random walk theory
TRANSCRIPT
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Fabio PACCHIONI & Stefano GIANTI
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• Strong Form
Semi-Strong
Weak Form
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No Profit
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€100.00 Testa: +3% Croce: -2,5%
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Entrambi i risultati sono possibili se si ripete più volte l’esperimento che consiste in circa 60 lanci, confermando la teoria del random walk!
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Strong Form
Semi-Strong
Weak Form
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• Non richiedono di avere una previsione sulla direzione del mercato
• Lavorano molto bene in mercati laterale
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Prezzo Ordine Livello Caso 1 Caso 2 Caso 3 Caso 4 Caso 5
TPL 1,1100 200 80 -60 -220 -400
1,1080 Buy stop 4 1 20 1 20 1 20 1 20 1 20
1,1060 Buy stop 3 1 40 1 40 1 40 1 40 1 40
1,1040 Buy stop 2 1 60 1 60 1 60 1 60 1 60
1,1020 Buy stop 1 1 80 1 80 1 80 1 80 1 80
20 1,1000 0
1,0980 SellStop -1 1 -120 1 -120 1 -120 1 -120
1,0960 SellStop -2 1 -140 1 -140 1 -140
1,0940 SellStop -3 1 -160 1 -160
1,0920 SellStop -4 1 -180
TPS 1,0900
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Caso di ritracciamento 100%
1
2
3
Operazioni 1 2 3
Buy1 0 open +100 close
Sell1 0 open -100 0 close
Buy2 0 open -100 close
Sell2 0 open +100 close
Totale 0 +100 +100
Grid = 100
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7 livelli
Operaz 1 2 … 6 7 8
Buy1 0 +100 C
Sell1 0 -100 -500 -600 -700
Buy2 0
Sell2 0 -400 -500 -600
…… …..
Buy7 0 +100 C
sell7 0 -100
buy8 0
sell8 0
Totale 0 +100 (-100) +500 (-1500)
+600 (-2100) +700 (-2800)
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01.03.2016 – 31.05.2016
01.06.2016 – 30.06.2016
Brexit
6/4/16
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Dal 15 luglio Live 24/7
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