Average Up on Strategy Performance

Neither averaging up nor averaging down works. The market's interest is in decimating open positions for profits. Once the size of the averaged-up position or the averaged-down position reaches a certain size, the market will be incentivised to move against it. You would be begging the market to do it by giving it your money.

People using the demo account performance as a guide for real account performance is laughable. The market doesn't care about your demo money - those can't be converted to real lunches.
 
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ExperiencedJoe said:
Neither averaging up nor averaging down works. The market's interest is in decimating open positions for profits. Once the size of the averaged-up position or the averaged-down position reaches a certain size, the market will be incentivised to move against it. You would be begging the market to do it by giving it your money.

People using the demo account performance a guide for real account performance is laughable. The market doesn't care about you demo money - it can't be converted to real lunches.
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Okay the market isn't a LIVING THING, it doesn't incentivise anything, it just moves up and down based on supply and demand, nothing more.

Your a total BS Artist!!
 
Turveyd said:
Okay the market isn't a LIVING THING, it doesn't incentivise anything, it just moves up and down based on supply and demand, nothing more.

Your a total BS Artist!!
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To you, the market is a roulette wheel. It produces black or red.
 
Ok, so I tend to believe that the market is somewhat of a living thing, or at least a personified thing that exhibits different behaviors at different times(if we only believed in red/black and that each tick was independent of the last, then there would be no point in ever looking at historic support/resistance). During some of these market behaviors, I am profitable - such as price trending behaviors.

I believe that because of this, I see strings of losing trades and strings of winning trades when evaluating strategy performance. Averaging up is the wrong description - but is it not a reasonable theory that continued trading after a profitable trade will result in higher probability of additional profitable trades whereas ceasing trading of the same strategy after a losing trade and waiting for the strategy to make a profitable paper trade before re-entering live could cut out multiple losing trades?

Just adding to the discussion...
 
Here2learn said:
Ok, so I tend to believe that the market is somewhat of a living thing, or at least a personified thing that exhibits different behaviors at different times(if we only believed in red/black and that each tick was independent of the last, then there would be no point in ever looking at historic support/resistance). During some of these market behaviors, I am profitable - such as price trending behaviors.

I believe that because of this, I see strings of losing trades and strings of winning trades when evaluating strategy performance. Averaging up is the wrong description - but is it not a reasonable theory that continued trading after a profitable trade will result in higher probability of additional profitable trades whereas ceasing trading of the same strategy after a losing trade and waiting for the strategy to make a profitable paper trade before re-entering live could cut out multiple losing trades?

Just adding to the discussion...
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many casinos in Las Vegas post on a board near the Roulette table how many times red has come up in a row. A lot of gamblers like to bet on it. Some bet on the trend, others like to fade.
 
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