From theory to practice - page 1190

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aleger:

Wrong!!! "The Grail MUST work strictly on the TREND!!! Strictly from its Beginning to its End!

and I'm not arguing.

;)

 
Renat Akhtyamov:

I'm not arguing.

;)

It's not enough not to argue, you have to make it so!
 
aleger:
It's not enough not to argue, you also have to DO it just so!

Forum on trading, automated trading systems and testing trading strategies

From theory to practice

Renat Akhtyamov, 2019.04.20 13:37

yes there is no point in going back to the average, what makes you think there is?

- you have to wait for the return

- it may not.

ps

you have a 50/50 picture - it's true, but not quite and not always


 
Alexander_K:

That is, it is logical to assume that at a particular point in time, the broker has a Poisson distribution of prices. From this array he randomly selects one value and outputs it to the outside. This is how a tick is born.

From this array. not randomly It selects one or more values for a chart and for the clients' orders to trigger, i.e. all clients will have the same chart, but the prices of the triggered orders will be different.

 
Unicornis:

From this array it not random. It selects one or more values for the chart and for the triggered orders of clients, i.e. all clients will have the same chart, but different prices for the triggered orders.

I agree.

You make a good point, nephew.

 
aleger:
It is not enough not to argue, you have to make it just so!
It is also desirable for everyone involved in the development and productionof the "Grail" to have a means of objectively assessing the profitability of the resulting technical marvel!
 
Alexander_K:

nephew.

?

 
Unicornis:

?

:))) 100% - you're either podotr or his nephew. The manners are the same. So you're the nephew, full stop. Don't argue.

 
aleger:
It is also desirable for everyone involved in the design and manufacture of the "Grail" to have a means of objectively assessing the MERCHANTABILITY of the resulting engineering marvel!

The second "swallow":

Forum on trading, automated trading systems and trading strategy testing

Is the financial time series a random walk ?

Renat Akhtyamov, 2019.04.16 18:07

hey good for you!!!!

I had that one too.

Nova, you are on the right track, but only a few are following it, and I have not met them here yet:


picture taken in February 2017.

first

;)

 
Graal ... Graal ... ---- ok, the ratio of TP/SL>=3 and the number of trades in profit of more than 50% is a grail. Further. for example in a month there is only 1 real signal where the ratio TP/SL=3. And you know for sure that every month you will have such a signal. But, there are some sportsmen here who want the grail to be similar to RPKm (machine-gun Kalashnikov), they want the trades to be frequent and profitable..... All right, the hell with it, let's do it often, but so that the value of one IMPORTANT transaction will not be killed by hundreds of empty transactions. So, make a calculation of how much risk should be in the transaction, so as not to break the grail. 28 currency pairs is a very valid filtering method, but finding the parabolic boundary is just as important. even when you're at the edge of a parabola, it's not certain that this is the important signal.... Don't look hard and fast, look once and a lot.
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