From theory to practice - page 1418

 
khorosh:

Understand that 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.

Let's assume that the balance should be calculated in relation to your funds without reinvestment, and the variant in relation to your funds with reinvestment.

That is the end of this learning lesson. I advise those who disagree to educate themselves).

 

Martin_Apis_Bot Cheguevara:

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


I'm gonna go get some popcorn...

 
Martin_Apis_Bot Cheguevara:

First of all, read this: http://sixsigmaonline.ru/baza-znanij/22-1-0-277

Secondly, look at this:


and then tell me, you flipped that probability distribution, then what?

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.

You're telling me something, aren't you?

Fucking

Forum on trading, automated trading systems and testing trading strategies

From theory to practice

Renat Akhtyamov, 2018.05.08 17:36

Yur, I'm not in the loop.

I've been working with leptocurtosis for a long time.

I do not know what to say about it.

I drew graphs and showed - that one distribution is superimposed on the other

I asked a question - what's up?

I wish someone would answer, I wish someone would explain or repeat the same graph with an ordinary insulator....

They have one thing - a grail.

They smoke and rejoice.

Forum on trading, automated trading systems and trading strategies testing

From theory to practice

Renat Akhtyamov, 2019.04.20 15:28

ha ha

i will say it again, my words begin to be understood after years and not everyone understands it


You're still a punk, yapping at me.

 
Evgeniy Chumakov:

I'm going to get some popcorn...

It's not an argument at all.

It's just really annoying.

You can't keep making stuff up.

He's got something there... So what...

No, you have to make yourself out to be a world-class genius and spew false, unverified data.

 
Martin_Apis_Bot Cheguevara:

It's not an argument at all.

It's just really annoying.

You can't keep making stuff up.

He's got something there... So what...

No, you have to make yourself out to be a world-class genius, and then post false, unverified data.


I see. Conflict of interest, there has to be one genius.)

 
Renat Akhtyamov:

it won't work.

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

If from equity - then I will have to accept the loss or not allow the system to trade according to the specified algorithm.

Just think about my posts on the subject.

If I personally came to the conclusion that the lot size should in no way be applied to any kind of progression, it is very different there

I gave an example in what sense is the same.

1) option:

Consider risk as a percentage without reinvestment relative to funds, consider risk as a percentage with reinvestment relative to funds. I.e. in both cases risk tofunds(the same).

2) the same, but in relation to the balance sheet.

If this is not clear either, I wash my hands).

 
Evgeniy Chumakov:


I see. Conflict of interest, there has to be one genius. ;)

he's the only one who's his own master =D

 
khorosh:

When used correctly (limited number of orders in the market, good entry signal and closing the loss at 10%), Expert Advisors using a Martin can work successfully for years

With agood entry signal why would you need a Martin? Martin onlydisguises a bad forecast, if your forecast has a positive expected payoff, martin will not improve trading. This is a kind of "optical illusion" in the market when we see flat equity or exponential (when reinvesting), we get illusion of success, precisely because we think out of habit that having risen by X times it will also be X times harder to withdraw, while it is not so with a Martin, whatever you earn, you withdraw quickly and unpredictably. The situation with random option trading is the same, a beginner may think that this is a Klondike, the profit deal after deal and no end in sight for the profit, but the draw-down is fast and devastating.

There is no sense in martin, well at all, if you trade for yourself, but not to engage in some kind of near-market scam, it's just a way to redistribute risk in singular areas, which in short periods of time gives the illusion of success, but in the end the risk becomes incommensurably more. The right way is to haveanti-martin as an MM, i.e. to reduce the lot in case of systematic prediction errors, but the equity will not be presentable, the near-market will not appreciate it and PAMM will not become popular.

 
khorosh:

I gave an example in which sense it is the same.

1) option:

Consider risk as a percentage without reinvestment relative to funds, consider risk as a percentage with reinvestment relative to funds. I.e. in both cases risk to funds(the same).

2) the same, but in relation to the balance sheet.

If this is not clear either, I wash my hands of it).

About the formula - that one, I agree.

It can be applied to both balance and equity.

the calculation is the same

But it is about something else:

https://www.mql5.com/ru/forum/221552/page1417#comment_12513101

От теории к практике
От теории к практике
  • 2019.07.20
  • 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...
 
Evgeniy Chumakov:


I see. Conflict of interest, there has to be one genius.)

no

I'm just saying, 5% is fine, but that's not all.

the guy's pissed

cause he thought he had a grail and I said, "entry-level shit and let him finish it.

Reason: