way around.
With infinite initial capital, good simple martingale is a system that always earns.
With an infinite initial capital, martingale (generally trying to increase that capital) is a no-brainer.
With infinite initial capital, a good simple martingale is a system that will always make money.
agree
however, its profit % is always below 300% a year, as it turns out.
Because there is not just one order working, but several.
At the same time, entering the market is almost always not justified by anything.
And if we know Exactly where the price is going to go, we will build a pyramid following the trend from equity, which is very important.
At the same time, the profit % will be unrealistically high.