From theory to practice - page 1417

 
Renat Akhtyamov:

proportionate to the risk

In other words, if the risk is growing exponentially, the equity can move exponentially in either direction as well

The risk does not increase. The ratio of the deposit size to the starting lot size is kept constant. Suppose we increase the starting lot by 0.01 for every 1000 increase of the deposit.

Example:

1) Deposit 1000, starting lot 0.01, total lot 0.01+0.02+0.04=0.07

2) Deposit 2000, starting lot 0.02, total lot 0.02+0.04+0.08=0.14

1000/0.07 = 2000/0.14;

 
khorosh:

The risk is not increased. The ratio of the deposit size to the starting lot size is kept constant. Suppose for every 1000 increase of the deposit the starting lot is increased by 0.01.

Example:

1) Deposit 1000, starting lot 0.01, total lot 0.01+0.02+0.04=0.07

2) Deposit 2000, starting lot 0.02, total lot 0.02+0.04+0.08=0.14

1000/0.07 = 2000/0.14;

+
Martin, when used wisely, is a very good method.
Didn't go into the numbers, anyway they all have their own.
 
khorosh:

The risk is not increased. The ratio of the deposit size to the starting lot size is kept constant. Suppose for every 1000 increase of the deposit the starting lot is increased by 0.01.

Example:

1) Deposit 1000, starting lot 0.01, total lot 0.01+0.02+0.04=0.07

2) Deposit 2000, starting lot 0.02, total lot 0.02+0.04+0.08=0.14

1000/0.07 = 2000/0.14;

well

starting lot 0.01, count the risk

added 0.02, risk = drawdown + lot 0.03, count

etc.

you calculate the risk per lot invested in the trade from the deposit

existing risk at the current moment is taken from equity

 
Renat Akhtyamov:

How's that?

starting lot - 0.01, count the risk

you added 0.02, risk = drawdown + 0.03 lot, count

etc.

Risk is calculated as a percentage. Absolute drawdown increases of course, but not as a percentage of the deposit. Calculate and give an example in figures refuting it.

 
khorosh:

The risk is calculated as a percentage. The absolute value of the drawdown is of course increasing, but not as a percentage of the deposit. Do the math and give me an example that disproves it.

If your equity is 500 out of 1000, what is the risk?

Personally, I think the risk would already be twice as high on existing positions, without new ones.

 
Renat Akhtyamov:

If you have an equity of 500 out of 1000, what is the risk?

Personally, I think the risk would already be 2 times higher on existing positions, without new ones.

2x the risk in relation to which case?

 
khorosh:

2 times in relation to which case?

you opened 0.01 at the very beginning when the balance was equal to the equity and real money was 1,000

the moment came, equity became 500, nothing new was opened

the risk doubled.

if you don't believe me, withdraw the money, how much do you have in this situation?

 

Understand, we are not comparing drawdown calculations against balance and against funds. We are comparing variants with and without reinvestment. You may calculate it either in relation to your balance or to your funds, but it has to be the same.

Suppose you calculate it relative to the equity without reinvestment and the variant relative to the equity with reinvestment.

 
khorosh:
Understand, we are not comparing drawdown calculations to balance and to funds. We are comparing variants with and without reinvestment. You can do it in relation to your balance, or in relation to your funds, as long as it is the same .

it won't work.

If you count from the depo, it'll make it go down faster.

If the balance is restored to equity - we will have to accept the loss or the system will not allow us to trade according to the specified algorithm.

just think about my posts on the subject

I personally came to the conclusion that the lot size should by no means be applied to any kind of progression.

 
Renat Akhtyamov:

not the SB, not even close.

the statistics give a result of 5%, it does

But this is not trading, this is flea hunting, endless protection against losses that arise from the resulting inaccuracy of a statistical distribution of any kind, cast into its tails

the actual volume distribution on FX is as follows (e.g. sales, purchases - mirroring the 253rd calculation, to the right), with 253 being where the price is at the moment:


The calculations are made from right to left. That is, the whole point of winning this game is not,

for example

the system is losing, we want to invert, i.e. there was a signal to buy, we will trade sell

No, that's not the point.

the point is to flip the volume, i.e. you have to make the tail of the distribution a beginning, drag the 253rd point to 0 and 0 to 253rd.

This is the same way the calculation is done by CME. They take 275 points up and down from the current price (EUR-bucks is concerned)

And the tail is in the middle

Visually, it is a bowl, in our parlance a GRAAL

First read it here: http://sixsigmaonline.ru/baza-znanij/22-1-0-277

Second, look at this:


and then tell me, if you turned this probability distribution upside down, what's next?

And if you look closely at the probability distribution, it's not 275 points, smart-ass.

Don't fuck with people's heads on something you don't know about.

Псевдонормальные распределения: лептокуртозис | Бережливые шесть сигм | Тематический раздел | База знаний | SixSigmaOnline.ru
Псевдонормальные распределения: лептокуртозис | Бережливые шесть сигм | Тематический раздел | База знаний | SixSigmaOnline.ru
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