Yes, I see that there's a variance. That can mean that you get more or less than expected. However, this variance doesn't change the mean/expected value ...
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Disliked{quote} Hi Ivanyo. Your chart example above (while good) gives a clue as to why you are sitting in trades so long. If you look at the sequence of your MAs as you enter, you have the 50 over the 200 over the 10. Now, if you look just slightly farther on, you will see that we get the 200 over the 50 over the 10. Notice how here, the candles don't go back up and close over the 10 but close below and we then get a much stronger drop away? Now, of course, you will likely get a lower entry (in fact you will get a lower entry) most of the time but the...Ignored
Disliked{quote} The detail you point with the MA's is of little notice in my opinion,you have a slope down hard 10 ma which means selling pressure. I would sell the break of the bigger MA before that and stack like no tomorrow. Is this SYS keep saying all the time,be aggressive. In the entry of the chart i would place a buy if the top was break for a reverse to the mean but with ONLY one position. And put a sell around where you point with NO stack as price has travel much,if break the low with momentum i would add a second order, with the security of profit...Ignored
Disliked{quote} Good post. Do you think an edge-less (i.e. 50:50 win/loss negative-sum system before spreads) could be converted into a profitable with proper trade or risk or money management? In my findings also, most presumably profitable systems I tested (systematically) resulted in a 48%-52% range leading me to believe the following: For every profitable trade, there is almost always going to be a losing trade For every stop loss hit, there is also always going to be a corresponding take profit For every statistically proven profitable entry, there...Ignored
Disliked{quote} you can boost a system that is just under break even or at break even, it’s just you can easily burn yourself in doing so and you need significantly more resources, occurrences and time in order to do so. the main reason being, a 0.1% edge vs a break even strategy will behave extremely differently during the extreme scenarios and every 0.1% change produces drastic change in how things behave during those scenarios and over 100,000s of occurrences. A 0.1% negative edge, will change the behavior during those periods so much, that it can often...Ignored
Disliked{quote} i know it seems like that would be the case, but because the count of wins and losses will folllow a geometric Brownian motion themselves(along with price) it is extreme rare that after 100 trades the losses and wins will equal each other. That is because in these sample sizes, we will see an arcsine distribution instead of a Gaussian one. if this wasn’t the case we could easy just find over supply of losers within a series and bet it will even out before the 100 trades are up. probabilties are some of the strangest behaving things and that...Ignored
Disliked{quote} I mean, if you'd put your SL for the above experiment from 40 pips to 33 pips (we round the number 32.9), i.e. you decrease the size of the losers by (40 - 33)/40 = 17.5 %, you'll only see 10 % less winners.Ignored
Disliked{quote} Hi! Sorry, I did not understand what is the point of it? There will be 450 winners with 450 * 40 = 18 000 pips and 550 losers with 550 * 33 = 18 150 pips. In the end of the day is loss 150 pips. Trading costs are excluded. Where is the edge? I did not get it.. Your equity curve may be very different on every series of running the tests and getting the trades with random. SPIgnored
Disliked{quote} Hi! Sorry, I did not understand what is the point of it? There will be 450 winners with 450 * 40 = 18 000 pips and 550 losers with 550 * 33 = 18 150 pips. In the end of the day is loss 150 pips. Trading costs are excluded. Where is the edge? I did not get it.. Your equity curve may be very different on every series of running the tests and getting the trades with random. SPIgnored
Disliked{quote} Dear Scrubpip, Let a master break it down for you. You're looking to manually stop yourself out at 15 pips. 33-36 range is for emergency stops such as having to fluff your fedora before assisting m'lady. 550x15 = 8250 You'll still be ahead 10,000 pips or so. {image}Ignored
Disliked{quote} You're looking to manually stop yourself out at 15 pips. 33-36 range is for emergency stops such as having to fluff your fedora before assisting m'lady. 550x15 = 8250 You'll still be ahead 10,000 pips or so.Ignored
DislikedHey Sis, I've got my head around the system (i think) It's the stacking of entries i'm confused with. It appears in your first pic, that all your TP's are the same level, 4 pips higher than your last entry. So, correct me if i'm wrong, but in terms of stacking, say you enter long on one of the 7 entry signals, you set a 4TP and 36 SL, a few candles goes by, price goes up down but doesnt take out your TP. As a result of this the MA's catch up and a new different entry signal occurs. So you place another trade, and set a TP of 4 Pips. Now you have...Ignored
Quoting AntiCre;Disliked{quote}
I'll explain one way how you could boost your results. However, instead of looking at prize-MA crosses, I use fixed numbers.
First we want to perform and experiment. We randomly enter trades (i.e. the direction to which you trade is random) with a 40 pips TP ...Ignored
DislikedSo yesterday was a learning day for me - news all over the place and I knew it (heck, I even posted here in the morning to warn people). Probably going to not trade on days there is news moving forward to be honest. {image} Also, cut your losses. Sitting on a trade >15 pips hoping that it will come back is fighting a losing battle. Important to keep your mindset relative when trading - it's not win or lose. It's win or learn - learn from your mistakes and move forward. Don't make the same mistakes again.Ignored