From theory to practice - page 845

 
Alexander_K:
The unthinkable thirst for the Grail, and just in time for the New Year, is making my left eye twitch...
hurry up. they are already opening trading signals on such systems, for hundreds of subscribers. soon they will stop working).
"That's how big plans die. In the beginning, promising success. From long delays..." (From Hamlet's monologue.)
 
Maxim Kuznetsov:
Maybe it's for money? He's winking at them...

I don't feel like laughing... Yesterday in the underground some granny started baptizing when she looked at me...

 
Alexander_K:

I don't feel like laughing... Yesterday in the underground some granny started baptizing, looking at me...

Holy moly, there's a bad one, put a stake in that physicist's back and burn it, and before that you can rip his fat tail off. ;)

 
Unicornis:

Holy saint holy saint, there is an unclean thing, put a stake in this physicist's back and burn it, and before that you can tear off his fat tail. ;)

:))) Sort of.

And the graph, look at the graph:

Good...

 
Alexander_K:

:))) Sort of.

And the graph, look at the graph:

Okay...

so we're going according to the forecasthttps://www.mql5.com/ru/forum/221552/page838#comment_9819698 ;)

https://c.mql5.com/3/256/fny6tw_.png

Thought: (Unknown quote formation law)*(known FC AK) = Stochastic in balance. We need to change something in the TS to have an exponent in the balance.
От теории к практике
От теории к практике
  • 2018.12.09
  • www.mql5.com
Добрый вечер, уважаемые трейдеры! Решил было на какое-то время покинуть форум, и сразу как-то скучно стало:)))) А просто читать, увы - неинтересно...
 

Sasha, have you investigated the relationship between the coefficient of kurtosis and the non-parametric kurtosis?

Is there a trend/flat correlation there or is there nothing.

 
Evgeniy Chumakov:

Sasha, have you investigated the relationship between the coefficient of kurtosis and the non-parametric kurtosis?

Whether there is a trend/float dependence or not.

I've looked at both kurtosis (4th moment of NE) and hyper kurtosis (6th moment). All are wrong...

The main problem - I couldn't determine the boundary value between the trend and the flat.

And using the formula I gave earlier in my posts, I managed to calculate the value =20.

In short, nonparametric kurtosis is my final choice, even if drawdowns sometimes occur. The kurtosis is absolutely not to blame for them... The entry points are chosen correctly, and the drawdown starts when I'm already in the trade, and at this point the "malfunction" starts - the kurtosis and skewness sharply increase. At this point I need to urgently exit the trade, but I am stubborn as a sheep and I simply spit on the stops.

 
Unicornis:

so the forecast says gohttps://www.mql5.com/ru/forum/221552/page838#comment_9819698 ;)

https://c.mql5.com/3/256/fny6tw_.png

Thought: (Unknown law of formation of quotations)*(known TS AK) = Stochastic in balance. We need to change something in the TS to have an exponent in the balance sheet.

Or maybe we need to start taking risks.

PS. Equity in random walk, well, almost, a few degrees is missing, and thereafter... deterministic curve, eh?
 
Novaja:


In fact, if you come down to earth and recall podotr's words: "I know everything about the market, but I cannot guarantee more than +20-30% profit per month", then I will consider that this figure is such a working, sweat-washed grail.

I repeat, I have seen the trades and the signal (some not MTesh, from another service) of this citizen - it was great. And I remember his words.

All I need to do is to level out the balance curve and +20-30% a month will do me good. The rest - exponential dreams, and we're on a sinful earth. No?

 
Alexander_K:

In fact, if you come down to earth and recall podotr's words: "I know everything about the market, but I cannot guarantee more than +20-30% profit per month", then I will consider that this figure is such a working, sweat-washed grail.

I repeat, I have seen the trades and the signal (some not MTesh, from another service) of this citizen - it was great. And I remember his words.

All I need to do is to level out the balance curve and +20-30% a month will do me good. The rest - exponential dreams, and we're on a sinful earth. No?

Way to go, Alexander!

Your balance curve needs to be trimmed at the bottom (where the losing period is) - the curve is suitable for this and you can open a PAMM. Even without stops))

Reason: