From theory to practice - page 1570

 
Younga:

I'm curious too.

can you transcribe it (just to be sure)

All star Cap!

 
Martin_Apis_Bot Cheguevara:
And that mistake was that you thought the formulae existed?)

Che, read carefully

The mistake was thinking that a losing strategy would be profitable if the signal was reversed.

so the formulae should not depend on the direction of price movement
 

The branch had gone quiet. And Alexander's mood has gone down the drain. It was interesting to read. I will try to cheer you up. I don't have anything special for 23 August, but I do have non-tester results for almost 3 years on a demo account, which is still not particularly active in using plugins to deal with spatial arbitrage. As a method of real trading arbitrage has lost its meaning, in my opinion, since 2014, when almost all retail forex offices learned to distort real interbank forex quotes themselves or with the help of other people's software to avoid extremes. However, this is not a tester. On 23.01.2017 an account was opened with 10k USD, on 06.09.2019 it became 192m. A growth of 19,200 times in 31 months means for geometric progression 19,200^(1/31)=1.37456, just 37%, less than Alexander's target. The sustainability, in my opinion, is quite appropriate.


Yes, there is a 1000 lot limit of trade volume on this account. The account reached this limit by the end of April 2018, after 15 months of trading. For the next 16 months the growth was arithmetic progressive. At the end of April 2018, the account depo was approaching 6 Mio, i.e. its balance grew 600 times or 600^(1/15)=1.53 per month. 53%, which is already higher than the target set by Alexander. Then each month the depo grew by an average of (192-6)/16 = 11.6 million, which is 11.6/93=12.5%.

Files:
priv.zip  413 kb
 
OOO I'm me millions))) Cool. We don't just need lawyers who are theorists, we also need lawyers who are practitioners))))))))
 
Vladimir:

The branch had gone quiet. And Alexander's mood has gone down the drain. It was interesting to read. I will try to cheer you up. I don't have anything special for 23 August, but I do have non-tester results for almost 3 years on a demo account, which is still not particularly active in using plugins to deal with spatial arbitrage. As a method of real trading arbitrage has lost its meaning, in my opinion, since 2014, when almost all retail forex offices learned to distort real interbank forex quotes themselves or with the help of other people's software tools to avoid extremes. However, this is not a tester. On 23.01.2017 an account was opened with 10k USD, on 06.09.2019 it became 192m. A growth of 19,200 times in 31 months means for geometric progression 19,200^(1/31)=1.37456, just 37%, less than Alexander's target. Stability, in my opinion, is quite appropriate.




And what do you understand by spatial arbitrage?

 
Vladimir:


Greetings, Vladimir! The results are incredible, of course, but you have complete confidence. So, it really could be.

In my turn, I go further and further into TFs and sliding window values in the hope of proving that the "law of the root of time" does work in the market. I outlined the problem in one of the threads:

Forum on trading, automated trading systems and testing of trading strategies

The Grail in Forex

Alexander_K, 2019.09.14 14:23

The source of this madness (of traders striving for a billion trades a day and scratching out literally every tick) is the false dogma, implemented by the cunning Mandelbrot and his patrons, that the market is completely self-similar. By that they tell traders: "Trade on seconds and ticks - everything there is the same as on the days", and fill their bottomless pockets with money of commoners, not even being afraid of pennies of beggars and Papuans. C'la vie...

In fact, the market is NOT self-similar. The presence of this property can only be discerned on certain cycles: trading session, day, week, month, ... The market has a cyclical, not self-similar, structure, as the old Gunn pointed out.

That is, in principle, the law ~sqrt(T) works in the market, but in each case - with its correction factors that are difficult to calculate even experimentally. I need to find an image of a process, in which this law is fully satisfied.

Therefore, I will not say goodbye.

 
Макс:
Hmm... they're starting to guess that they're pouring on the spread...
It hasn't been a hundred years.

I don't think they have figured it out and are still looking for the grail)

 
Vladimir:

The branch had gone quiet. And Alexander's mood has gone down the drain. It was interesting to read. I will try to cheer you up. I don't have anything special for 23 August, but I do have non-tester results for almost 3 years on a demo account, which is still not particularly active in using plugins to deal with spatial arbitrage. As a method of real trading arbitrage has lost its meaning, in my opinion, since 2014, when almost all retail forex offices learned to distort real interbank forex quotes themselves or with the help of other people's software tools to avoid extremes. However, this is not a tester. On 23.01.2017 an account was opened with 10k USD, on 06.09.2019 it became 192m. A growth of 19,200 times in 31 months means for geometric progression 19,200^(1/31)=1.37456, just 37%, less than Alexander's target. The sustainability, in my opinion, is quite appropriate.


Yes, there is a 1000 lot limit of trade volume on this account. The account reached this limit by the end of April 2018, after 15 months of trading. For the next 16 months the growth was arithmetic progressive. At the end of April 2018, the account depo was approaching 6 Mio, it grew by 600 times or 600^(1/15)=1.53 per month. 53%, which is already higher than the target set by Alexander. Then each month the depo grew by an average of (192-6)/16 = 11.6 million, which is 11.6/93=12.5%.

but this report must be accompanied by a report from another account... Did I get it right?
 
Vladimir:

retail forex offices have learned to distort real interbank forex quotations to avoid extremes, either on their own or with the help of third-party software.

Where did you get the "real interbank forex" quotes to draw such a conclusion?
 
Vladimir:

The branch had gone quiet. And Alexander's mood has gone down the drain. It was interesting to read. I will try to cheer you up. I don't have anything special for 23 August, but I do have non-tester results for almost 3 years on a demo account, which is still not particularly active in using plugins to deal with spatial arbitrage. As a method of real trading arbitrage has lost its meaning, in my opinion, since 2014, when almost all retail forex offices learned to distort real interbank forex quotes themselves or with the help of other people's software to avoid extremes. However, this is not a tester. On 23.01.2017 an account was opened with 10k USD, on 06.09.2019 it became 192m. A growth of 19,200 times in 31 months means for geometric progression 19,200^(1/31)=1.37456, just 37%, less than Alexander's target. The sustainability, in my opinion, is quite appropriate.


Yes, there is a 1000 lot limit of trade volume on this account. The account reached this limit by the end of April 2018, after 15 months of trading. For the next 16 months the growth was arithmetic progressive. At the end of April 2018, the account depo was approaching 6 Mio, i.e. its balance grew 600 times or 600^(1/15)=1.53 per month. 53%, which is already higher than the target set by Alexander. Then each month the depo grew by an average of (192-6)/16 = 11.6 million, which is 11.6/93=12.5%.

This is a demo. What's the real nickname?
Reason: