From theory to practice - page 1572

 
Uladzimir Izerski:

The important thing is that he doesn't raise huge Moose. That is the advantage of his TS.

With large lots you are right. But on the demo, no problem)).

It's easy with huge losses. I don't remember what it is based on, but I've estimated the typical applicability limit of my event model to be 50 pips, and just always put SL and TP at that distance.

 
Renat Akhtyamov:

Yep

there's a strategy

but only on the demo.

Quite right. Profit only from contests on demo accounts.

 
Vladimir:

It's easy to deal with huge drawdowns. I don't remember why, but I've estimated the typical boundary of my event model to be 50 pips, and I always use SL and TP at this distance.

SL and TP depend on the quality of market entries. If there is a large preponderance of successful ones, you can shorten TP and lengthen SL rather than using 1 to 3 as recommended.

 
multiplicator:
This is a demo. What about the real one?

If it's not a desire to go through someone else's wallet, at least with your eyes, but you are interested in trading on a real account, then I will tell you. I will give you one example of how a DC does not know how to deal with arbitrage.

In mid-2014 I found out about a new brokerage company in Georgia. I thought I should check my form, and what the heck, they might also give it away. To resist arbitrage, you have to buy a plug-in or create one with your own development team, which is even more expensive. On their site they have the first news since May 2013, they are still young and have no extra money for the plugin, the country is poor. Also just wondering. Started trading with 35 USD on August 20, on November 20 it became 3150, or geometrically in three months (3150/35)^(1/3)=4.48 = 348% on average per month. As expected, used the limit on the duration of the transactions and just gave away all 35 USD (after 90 days, according to the client agreement). I only found an excel version of the account history:

 
Vladimir:

If it's not a desire to go through someone else's wallet, at least with your eyes, but you are interested in trading on a real account, then I will tell you. I will give you one example of how a DC does not know how to deal with arbitrage.

In mid-2014 I found out about a new brokerage company in Georgia. I thought I should check my form, and what the heck, they might also give it away. To resist arbitrage, you have to buy a plug-in or create one with your own development team, which is even more expensive. On their site they have the first news since May 2013, they are still young and have no extra money for the plugin, the country is poor. Also just wondering. Started trading with 35 USD on August 20, on November 20 it became 3150, or geometrically in three months (3150/35)^(1/3)=4.48 = 348% on average per month. As expected, used the limit on the duration of the transactions and just gave away all 35 USD (after 90 days, according to the client agreement). I only found an excel version of the account history:

Maybe there will be an incentive for the always loyal customers of this thread. But it's a bit of a bummer here.

 
Vladimir:

The question is very interesting. Where do we get something that does not exist, there are only snapshots of real trades, and not even from DCs, but from those who aggregate them (Bloomberg, Reuters,...)?

Yes, I had to make my own model of this image with which to compare quotes of each brokerage company. Roughly speaking, this is an arithmetic average of rates of 7-20 brokerage companies, with selection of those (quotes, not brokerage companies) that "don't tailgate". I have been collecting ticks of several dozens of brokerage companies (their list was changing) since 2009. When we analyze behavior of these "forex" ticks we see some features of DC smoothing algorithms. I know from a number of sources that DTs are working on it.

What kind of smoothing do you mean? The one that trims the shadows on the candles? If that is what you mean, it is not always bad. It depends on the trading system. TS can be adjusted for the smoothing algorithm of a certain brokerage company and everything will work quite well on its quotes. But if this TS is then transferred to a brokerage company with "unfiltered" quotes, the stops will be constantly drifting due to longer candle's tail.
In general, we cannot say that filtered quotes are necessarily bad.

 
BlackTomcat:

What kind of smoothing do you mean? The one that trims the shadows on the candles? If that is what you mean, it is not always bad. It depends on the trading system. TS can be adjusted for the smoothing algorithm of a certain brokerage company and everything will work quite well on its quotes. But if this TS is then transferred to a brokerage company with "unfiltered" quotes, the stops will be constantly drifting due to longer candle's tail.
In general, we cannot say that filtered quotes are necessarily bad.

So I wrote which one: "towards avoiding extremes". And I don't apply the words "bad" or "good" to this question. Whether it is good that any DC is fighting spatial arbitrage of clients by all means, making it just its own tool, bad I cannot say.
 
kapelmann:

I think to hope all the same, but sarcasm and bitching is a matter of losers, you just need to swear on the blood dearest (children, mother, soul) that you will not retreat until you make the grail, death can only stop, and taking such a decision and swearing on the blood, you must act bravely and without question, now this life belongs to the quest grail, and what the result will not principally important. The only way, I think, is to arrive at the real Grail, and not to whine and sarcasm here on the forum.

)))))))) Isn't anyone here sarcastic?))) Huh? And the whining is clearly out of place.)) In fact, I'm from another sect)))))))))))))))))))

You can get anywhere if you have legs.)

 
Renat Akhtyamov:
I would not pay on the real, many times it was pointed out.

I am not even sure how to make money on the real, although I do not know the nuances of course. But the test is from a demo, not even from a cent. Although, what prevented, with such percentages)). Obviously not lazy.

 
Vladimir:
Good day.
You have done and are doing a very interesting job comparing quotes of brokerage companies.
Have you noticed, for example, that before the reversals some brokerage companies shift the quotes or widen the spread?
And the question is: can the brokerage companies anticipate the reversals?
Reason: