How to make giant profits on forex? - page 29

 
Dmi3:

It's obvious!

Suppose you have three different strategies A,B and C. We know the parameters of each of them from the tests. Suppose A shows annual average profit of 30% with 10% drawdown, B shows 50% with 10% drawdown, and C shows 90% with 40% drawdown.

You bring them all to the same drawdown and get the distribution of capital (roughly) A=45%, B=45%, C=10%.

If you use these strategies separately, then the calculated profit should be 13.5+22.5+9=45% with incomprehensible maximum drawdown.

And in your case, if all the strategies will run simultaneously in one system, what will be the profit is not clear, what will be the maximum drawdown is not clear, because the results of individual strategies is totally impossible to rely on. We can only rely on the results of testing of the total system. So it is one system :)

As far as I understand, you have martingale, so the specifics of the permanent reservation of a huge part of the deposit has an effect on any ideas related to paralleling. That's understandable.

I don't know, maybe you are right, maybe not in everything, I think the question is moot. The system is one, only it combines several strategies. But I will not argue). The question is methodological, and such questions do not interest me much. Whatever you call a cat and whatever colour it is, the main thing is that it catches mice).

 
khorosh:

In St. Petersburg you can't really live in a cardboard box, the climate is not suitable). Unless you live in a heating well. But then again, there are risks, you'll burst and boil in boiling water).

There are no heating lines here, the enemies of the people have buried them all under the ground.) That's why we don't have permafrost. Although if you take a globe and compare the parallels and meridians with Chukotka, then there should be one. And all the heating mains are in the ground. That's why I don't pay taxes, there's no point warming the planet for my money!

 
Renat Akhtyamov:

how much good is in this offer

keep studying the market and get a strategy which is underlined

strange as it may seem, price can be controlled, just stay out of the kitchens

A kitchen is first and foremost a dumb copy of a cotier.

and you want the price to respond to your every sneeze.

Really, in this case:

- buy and the price goes down;

- sell and the price goes up.

But this is what real trading is all about. this is how you eventually learn to trade the way almost nobody knows how to trade.

When I was a forex wholesaler in the mid noughties, I traded in the kitchen. Even then, as a programmer, I read tick quotes from that kitchen and compared them to Alpa and Broco (long dead). Then I compared in Matlab, the difference was horrendous, completely my own quotes. There's no such thing now.

 
Alexey Volchanskiy:

When I was a forex wholesaler in the mid-noughties, I traded in the kitchen. Even then, as a programmer, I read tick quotes from that kitchen and compared them to Alpa and Broco (long dead). Then I compared in Matlab, the difference was horrendous, completely my own quotes. There's no such thing now.

Alexei, it's not about the whole thing, it's about the fact that as soon as you buy, the price must go up, and as soon as you sell, it must go down. If you can't do it, learn. Teach you...

 
Alexey Volchanskiy:

There are no heating mains here, the enemies of the people have buried everything under the ground )). That's why we don't have permafrost. Although if you pick up a globe and compare the parallels and meridians with Chukotka, there should be one. And all the heating mains are in the ground. That's why I don't pay taxes, there's no need to heat the planet for my money!

That's why I wrote that in the well).

Taxes in the sense of paying utility bills for heating?

 

Man, when you look at a topic like that, it begs for an answer. In sacks, brothers, giant profits will only fit in sacks :-)

 
khorosh:

We have slightly different objectives. You seem to think that my strategies work independently and in parallel. But they do not. My signals from different strategies work in series. The signal that came first provides entry, all other signals are blocked. After the orders are closed, all the signals are allowed to work. Again, the one that came first blocks the others and provides a new entrance into the market. So on and so forth. Actually, I began to use multi signal first of all to increase the amount of deals I was always short of. This system is good because addition of a new strategy does not increase a deposit load and hence relative drawdown does not increase as well.

So there is a significant margin of error, because strategies work sporadically. They miss their signals and work differently. And it is important to understand how the strategy provides entry, statistically.

 
Ivan_Invanov:

So there is a significant margin of error because the strategies work episodically. They miss their signals and work differently. And it is important to understand how the strategy provides entry, statistically.

Yes, not all signals are used in every strategy, so what? What error are we talking about? Error of what?

What are you talking about?

For me, it is important that the strategy does not produce a deep drawdown and contributes its share of profits to the cauldron. The fact that the strategy as part of the system will give less profit is of no concern to me.

 
khorosh:

Yes, not all signals are used in every strategy, so what? What margin of error are we talking about? The margin of error of what?

What are you talking about, I don't understand.

For me, it is important that the strategy does not give deep drawdown and contributes its share of profits to the cauldron. The fact that the strategy as a part of the system will give less profit is of no concern to me.

It is impossible to understand how the strategy provides entries, statistically more successful or unsuccessful, because it works with unpredictable shutdowns. All statistics in this method are highly skewed. And so there is a huge error in the optimization and analysis of the results.

 
Ivan_Invanov:

It is impossible to understand how the strategy provides inputs, statistically more successful or unsuccessful, because it works with unpredictable shutdowns. All statistics in this method are highly skewed. And so there is a huge error in the optimization and analysis of the results.

Well, or if the strategies are optimized alone, there is no error in the optimization. Only in the analysis. This is critically important too.

Reason: