On the unequal probability of a price move up or down - page 50

 
secret:

Next time you may not have enough deposit to wait for a profit. This is what is called "over-sitting".

No. The beauty is in the stability of the system. It is clearly shown, a whole week in the market, that the ratios have been chosen competently, in the sense that nothing has gone anywhere for a whole week. Moreover, during this time we knew what was the sign of mismatch, in which direction to stand. So I stood. It was not so difficult, when you know that the mismatch was bound to flatten out. After all, the correlation of the additional curves is strictly one. Nothing goes away from the fact that a day or two or a week has passed: if the mismatch is there, it will collapse. I'll show you the pictures later.
 
Renat Akhtyamov:

Almost, it's just not the right way and not the other way round


Yes, half the opposite and half not the other way round).

 
Mikhael1983:
Closed. It's Friday night, though. Not at the computer yet, we'll see how it looked on the charts later. A profit of $375. Not much, but not too little: the minus most of the time these days was about the same, minus 300-400 dollars. Sometimes up to minus 700.

$375. I'll buy a couple of good bottles of wine.

Will you give me a chance to take a ride in the real world?

 
Mikhael1983:
No. The beauty is in the stability of the system. It is clearly shown, a whole week into the market, that the coefficients were chosen competently, in the sense that nothing went anywhere for a whole week. Moreover, during this time we knew what was the sign of mismatch, in which direction to stand. So I stood. It was not so difficult, when you know that the mismatch was bound to flatten out. After all, the correlation of the additional curves is strictly one. Nothing goes away from the fact that a day or two or a week has passed: if the mismatch is there, it will collapse. I'll show you the pictures later.

Maybe you know the answer to the question I asked here?

О неравной вероятности движения цены вверх или вниз
О неравной вероятности движения цены вверх или вниз
  • 2020.01.17
  • www.mql5.com
Доброго времени суток. В преддверии нового года решил сделать достоянием общественности один из очевидных выводов о природе рынка...
 
khorosh:
But has anyone seen on the internet or maybe knows himself, is there an explanation using mathematics, that trading EUR/something pair trading is more profitable than trading their cross. I have not yet found a rigorous proof for myself.

Dear khorosh, what explanation do you need other than what I have explained in detail? Pure arithmetic, simple. You consider the increments. You get a strict (!) formula linking delta_EURGBP increments to delta_EURUSD, and delta_GBPUSD increments.

I can post these simple ratios a bit later (maybe tomorrow). You see, in short, how to decompose a EURGBP trade into a pair of EUR/something and GBP/something (something could be USD) trades.

So, the answer to your question is: when you trade a linear EUR/whatever and GBP/whatever combination, you can manage EUR and GBP shares in a trade independently, while in a EURGBP trade, the ratio of EUR and GBP shares is predefined by EURGBP at the moment of trade opening (and this predefined ratio will rarely be exactly what you need).

 
Mikhael1983:
No. The beauty is in the stability of the system. It has been clearly demonstrated during a week in the market that coefficients have been selected accurately, i.e. nothing has sailed off during the whole week. Moreover, during this time we knew what was the sign of mismatch, in which direction to stand. So I stood. It was not so difficult, when you know that the mismatch was bound to flatten out. After all, the correlation of the additional curves is strictly one. Nothing goes away from the fact that a day or two or a week has passed: if the mismatch is there, it will collapse. I'll show you the pictures later.

I disagree. One candle, similar to 12.12.2019, in the wrong direction and it's goodbye deposit. You have to limit losses in case of an unsuccessful entry... Without that, the long range will definitely be a loss.

 
Mikhael1983:
If not, I'll show you a screenshot from my computer.

Here.

 
Mikhael1983:

Dear khorosh, what explanation do you need other than what I have explained in detail? Pure arithmetic, simple. You consider the increments. You get a strict (!) formula linking delta_EURGBP increments to delta_EURUSD, and delta_GBPUSD increments.

I can post these simple ratios a bit later (maybe tomorrow). You see, in short, how to decompose a EURGBP trade into a pair of EUR/something and GBP/something (something could be USD) trades.

So, the answer to your question is: when you trade a linear EUR/whatever and GBP/whatever combination, you can manage EUR and GBP shares in the trade independently, while in a EURGBP trade, the ratio of EUR and GBP shares is predefined by the EURGBP value at trade opening (and this predefined ratio will very rarely be exactly what you need).

well ...

not

it will simply be EURGBP and one of the two in the bonus: EURUSD or GBPUSD

well and most interestingly, where did the closing signal come from, was it there at all?
 
Mikhael1983:

Dear khorosh, what explanation do you need other than what I have explained in detail? Pure arithmetic, simple. You consider the increments. You get a strict (!) formula linking delta_EURGBP increments to delta_EURUSD, and delta_GBPUSD increments.

I can post these simple ratios a bit later (maybe tomorrow). You see, in short, how to decompose a EURGBP trade into a pair of EUR/something and GBP/something (something can be USD) trades.

So, the answer to your question is: when you trade a linear EUR/whatever and GBP/whatever combination, you can manage EUR and GBP shares in a trade independently. In a EURGBP trade, the ratio of EUR and GBP shares is predefined by EURGBP value at the trade opening (and this predefined ratio will rarely be exactly what you need).

Waiting ... :)

Looking forward ... How about today? :):):) Friday night would be great...

Kolya's here to see me... I'm free! :):):)

 
Renat Akhtyamov:
And most interestingly, where did the closing signal come from, was it there at all?

My reason for closing was that it was Friday evening and I didn't want to leave it for next week. I wondered what was the misalignment. My feeling is that it was not too much different from zero, and I have not missed much profit. Now I will build the history for the week and we will see.

Reason: