The most banal trading strategy - page 3
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The first pattern finding publication is exactly 8 years oldhttps://www.mql5.com/ru/articles/250 . This strategy proved to be profitable, but, over a long period of time, it did not produce tangible results. However, the pattern developed and put forward there in the form of SDM has been useful in processing all sorts of scientific, technical, social and other research results as the best version of a regression model. I am happy with this result, as a market search, unexpectedly, led to a more useful result, namely the extension of Gaussian MOC to the domain of non-linear functions. I think I've had enough of being criticised for inaction by uninformed individuals. The power of URM will be appreciated by posterity.
The side effects can carry positive results is a big plus. And I'm not arguing, that's commendable.
But the topic of financial markets can stubbornly resist your findings.
Are you suggesting to work without a SL?
If there is a work with two opposite orders (a lock), there should be some ideological reasons for their opening, i.e. according to the market situation a) instead of an SL an opposite order is activated b) the activation of an order with a partial volume of 1bay \ 0.5 sell - the position is hedged partially, i.e. there are some indicative reasons for the trend resumption and on this basis the strategy with other orders is built .
If there is a work with two opposite orders (lock), there should be some ideological reasons for their opening, i.e. according to the market situation a) instead of a SL an opposite order is activated b) activation of an order with a partial volume 1bay \ 0.5 sell - the position is hedged partially, i.e. there are some indicative preconditions for the trend resumption and on this basis the strategy with other orders is built.
However, everything depends on the understanding of the price direction. Such steps can easily lead to a stop out. In most cases this will happen.
The first pattern finding publication is exactly 8 years oldhttps://www.mql5.com/ru/articles/250 . This strategy proved to be profitable, but over a long period of time and did not produce tangible results. However, the pattern developed and put forward there in the form of SDM has been useful in processing all sorts of scientific, technical, social and other research results as the best option for a regression model. I am happy with this result, as a market search, unexpectedly, led to a more useful result, namely the extension of Gaussian MOC to the domain of non-linear functions. I think I have had enough of being criticised for inaction by uninformed individuals. The power of URM will be appreciated by posterity.
Your mistake, like almost all traders' mistakes, is trying to trade by predicting the price. Meanwhile, you do not need to do that. You can trade without predicting the price change. Where it will go is good and profitable. The simplest example is a perfectly ring-fenced system of transactions, giving a positive total swap. You open it and sit for a year. Profit is guaranteed.
The simplest example is a perfectly ring-fenced system of trades giving a positive total swap. You open it and sit there for a year. Profit is guaranteed.
For example?
The ring implies hedged trades. How can this be implemented in this case?
For example?
The ring implies hedged trades. How can this be implemented in this case?
Are you interested in a ring with a positive total swap, or just the correct organization of the ring in principle (because people here naively think that a pair of buy EURUSD lot 1 and sell GBPUSD lot 1 is equivalent to a buy EURGBP lot 1 trade, which of course is not true).
You are interested in a ring with a positive total swap
Yes
Yes
It is possible to try the same footings. Are there any concrete research results on history or do you also have only assumptions and belief in the absolute stupidity of this idea?
There should be a different logic of closing orders...shares...and closing on profit...if you close on stops, then only on very large ones...
So there are options. Only, please clarify "No loss coverage" and "with coverage".
Covering the loss of the previous trade by increasing the lot of the next trade. In contrast to the classical martingale, this is not "the previous lot multiplied by the coefficient", but exactly this is selection of the lot so that it would cover the previous losing series with some reserve when TakeProfit is reached.
Without coverage - with a fixed lot