From theory to practice - page 1421

 
Макс:
I only realised from your recent posts that you didn't do a history test on your system. Do you know what that means to me, a man tortured by the market? You can guess it in a heartbeat).

:))) Yes, until I do a history test (which is what I'm doing now) it's too early to talk about the Grail and all the more to put out a sell signal.

It is about something else entirely...

I do not like the increased attention towards my person, and my TS in particular. This is not what I started it for...

The branch started exactly to consolidate the traders' efforts in researching the market as a random process with memory.

As a result it turned out to be not a branch, but a rubbish, to put it simply. Some infernal mixture of dibilism, advertising and flooding.

I long for it to be deleted permanently.

 
khorosh:

The concept of a good input signal is relative. Suppose I have a particular signal. This signal may well be profitable when used on a Martin, but if you use it in an Expert Advisor without a Martin, it will be unprofitable. You do not allow for this?

Yes, I do, but it does not prove anything. If you take a long period of time with thousands of trades it will always fail. In some small area, of course, it can beat strategies with static lot or anti-martin.

If you are not a scammer, the trading signals should not depend on the state of your account at all, especially in the case of algorithmic trading, and in a situation of loss series, you should certainly not increase the lot, rather the opposite. Normally we start with tuning the system on static lots, and when it reaches stable profit on OOS, with annual Sharpe >2, then it is adjusted according to MM. What you're talking about when GAs are looking all in place is just tweaking.

I can still understand when martin and all sorts of "deposit boosters" are engaged in various watchmen and car mechanics, in the first months of acquaintance with fora, who decided to "earn on the Internet", but when the old-timers talk about it, it is most likely a scam, it means they are selling a plum...
 
Igor Makanu:

I don't know now, not interested to observe, but at the beginning of the year the author showed trade reports, unfortunately everything is much sadder there than it seems, order in the market about 8 hours, takei about 10-20 pips, no stoplosses.... it is not like a martingale, but even the author does not want to trust this system with a deposit .... I do not know how to trader and I am not sure if it is a forex broker or not.)

The author has a $100 deposit, and what should a subscriber have? with 100$ will pay 30$ for a signal and the subscriber should be unspeakably happy with the 20$ profit? ))))

If we are not talking about a fraudulent scheme, there must be some logic - the signal provider has a $1,500 deposit and a signal with 20% profit per month and a lifetime of at least 4-6 months, and here you have subscribers, who have a grand, who have only $500 - but all believe that the signal provider is reliable. And what about this? -Laughter and tears.

+1
He's been told something similar before. However, the comrade has fallen into infantilism.)
 
Грааль:

And in a losing streak, you definitely shouldn't increase the lot, but rather the opposite.

The paradox of a rate increase

Shiryaev A. Н. Probability-1, Probability-2 // Moscow, ICNMO. - 2007.

https://ru.wikipedia.org/wiki/Задача_о_разорении_игрока

How to deal with it?

 
apr73:


https://ru.wikipedia.org/wiki/Задача_о_разорении_игрока

What to do about it ?

By the way, Martin's modifications are quite safe, and generally winnable, and also reduce risk while maintaining profits.
 
Igor Makanu:

I don't know now, not interested to observe, but at the beginning of the year the author showed trade reports, unfortunately everything is much sadder there than it seems, order in the market about 8 hours, takei about 10-20 pips, no stoplosses.... it is not like a martingale, but even the author does not want to trust this system with a deposit .... I do not know how to trader and I am not sure if it is a forex broker or not.

The author has a $100 deposit, and what should a subscriber have? with 100$ will pay 30$ for a signal and the subscriber should be unspeakably happy with the 20$ profit? ))))

If we are not talking about a fraudulent scheme, there must be some logic - the signal provider has a $1,500 deposit and a signal with 20% profit per month and a lifetime of at least 4-6 months, and here you have subscribers, who have a grand, who have only $500 - but all believe that the signal provider is reliable. And what about this? - Laughter and tears.

I have $200 not $100 depo and I am going to raise it to $1000, but it does not solve the problem of small trading commission.

Without subscribers - all this is nothing, toys. Even +20% per month does not cover my salary (I live and work in Moscow). I am more profitable to stupidly work, that's the paradox of the situation!

And take someone else's money for TC without checking the history - fraught with repeating the fate of a whipped son Alyoshenka.

So I am sitting here testing, and I ask you not to bother me! Vonapr73 at least began to write posts on the case, for which he - thank you.

 
apr73:


Shiryaev A. N. Н. Probability-1, Probability-2 // Moscow, ICNMO. - 2007.

https://ru.wikipedia.org/wiki/Задача_о_разорении_игрока

What should we do with it?

(I give you a standing ovation.) At least someone is trying to put something reasonable out there.)

even if it's from wikipedia - but it's spot on.

as i once said - MM is just a way to set the deposit loss rate and nothing more.

i think that if i were a broker i would recommend everyone to use MM first of all.

XD

BUT!

i want to emphasize that there are moments in the market when the price moves fast and in one direction, that's when MM is working but such moments only few can catch technically and only with own tools. such moments fall within 2% of time and you can wait a week and often do not even catch it, because powerful spikes occur at different times per tick.

And it's because, as I said about 800 pages ago,

there's a 98% chance it'll be random - about 10%-5% by volume in pips

with 2% probability there will be non-random sharp spikes - about 90%-95% by volume in pips.

and so as alexander_K says "for all those who are suffering"

there is a way around randomness via time constant, but such systems you have never seen and hopefully never will see XD

Aloha!)

 
apr73:

This is the first time you haven't fucked with me in our correspondence, which is nice.

That's what I was explaining to the crumb today.

i.e. in a reinvestment, the presence of a loss will roll back not one, but at least three trades at a time

and that leaves us with only three possible outcomes:

1. take a loss

2. wait for the profit and continue reinvesting

3. immediately increase the rate, but such a thing will be done by the price already at your expense and absolutely ignoring the statistical theory:

the picture shows an ultra-risky seller.

and then....

naturally, there was an even greater preponderance in the side of the buyers, so the price further falls below the low of this candle

that's how you can start to see volumes from the chart

 
Igor Makanu:

20% is not enough??? - Do you even know how to count?

buta kindergartencircus )))

Not enough. To cover my salary I would have to have a deposit of $10,000.

And that's the kind of money I personally feel sorry for.

I must have an incredible confidence in my TS and I honestly admit that I do not have such confidence now.

 
Alexander_K:

There has to be an incredible confidence in my TS, and I honestly admit that I don't have that confidence at the moment.

Change TS. This one, not even born yet, is already hopelessly outdated.
Yes, and in general the concept of making money from trading is not a bad thing to change).
Reason: