Experiment - page 22

[sibirqk]

Maxim Kuznetsov:

Once again, the main thing: your pictures are not about diversification. you have pictures about trading with different lots at P!=0.5.

Only in the top picture (#1) the lot is big and X number of consecutive trades, while in the second (#2) the lot is smaller and X number of tens of trades.

correlation is a second matter...

There are a lot of drawbacks in such "experiments". They don't take into account simultaneity/non-simultaneousness/different density/length of trades. They don't take into account that 0 is fatal not at closing, but in the process (stop-out).
When trading on 10 tools it is necessary to consider the margin-call. We cannot do without it - equity has fallen, but we are still in the plus, and the margin is gone, and we cannot open a new order.

Man, you guys are already starting to go in circles. Let us do it again. We open 10 orders of 10$ at one time on one pair, which is absolutely equal to opening one order of 100$ on this pair. I hope you will not argue with this. Therefore, the first picture can be considered as a result of modeling 10 small orders being opened simultaneously on one pair. If we open the same small orders on 10 pairs that are not correlated with each other, we will get the second picture. These are two limiting cases. If the pairs are correlated to some extent, their modelling will be located somewhere in between.

For realization of simultaneity consider that there is some indicator, which predicts the direction of CLS-OPN closing, say, a daily bar with some probability. Then trades on all pairs open simultaneously at bar opening and close simultaneously at bar closing, for example.

About margin-call I do not understand, how it is different when the volumes are equal, on one pair or on ten.

[PapaYozh]

Yousufkhodja Sultonov:

Gentlemen, this experiment will put an end to the debate. Equity is being restored:

I got it!

Any top-up results in equity deviating from its equilibrium state in the region of zero!

Equity begins to recover, i.e., it begins to tend towards its equilibrium state=zero!

[CHINGIZ MUSTAFAEV]

PapaYozh:

I've got it!

Any deposit causes equity to deviate from its equilibrium state in the region of zero!

Equity begins to recover, i.e., it begins to aspire to its equilibrium state=zero!

This happens with any system that does not take into account statistical market balance. Simply put, you don't know what you're looking for, you get a disadvantage.

We can even develop a more efficient and simpler algorithm knowing what randomness is in fact, the principles of its formation and generally where it comes from.

But, alas.

[Renat Akhtyamov]

PapaYozh:

I've got it!

Any deposit causes equity to deviate from its equilibrium state in the region of zero!

Equity begins to recover, i.e., it begins to tend towards its equilibrium state=zero!

This is a very rare screen. Both balance and equity are falling. I think we need to mirror all the trades

[Yousufkhodja Sultonov]

Renat Akhtyamov:
This is a very rare screenshot. Both balance and equity are falling. I think we need to mirror all the trades

As a matter of principle, I will not touch anything. Let the EA sort it out on its own. I don't think it will help to turn the trades around. The market will find an antidote.

[[Deleted]]

sad success story
the ostrich position

[CHINGIZ MUSTAFAEV]

Yousufkhodja Sultonov:

As a matter of principle, I will not touch anything. Let the EA sort it out on its own. I don't think it will help to turn the trades around. The market will find an antidote.

The saddest part is that sooner or later you will stop believing in yourself, even though your method works, though not at all the way you want it to.

It's a pity.

[Uladzimir Izerski]

Спартак Угланов:

sad success story
the ostrich position

What kind of success can there be if funds only grow when you top up with your own money.

For the people of Tajikistan, replenishing even with $20 is painful.

The experiment is not a success. But YusufKhoja does not want to admit it.

[PapaYozh]

CHINGIZ MUSTAFAEV:
The saddest thing is that sooner or later you will stop believing in yourself, although your method works, but not at all the way you want it to.

That's a pity.

Because there is no way he can understand that:

1) there is no forecast with 100% accuracy, any forecast is a guess;

2) to increase the position from one level is fraught with big losses.

[[Deleted]]

CHINGIZ MUSTAFAEV:
The saddest thing is that sooner or later you will stop believing in yourself, although your method works, though not at all the way you want it to.

Pity.

And who can you trust if not yourself?)

He knows his method, he can find his weaknesses too. Improve it.