From theory to practice - page 846

 
Alexander_K:

The rest are exponential dreams, and we live on a sinful earth. No?

Only once.

 
Novaja:

Just once.

Bravo!!! So, after the New Year, let's rush off on new adventures!

 
Dmitriy Skub:

Way to go, Alexander!

Your balance curve needs to be trimmed at the bottom (where the losing period is) - the curve is suitable for this and you can open a PAMM. Even without stops))

Then it will fly up like crazy ;)

 
Renat Akhtyamov:

Then it will take off in a big way ;)

If you think this is a joke, I refer you to the article: youtz

 
Dmitriy Skub:

If you think this is a joke, I refer you to the article

No kidding.

If you turn a fall into a rise, the balance curve will go up. It's elementary.

However, on the other hand, you need to find ERROR first, taking advantage of the negative case as if to improve the TS.

I would suggest an elementary trick:

fix the start date/time of calculation and not move it, as long as there is enough power of the composter to calculate different statistical gimmicks.

 
Renat Akhtyamov:

No kidding.

If you convert a fall into a rise, the balance curve will go up. It's elementary.

However, on the other hand, you should first find the ERROR, taking advantage of the negative case as if to improve the TS.

I'd suggest an elementary thing:

Fix the start date/time of calculation and do not move it, as long as there is enough composter power to calculate various statistical gimmicks.

It's strange why everyone loses.

because the only chip against us is the spread.

 
Denis Sartakov:

it's strange, why does everyone lose?

Because the only thing against us is the spread.

Not only the spread, but also the pullback or reversal - sometimes already actually the next trend...

 
Denis Sartakov:

it's strange, why does everyone lose?

Because the only chip against us is the spread.

Imagine a room full of people with dollars and euros in their hands.

These people are exchanging notes with each other, no matter the rate or spread. The important thing is that all the notes stay in the room.

Now add the external factor: any exchange transaction is accompanied by a commission on the volume of the transaction and/or in the form of a surcharge on the spread and these commissions leave the room... What happens over time? That's right, there will be no money left in the room at all, no matter what strategy the traders in the room follow - eventually they will be left with no money.

 
Denis Sartakov:

it's strange, why does everyone lose?

Because the only chip against us is the spread.

It's actually a conceptual question.

The answer to it is this:

1. The phrase: "only the spread against us" is only valid for a random walk with expectation =0

2. The market is not a random walk, but a much more complex process that has no expectation. The corresponding integral is stupidly divergent, tending to infinity.

Those who are able to look into infinity, who can move their mind and soul into the Hilbertian space, win the market. But there are only 5% of such people, including Papuans. Alas...

 
Alexander_K:

It is actually a conceptual question.

The answer to it is this:

1. The phrase: "only the spread against us" is only true for a random walk with expectation =0

2. The market is not a random walk, but a much more complex process that has no expectation. The corresponding integral is stupidly divergent, tending to infinity.

Those who are able to look into infinity, who can move their mind and soul into the Hilbertian space, win the market. But there are only 5% of such people, including Papuans. Alas...

Reason: