From theory to practice - page 421
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Where in the forex is the OI coming from? Enlighten me.
That's better to ask Rena. The Predictions... really had a lot of masters on how to use it. I'll reread it now.
That's better to ask Rena. The Predictions ... really had a lot of masters on how to use it. I'll reread it now.
All the formulas there are rubbish.
Read the comments on how and what to count right below the source table
At the beginning take this chip for truth, because this stage is important.
Just to be clear, it's a financial market model, nothing more.
From the model, there may be a strategyLooking at the distribution of deviations from the moving expectation, I am more and more convinced that, given the huge sample size, it is a Laplace distribution.
In calculating the variance and, consequently, the standard deviation, it would seem that everything is taken into account - both the speed of returnees and their average value and time.
But, so far, it is not possible to reduce the process to a stationary one, no matter how hard I try. Most likely it will never succeed.
Meanwhile, the quantile always = const. And the form of distribution, due to non-stationarity, changes...
It turns out that the quantile - which covers 99% of distribution values - is also a variable, not a constant. It also needs to be calculated at each step... Is that so? It's crazy...
At best, you will build an approximation to an asymptotic distribution(if only it exists). It doesn't make much sense - it doesn't correspond to any random variable related to prices. This happens because the convergence of a sequence (or partial sums of series) of random variables to a distribution does not entail its convergence to any limit random variable.
Can you give me a link to such calculations and research on the optimal stop-loss level? After all, in that infamous trade, it was the lack of it that got me burned.
I believe that stop-loss is the same "technical" value as the entry price and take-profit. In other words, this value, to which the price will not reach before the take profit, if your model is correct (triggering stop means a model error). then the problem of the optimal deal volume is solved - I can recommend on this subject my articles: the first and second.
Can you give me a link to such calculations and research on the optimal stop-loss level? After all, in that infamous trade, it was the lack of it that got me burned.
You can find a lot with a search, for example here:http://www.nanoquant.ru/calc/max.htm
You can find a lot with a search, e.g. here:http://www.nanoquant.ru/calc/max.htm
My feeling is that the calculation is based on Ralph Vince's idea of Optimal-f and therefore offers too aggressive a way of managing risk. With 50% probability of winning and a double profit/loss ratio it is suggested to risk a quarter of the deposit. In my opinion, this is clearly overkill.
My feeling is that the calculation is based on Ralph Vince's idea of Optimal-f and therefore offers too aggressive a way of managing risk. With a 50% probability of winning and a double profit/loss ratio, it suggests risking a quarter of the deposit. I think this is too much.
Well,Alexander_K2: the probability of winning will hopefully be higher).
Well,Alexander_K2: probability of winning will hopefully be more.)
Well, yes, most likely it is 75% and then he (with the same double profit/loss ratio) will have to risk 62.5% of deposit in a trade) Nanokvant will not advise bad).
However, in fact, this service counts risk, not stoplosses as it was in his question.
I believe the probability is always 50%, either profit or loss.
As a variant of calculating the size of stop loss if its size is defined in points. For example, if we set the stop-loss size at 100 points (5 signs), then we take into account only those ticks, when the price has overcome this interval. I.e. we take for the analysis the first tick = the last tick, the second = tick + - 100 points, the third = tick + - 100 points of the second tick, etc.
I believe that the probability is always 50%, either profit or loss.
If the takeprofit to stoploss ratio is one, then 50% is only if there is no trend.