My road to Heaven

Discussion in 'Journals' started by Evgeniy, Nov 11, 2019.

  1. Overnight

    Overnight

    Yes sir.
     
    #11     Nov 11, 2019
  2. Evgeniy

    Evgeniy

    Friends, closing the linguistic aspect, I will say: "The discrepancy between theory and practice in practice is greater than in theory")) In a DOM, all languages are equal.

    Psychology

    Results are determined by actions --> Actions are determined by decisions --> Decisions are determined by thoughts --> Thoughts are determined by condition.

    At the heart of everything that happens in a person’s life is his condition. Psychologist Mikhail Labkovsky calls the six rules of a stable psyche:

    1. Realize what you want to do.
    2. Do not do what you do not want to do.

    3. Immediately talk about what you do not like.

    4. Do not answer when not asked.
    5. Answer only the question.

    6. Finding out the relationship, talk only about yourself.
     
    Last edited: Nov 12, 2019
    #12     Nov 12, 2019
  3. Evgeniy

    Evgeniy

    Tasks for week #46

    1. Draw a detailed map of the setups in writing.
    2. Assemble and set up the main workplace.
    3. Collect backtest statistics for this week.
     
    #13     Nov 12, 2019
  4. d08

    d08

    I can read cyrillic quite well. I cannot really speak or understand besides a few common words. Then again, I took it in school.
     
    #14     Nov 12, 2019
  5. .sigma

    .sigma

    Sounds like a sweet week.

    Can you expound more on these backtest statistics you speak of? Thanks!
     
    #15     Nov 12, 2019
    Evgeniy likes this.
  6. Evgeniy

    Evgeniy

    Psychology

    Reading the Karen Pryor book on animal and human training, I clearly understand that the role of the trader in the market should not differ from the role of the trained animal. If you want to be full, follow the trainer's signals correctly.

    Karen says that full control through incentives is determined by four stipulations:

    1. Behavior is always carried out immediately after applying a conditional stimulus.
    2. Behavior never occurs in the absence of stimulus.
    3. Behavior is never observed in response to other stimuli.
    4. No other behavior arises on a given stimulus.


    Only when all four conditions are met, does the dog-trader really fully and finally understand the team for the trade))
     
    #16     Nov 13, 2019
  7. Evgeniy

    Evgeniy

    Mechanics

    There are 3 motives for the operation with a position in the DOM (Open, Close with profit, Close with loss), 6 groups of participants and 12 types of activity.

    Sellers:
    - Short Open (SO)
    - Long Close with profit (LCp)
    - Long Close with loss (LCl)


    Buyers:
    - Long Open (LO)
    - Short Close with profit (SCp)
    - Short Close with loss (SCl)

    [​IMG]
     
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    #17     Nov 14, 2019
    studentofthemarkets likes this.
  8. Evgeniy

    Evgeniy

    Practical neuropsychology

    - Kelly McGonigal "The Willpower Instinct"
    - Alekseev A.V .: "Overcome yourself! Mental training in sports"

    Interestingly, Kelly says that prayer is one way to relieve stress properly. Therefore, the "Buy and Pray" strategy is very scientific))
     
    #18     Nov 18, 2019
  9. Evgeniy

    Evgeniy

    Backtest # 47
    Part 1. General assessment of the basic concept.

    Directional trading with a hard stop and take.

    a) If there is an edge in the idea, then for RR=1 {RR=takeprofit/stoploss} %+ of deals there should be more than 50% and the profile %+ = f (RR) should be better than the theoretical one. In the market, in my optimistic opinion, when the amplitude of movement is doubled, the frequency of its appearance decreases by four times, i.e. quadratic dependence.


    Backtest results:
    Pic 02.png
    Net price movement (no commission or execution):
    Pic 03.png
    For RR=1 %+ it is 68-69%. Edge is.

    b) PnL for 1 сontract per day = f (%+):
    Pic 04.png

    c) Theoretical risk assessment.

    Count on the third sigma and increase 1.5 times:

    Pic 05.png

    We build the profile of risk increment to profit increment when changing the amplitude of the take:
    Pic 06.png

    Сonclusions:
    - Edge is;
    - Previously, for CL small takeprofits, for BR elevated takeprofits;
    - Make differentiation according to setups.
     
    #19     Nov 24, 2019
  10. Evgeniy

    Evgeniy

    Backtest #47

    Part 2. Differentiation by setups.

    Pic 07.png
     
    Last edited: Nov 27, 2019
    #20     Nov 27, 2019