From theory to practice - page 328
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Let's say, for example, 3-4 years ago I abandoned a system that had already been tested on the real, which gave 8%/month of the value of the asset being traded.
At what drawdown?
At what drawdown?
I don't remember anymore, very small. A lot less than that 8%.
That's not where the problem was.
I don't remember anymore, very small. A lot less than that 8%.
There was a different kind of problem there.
What was?
What you write is, I'm sorry to say, complete nonsense - from start to finish.
No one is measuring anything. What is being assessed is the A_K2 system, nothing more. The evaluation is a system that is not working.
A bit about your calculations.
If you trade currency without leverage and your income is only 1%/month - is it a lot? For trading it is not much. For any business it is not enough, and such a business is not worth doing at all.
For the same strategy with 100 leverage, you must inevitably have 100%/month.
I.e. A_K2 system, when trading without leverage, will only give you 0.09%/month. Is it worth doing such a business?
As for billions and billions - let's leave that nonsense to the neighbours).
Alexander_K2 has not yet succeeded with the system, butnot because the profits are small!
He is a physicist, he wants an answer. That's the problem! He's not happy with the probabilistic approach, he wantsto calculate. That's the problem! He makes 80% profitable trades (that's what he wrote before) and he wants100% profitable trades! Physicist! What are you gonna do? You have to win,100% win. From his point of view,the TS that gives 80% of profitable tradesis not perfect! That's the problem, because even Nabiullina does not have 100% profitable trades. That's how the market works!
And I thought that you - a man kind of close to science, can delicately suggest the topicstarter in what direction to dig.
And you say to him, "I have 5% a day". Sitting on a hill in a lurch, eating a caviar sandwich and entertaining his self-esteem:"I have 5% a day" .....
Yuri, you get 5%every day. ?????????? Every day? Every day? Youdon't have any losing trades? That's why I wrote all that humorous nonsense about how in 10 years all the money in the world should be yours. If you want to show your system, write down the annual percentage return for the last 3-5 years, the size of the maximum drawdown, the average profit in a trade, the average loss in a trade, the maximum series of losses, etc..
All trading systems I have seen deteriorated when the number of profitable trades tried to approach 100%. In fact 80% is too much, I'm afraid to tell it to Alexander_K2 because everybody may offend an artist. The closer the percentage of profitable trades to 100%, the greater the loss in one miss. Yes there are "trading systems" on the inside, but we arenot talkingabout them.
Everyone is entitled to find his own way, butthe market will not adjust to anyone. The market will not let itself be calculated. I have already written about it in this thread, but no one heard me. Alexander_K2, if you dig up the nonentropy and somethingworks at least partially there, I will be very happy for you. If you are willing to tell us, you will be honored and glorious, it will be a new word in the theory of markets.
But understand that now the problem is not with profits, but with the mathematical expectation of the system. Surely you don't use 100 leverage, that means you can always raise the lot size. 9% a month? Very good! Double all the lots and you will get 18%! Why don't you do that? Obviously, the risks are too high. Something has to be done about it. If I only knew the clear and simple "what"...
And I thought that you - a man kind of close to science, can delicately tell the topicstarter in what direction to dig.
And you say to him"I have 5% a day". Sitting on a hill in a lurch, chewing on a caviar sandwich and entertaining your self-esteem:"I have 5% a day" .....
Yuri, you get 5%every day. ?????????? Every? Every day? Youdon't have any losing trades? That's why I wrote all that humorous nonsense about how in 10 years all the money in the world should be yours. If you want to show your system, write down the annual percentage return for the last 3-5 years, the size of the maximum drawdown, the average profit per trade, the average loss per trade, the maximum series of losses, and so on and so forth.
Yes, on the days I play, I have a stable 5-10% profit from the depo. This is for futures about 0.5-1% of contract value. Loss trades are sometimes about 20% of total trades. I do not play every day, but when the conditions allow.
I'm not planning to publish or "show" any figures of my system, and this is only what I consider necessary for the explanation. May I decide what and where I want to show it?
It is absolutely unrealistic to become a millionaire in futures, even with profits as large as you think. Futures has a parameter - liquidity. Above a certain volume of transactions, your system will physically stop working. And there is no point in keeping the deposit above a certain limit.
In general, I'm trivializing my profits).
Thus, all your calculations appear to be the dreams of a sucker who came to the market for millions).
Alexander_K2 - have you tried to consider each currency pair separately, for example to build such channels separately for EUR and USD. Then the signal should be generated simultaneously on two indexes, e.g. EUR is upper limit, USD is lower - then sell. If there is a sell signal on EURUSD as well, the signal will be even better.
I apologize at once for possible nonsense!)A trend is nothing more than a movement (in the move-back model).
And because of the fractal nature of the market, on a smaller TF this movement is called a trend.
In sum: a trend is a movement of a higher TF (even higher mathematics was not needed, logic is enough).
And yes, it is possible to calculate the end of a trend.
Nikolay Demko andUladzimir Izerski, let us deal with simple Russian words: predict and calculate. Do you understand that these are not the same thing?
You cancalculate the cost of petrol filling up at the petrol station, and you can forecast how much petrol you will need for example to drive 2,500 km from St. Petersburg to Kislovodsk. In the first case, you get the exact value of litre*priced_litre, while in the second, you get an estimate which will more or less correspond to reality, only in case of stationary conditions. The prognosis will greatly differ from reality, if: the car breaks down on the way, we bypass / bypass, at the Moscow Ring Road we get in monstrous traffic and will burn gasoline without advancing, on the way to meet at least 100km of unpaved roads, we drive in winter, summer with air conditioner, with a trailer, with bulky cargo, etc.. Do you get the idea?
By the way after the trip it will be possible to calculate quite accurately how much it was needed. Accuracy will only depend on our pedantry in keeping receipts and the honesty of petrol pumps. It's nice to retroactively measure trends in the market. Yes? But before the movement?
I have no doubt that the end of the trend can be predicted. But you insist on the word calculate?
In that case, without revealing the algorithm, please post in exact numbers the answers to 3 questions:
1 the exact value of the end of the S&P500 correction (a correction to the global trend of course, not some minor one)
2 The exact value of the new historic high, which the index will set sometime, when it goes over 2872,87, before it makes another noticeable correction (please specify the value of "noticeable" in the forecast).
3 The GBPUSD ended the week at 1.4000. But depending on the square, the weekly Close ranges between 1.39951 and 1.40052, a spread of 10.1 classic pips. On the daily chart you can clearly see the beautiful UpTrend, which is already relatively old. Please calculate the exact endpoint of this trend, as well as the exact target for the correction, which will obviously start after the endpoint of the trend. In case of a flat correction please indicate that it will be flat and precisely calculate its bottom point.
And in general, besides the question about the "calculation" of the end of the trend, the question to the topicstarter was left unnoticed, which I hope it will finally be answered.
https://www.mql5.com/ru/forum/221552/page324#comment_7186239
Dear Nikolay Demko andUladzimir Izerski, let's deal with simple Russian words: predict and calculate. Do you understand that they are not the same thing?
You cancalculate the cost of petrol filling up at the petrol station, and you can forecast how much of it you will need for example to drive 2500 km from St. Petersburg to Kislovodsk. In the first case, you get the exact value of litre*price_litre, while in the second, you get an estimate which will more or less correspond to reality, only in case of stationary conditions. The prognosis will greatly differ from reality, if: the car breaks down on the way, we bypass / bypass, at the Moscow Ring Road we get in monstrous traffic and will burn gasoline without advancing, on the way to meet at least 100km of unpaved roads, we drive in winter, summer with air conditioning, with a trailer, with bulky cargo, etc.. Do you get the idea?
By the way after the trip it will be possible to calculate quite accurately how much it was needed. Accuracy will only depend on our pedantry in keeping receipts and the honesty of petrol pumps. It's nice to retroactively measure trends in the market. Yes? But before the movement?
I have no doubt that the end of the trend can be predicted. But you insist on the word calculate?
In that case, without revealing the algorithm, please post in exact numbers the answers to 3 questions:
1 the exact value of the end of the S&P500 correction (a correction to the global trend of course, not some minor one)
2 The exact value of the new historic high, which the index will set sometime, when it goes over 2872,87, before it makes another noticeable correction (please specify the value of "noticeable" in the forecast).
3 The GBPUSD ended the week at 1.4000. But depending on the square, the weekly Close was between 1.39951 and 1.40052, a spread of 10.1 classic pips. On the daily chart you can clearly see the beautiful UpTrend, which is already relatively old. Please calculate the exact endpoint of this trend, as well as the exact target for the correction, which will obviously start after the endpoint of the trend. In case of a flat correction please indicate that it will be flat and precisely calculate its bottom point.
And in general, besides the question about the end of the trend, the question to the topicstarter was left unanswered, which I hope it will finally answer.
https://www.mql5.com/ru/forum/221552/page324#comment_7186239
I was talking specifically about the calculation.
They calculate the current state and predict the future (in my understanding of these words, sorry if my understanding does not correspond to yours).
Both of them use algorithms, i.e. sequences of mathematical and logical operations.
In fact, I mentioned it to give hope to those who hope that it is possible.
I have nothing more to add. Au revoir.
And I'm telling you there is. Here is the EURUSD chart for the past week:
Highlighted areas of potential trades. The Wiener process in all its glory with a coefficient of asymmetry close to 0. But for EURGBP there is something missing...
And the chart itself is not transformed, then what are the ribbons based on?
I was talking specifically about calculation.
They calculate the current state and predict the future (in my understanding of these words, sorry if my understanding does not match yours).
Both use algorithms, i.e. sequences of mathematical and logical operations.
In fact, I mentioned it to give hope to those who hope that it is possible.
I have nothing more to add. Au revoir.
We're just discussing a specific issue. We're not getting personal. There's nothing to be afraid of, what's there to be "au revoir" about?
According to the last message, I understood your idea: you can calculate( not predictaccurately, but precisely), whether the current moment is the moment of the end of the trend. That is, we cannot determine beforehand where the end of the trend will be, but in the current moment we can calculate for sure if the trend is over or not? Does this correspond to what you wanted to say?
And if so, can you tell us what your calculation says about the GBPUSD trend described above. Can we now accurately calculate (not predict, but determine) whether the trend is over or not?