From theory to practice. Part 2 - page 88
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
there were 10,000 eu and 892.50 dollars sold and 9,344 pounds bought. So, basically, the euro pound has been sold and the futodollar has been bought.
Only the indicator screen there is correct.
The trades opened are not correct.
the end of the state is just the close of the bullshit.
and real - 30% in two days - that's what I was aiming for:
we are not afraid of any trend, now let's go !!!
;)
in short, two days.
the last 50 deals are the shorts from the previous days, they closed on the plus side
the beginning of the state (to the 24th) is how it goes
now let's discuss
1) no, there is zero
2) There is a triangle, it's a real bummer to beat it. But if it succeeds, it is the end of the search, because...
You end up with a trend system, for which any movement = a trend
Strange things you say though. Why the triangle? You can tell right away that any price movement of any currency pair = trend. What does this have to do with the search finish...
Regarding zero. Zero will be if the spreads are zero and all buying and selling is instantaneous, rates don't have time to change. Then, for instantaneous values of the rates, and even such that Ask=Bid, zero is obtained. Directly from the ratio differentiation formula:
(EU means EURUSD, EG means EURGBP, GU means GBPUSD) : d(EG) = d(EU/GU) = d(EU)/GU - EU*d(GU)/GU^2 => GU*d(EG) - d(EU) + EU*d(GU)/GU = 0; (*)
This equality means zero in the case of three consecutive transactions with volumes having the same purchasing power (spatial arbitrage).
We have 100 thousand USD. We buy GBP for all GBP, then we buy EUR for all EUR, then we buy USD for all EUR. We obtain the same amount of 100 thousand USD, if exchange rates have not changed. Lots in these 3 trades are calculated by coefficients in (*) L1=1/GU; L2=L1/EG;L3=L2*EU=1;
For an example without formulas, see https://www.mql5.com/ru/forum/366487/page44#comment_21819394 in the same thread.
only the screen with the indicator is correct
the trades opened are not correct
the end of the stats is just the closing of this shit
And the real - 30% in two days - that's what I was aiming for:
we are not afraid of any trend, now let's go !!!
;)
Good luck Rena)!
Maybe it finally smiled on you)
However, what you are saying is strange. Why a triangle, you can tell about any currency pair immediately that any movement of its exchange rate = is a trend. What does the search finish have to do with it...
Regarding zero. Zero will be if the spreads are zero and all buying and selling is instantaneous, rates have no time to change. Then, for instantaneous values of the rates, and even such that Ask=Bid, zero is obtained. Directly from the ratio differentiation formula:
(EU means EURUSD, EG means EURGBP, GU means GBPUSD) : d(EG) = d(EU/GU) = d(EU)/GU - EU*d(GU)/GU^2 => GU*d(EG) - d(EU) + EU*d(GU)/GU = 0; (*)
This equality means zero in the case of three consecutive transactions with volumes having the same purchasing power (spatial arbitrage).
We have 100 thousand USD. We buy GBP for all GBP, then we buy EUR for all EUR, then we buy USD for all EUR. We obtain the same amount of 100 thousand USD, if exchange rates have not changed. Lots in these 3 trades are calculated by coefficients in (*) L1=1/GU; L2=L1/EG;L3=L2*EU=1;
For an example without formulas see https://www.mql5.com/ru/forum/366487/page44#comment_21819394 in the same thread.
Yes, a fully balanced triangle is impossible. I posted a screenshot here. Strong imbalance is obtained at night when spreads are widened.
However, what you are saying is strange. Why a triangle, you can tell about any currency pair immediately that any movement of its exchange rate = is a trend. What does the search finish have to do with it...
Regarding zero. Zero will be if the spreads are zero and all buying and selling is instantaneous, rates have no time to change. Then, for instantaneous values of the rates, and even such that Ask=Bid, zero is obtained. Directly from the ratio differentiation formula:
(EU means EURUSD, EG means EURGBP, GU means GBPUSD) : d(EG) = d(EU/GU) = d(EU)/GU - EU*d(GU)/GU^2 => GU*d(EG) - d(EU) + EU*d(GU)/GU = 0; (*)
This equality means zero in the case of three consecutive transactions with volumes having the same purchasing power (spatial arbitrage).
We have 100 thousand USD. We buy GBP for all GBP, then we buy EUR for all EUR, then we buy USD for all EUR. We obtain the same amount of 100 thousand USD, if exchange rates have not changed. Lots in these 3 trades are calculated by coefficients in (*) L1=1/GU; L2=L1/EG;L3=L2*EU=1;
For an example without formulas see https://www.mql5.com/ru/forum/366487/page44#comment_21819394 in the same thread.
I confirm - https://www.mql5.com/ru/forum/366487/page44#comment_21819394 is the most accurate explanation of the lot size. Why the lots are the same at closing (0.05) - I do not understand. And don't forget about the swap - it affects us noticeably
Yes, a fully balanced triangle is impossible. I posted a screenshot here. The strong imbalance comes out at night when the spreads widen.
Just what i was looking for ;)
this kind of calculation is a bummer.
balance is zero, it's a fact.
not 0+/-(0.0000000000000001), but always 0.00000000000000000, no matter where the price goes - I don't care, you can move it anywhere !
Thanks to this work of the electronic markets, their owners can safely eat spreads, swaps, commissions, stops and other gifts from traders
you can just put the money you earned from a trader on the real account in your pocket!
you can withdraw any trader like two fingers on the pavement
--------
ahahahaha
© new-rena
Good luck Wren!)
Maybe she's finally smiling at you)
Sync by honeybunny
A basic TS that gives you the opportunity to make money on SB :
.
When taking into account "thin" settings, leading to a complication of the basic TS, the share of losing trades is reduced. In the limit the share of losing trades tends to zero, but the TS becomes much more complex.
for
Exactly this algorithm (with minor additions) was used by me in the branch"Random Walking" when demonstrating an opportunity to make money on SB
Here is just one example of the many examples given there :
Try to get rid of stereotypes that impose a false understanding.
The discussion in this thread brought back an old story that happened to me back in the days of the Tsar-Gorokh. I had a friend who "finished forging and two plans to get rich" during the day, and in the evening plunged into sweet dreams of getting rich. He planned to get rich by playing Sportlotto. The system was iron-and-concrete, just like the shop where he worked: all balls were the same and fell out at random. So the chance of each ball falling out is the same. So the balls should fall out more or less evenly. So if a number hasn't fallen out for a while, it should fall out soon. So these are the numbers that haven't fallen out for a long time and should be bet on. My timid remarks that the balls have no memory and don't know when they've fallen out before, so the probability of their occurrence doesn't depend on the pre-history, were subjected to ridicule. A secret notebook with tables, calculations and graphs was extracted and, with figures in hand, I was shown how wrong I was. I remember not objecting too much. One should not be deprived of the Dream.
Here is your reasoning on page 62:
And this is the reasoning you call a rigorous mathematical proof of the impossibility of "making money from SB" ???
Also, the"hurst" is completely out of place.
I tend to trust mathematics rather than such assurances.
And I'll let the stupidity of your last paragraph pass me by.
Oleg, I understand your feelings. You've spent a lot of time working on a TS capable of making money on SB, and that possibility is disproved by the one short line I cited earlier. And it is a rigorous mathematical proof.
Do you want a more detailed explanation? Be my guest.
Consider SB, for example, for certainty in the form of a symmetrical coin flip. We start with zero, the result (eagle/rice) adds/subtracts one. And these 'quotes' way will be publicly available. And you, Oleg, let's say you open/close positions on your oscillator (if you remove the zero frequency in the price conversion, as you have, you get an oscillator). And Alexander opens/closes a position on the crossing of his channel by the price.
The public quotes under consideration are the general population (GS) with MO=0. When you open and then close a position, you sort of cut a segment from the MS. This is a sample. And the financial result of such a trade is equal to the sampled MO. And the sampled MO is equal to the MO of HS, in our case 0. Note that it does not matter how the sample is formed. And there is no way to form a sample so that the sampled IR is not equal to zero.
All of the above, however, does not negate the possibility of making money on a particular sample or even on a sequence of samples. Moreover, the balance in SB trading does not have to hover around zero. According to the law of arcsinus this situation is the most unlikely. This state of affairs greatly confuses novice researchers, who prove their case by means of a model experiment.