Does the market need forecasting with more than 50% probability ? - page 4

 
Evgeny Belyaev:

Aren't you tired? A whole year of promises, we're all waiting.

Some pictures from the tester and other stuff.

Where's the signal?

I'm not tired. We'll get the signal we need. You wait.

 
Yuriy Asaulenko:

In many threads you see the statement that in order to work in the market the probability of correct prediction must be, well, necessarily greater than 0.5 or >50%. I've always said in such cases that this is a myth, and cited the example of poker, where the probability of winning is ~1/9 -1/6 and good players, however, are always in the black. And I was always told, well... poker's different.

And here is a chance to dispel these well-established legends and myths of our town.)) There is confirmation that in these proverbial 50% absolutely no need.

I am currently working on a new strategy, the first tests have been passed. I haven't performed any optimization, parameter fitting or anything else - it works straight from the page, with initial parameters. No machine learning, neural networks etc. used in strategy. Whether I'll bring it to real - I won't: I have no idea at all, but test results are very interesting.

First of all, for this post I downloaded new data from the Internet and ran a test on it. Secondly, the strategy already took into account all spreads, slippages and so on. On real account it will show better results than in the test.

So, the test results:

Longs:

Deals -407, Profitable - 186, unprofitable - 221, Profit/loss ratio - 0.4570025.

Total profit in longs - 5649, total loss - 2223, profit/loss ratio - 2.5411606.

Shorts:

Deals - 419. , Profitable -182, unprofitable - 237, Profit/loss - 0.4343675,

Total profit in the shorts - 4938, total loss - 2419, profit/loss - 2.0413394

Total longs - shorts:

Deals - 826, Profitable - 368. , Losses - 458, Profit/loss ratio - 0.4455206 ,

Total profit - 10291, total loss - 4642, profit/loss ratio - 2.2169324.

Now for everyone's favorite profit chart. Trading is performed with a fixed lot, and the profit is simply shown on the chart in points, without relation to the trade volume.

At X - trade number, at Y - accumulated profit in pips.

I can provide a CSV file with results of all deals to those who would like to recalculate and check them by themselves. Information about the traded instrument will naturally be deleted). Do not be sorry).

As we can see, in this test, there is absolutely no need in the probability of a correct entry more than 0.5. 0.44 is quite enough, and even with an excess.)

it's infuriating! such bullshit! don't embarrass yourself!

when they say the probability should be >50%, they mean "provided the takeprofit is equal to the stoploss". i think that should be clear!

 
igrok333:
It's infuriating! Such nonsense! Don't embarrass yourself!

When they say that the probability should be >50%, they mean that "Take Profit should be equal to Stop Loss".

i think it should be clear!

I'm not annoyed by your ramblings - raving and raving and let it go. Maybe the nerves go nowhere. It happens.

Has anyone in a normal system ever seen that the stop is equal to the profit? It's not a coin toss.) However almost everyone tends to forecasts that justify more than 50% of events, and more than 50% of profitable trades. There are a lot of such topics, some of them are on the top now - let's not point the finger.

The system shown in the first post will be in the small profit, even with ~30% justified predictions.

In some of the posts in this thread, 60% of justified predictions have already been made. It would seem that the money can be shoveled. But no, there is neither money nor working systems.

 
Yuriy Asaulenko:

I never break anything down. I close it and move on with my game. I don't need that knowledge.

I don't get even.) It's the surest way to break it down.)

There's something wrong with the signal...

I think I need more than 50.

 
Renat Akhtyamov:

There's something wrong with the signal...

I think it needs more than 50

)))
 
Renat Akhtyamov:

There's something wrong with the signal...

Probably needs more than 50

Him,Ibragim Dzhanaev? I guess so.) This is exactly from this point.

 
Yuriy Asaulenko:

I'm not annoyed by your ramblings - raving and raving and let it go. Maybe the nerves go nowhere. It happens.

Has anyone in a normal system ever seen that the stop is equal to the profit? It's not a coin toss.) However almost everyone tends to forecasts that justify more than 50% of events, and more than 50% of profitable trades. There are a lot of such topics, some of them are on the top now - let's not point the finger.

The system shown in the first post will be in the small profit, even with ~30% justified predictions.

In some posts of this kind, 60% of justified predictions have already been made. It would seem that the money can be shoveled. But no, there is neither money nor working systems.

Some strange approach.

Clearly, the percentage winnings are related to TP/SL ratio. If TP is three times higher than SL, we are at a profit if we guess only 30% of deals. And if we have the opposite, the TP is three times less than the SL, we need to guess 80% of trades for the same income.

That's why it's not enough to talk about "prediction probability", we need to specify the average profit/loss ratio of a single trade.

 
George Merts:

Some kind of strange approach.

Clearly, the winning percentage is related to the TP/SL ratio. If the TP is triple the SL, then we will be at a profit if we are only guessing 30% of the trades. If on the contrary, if we have TP is three times less than SL, we need 80% of the trades to be right for the same profit.

So it is not enough to talk about "prediction probability", we must necessarily indicate the average profit/loss ratio in a single trade.

1. Explain that to our fellow citizens)).

2. In fact, the probability of a correct entry has nothing to do with SL and TP. They are different uncorrelated parameters. Although certainly if we win one out of three trades, we need a profit in the trade of at least 3 losses.

 
Yuriy Asaulenko:

I should have phrased the question even more deliriously, and the answers would have been even more delirious.

Yuriy Asaulenko:

I always, in similar cases, said that it is a myth and gave an example of poker, where probability of winning is ~1/9 -1/6 and good players, nevertheless, always win.

Palya, how many times? probability of winning in what? in what case? where did the numbers come from? there is no word "always" in probabilities. probability is always tied to an event and not dangling on its own.
 
Sergey Novokhatskiy:

It's about predicting trading not only in the flat, but also those areas where quotes rise or fall by 2-3 times, where new tops appear, etc.

Well, it's no use explaining...

Uh-huh.

- At the pink dawn I'll predict the forecasts for you

- Will come true, won't come true, will be forgotten tomorrow.

As always, nothing but empty phrases.

Reason: