A topic for traders. - page 119

 
Aleksei Stepanenko #:

Vladimir, there's really one important question here: do the deals have normal feet?

That way you can pinch for a long time with or without a long leash. But you understand: statistics are inexorable - without a proportionate stop a fat moose will come.

The stops are virtual. Goody once suggested the idea of setting stops as a percentage of the loss to the deposit. I liked that idea. Stops within 20% will be enough to protect the deposit. One has only to take into account the size of the deposit, percentage of the margin involved, and instrument volatility.

But I do not allow even such a variant because the wave system warns of the further behavior of the price and the orders are not opened in a dangerous direction.

The tweaking is cool. It shows an understanding of the market as a whole even on white noise.

I even worry if a black swan arrives, I will quickly and effortlessly recover my losses using experience and my trading skills.

Well, you should not keep all your eggs in one basket. That's the way it is.

 
Sergey Gridnev #:
And the channel is closed for what reason?

It was misused for its intended purpose.

I will think about how to support this endeavour in another reliable way, so as not to disturb the principle of ICL channels.

The topic is interesting, we will soon continue in a new form.

 

Here one guy, at least piss on his forehead, he will say that it is seawater))

Showed everyone a picture from the real, and he shouts at the whole world that this is"liar-false prophet" and his shirt is not the same and can not buy a decent suit and is photographed in tights.

What does a suit have to do with a detailed report?

It's hilarious, guys.)

Is that what capitalism does to a man? ))))

But dudes like this will draw attention to the branch. People will take their minds off the market's blows. Smile at least.

 
Uladzimir Izerski #:

Here one guy, at least piss on his forehead, he will tell you that it is seawater))

Showed everyone a picture from the real, and he shouts at the whole world that this is"liar-false prophet" and his shirt is not the same and can not buy a decent suit and is photographed in tights.

What does a suit have to do with a detailed report?

It's hilarious, guys.)

Is that what capitalism does to a man? ))))

But dudes like this will draw attention to the branch. People will take their minds off the market's blows. Smile at least.

I was wrong, guys, the correlation doesn't work. Your system, Vladimir, on the other hand, is much better than Vitaly's. The correlation may not work. THE CORRELATION DOES NOT WORK!
 
osmo1709 #:
I was wrong, guys, the correlation doesn't work. Your system, Vladimir, on the other hand, is much better than Vitaly's. The correlation may not work. CORRELATION DOESN'T WORK!
Vitya Music will be offended.
 
Vladimir Baskakov #:
Vitya Music will be offended.
It doesn't work because correlated pairs may not converge. If there was co-integration you could trade, with co-integration they always converge. But there is no cointegration in the financial markets.
 
osmo1709 #:
It does not work because correlated pairs may not converge. If there was co-integration, you could trade; with co-integration, they always converge. But there is no cointegration in the financial markets.
That's what you were told right off the bat
 
osmo1709 #:
It doesn't work because correlated pairs may not converge. If there was co-integration, you could trade, with co-integration they always converge. But there is no cointegration in the financial markets.

Right. I see it that way too. Correlated instruments on the fund can work for a while.

 
Uladzimir Izerski #:

Right. I see it that way too. Correlated instruments on the fund can work for a while.

Correlation works temporarily, and then for hedging/safety you can put stops with TP=300, SL=50 up and down on a cross, so that the minus is covered by profit from buy stop and sell stop. I just put out a grid of orders 8 buy stops and sell stops with sl=50, no take. After 3 weeks from $80 it was $600 - the stop grid set up using the script works. It can be used to hedge the time correlation when it diverges significantly. Here it is minus and there it is plus.
 
osmo1709 #:
It works temporarily, and then for hedging/insurance we may place stops with TP=300, SL=50 up and down on cross, so that the minus is covered by profit from buy stop and sell stop. I just put out a grid of orders 8 buy stops and sell stops with sl=50, no take. After 3 weeks from $80 it was $600 - the stop grid set up using the script works. It can be used to hedge the time correlation when it diverges significantly. Here it is minus and there it is plus.

Any TS, if you work on it, will be profitable.

I have a different approach to TS. I cannot suggest any good ideas. It is Vitaly who can elaborate on this issue.

Reason: