The idea has been plaguing me for a long time. - page 3

New comment
 
Uladzimir Izerski:

It's an interesting comparison. We in the market are in this situation all the time.

But the crowd starts to fall apart at some point. Who's going to push us around?

By the way a really interesting comparison. Not complete, but interesting

but then those who go from predetermined place to place (according to personal needs) are analogous to non-market-dealers, those who make transactions simply because they need to, they do not much (to some extent) care about the profit/loss of the transaction - they earn and lose in other places.

and there are those who are beckoned by the big crowds, and the "transfer stations" are our fellow derivatives speculators

 
Uladzimir Izerski:

It begs the question. Who's pushing the market? The minnows or the bigs?

The less liquid the market, the greater the influence of the big deals. The more participants, the lower the influence of the individual player. Imagine: a crowd of a million people. And the weight of one person ranges from 10 to 1000 kg. Of course, the influence of the one who weighs a ton is high, but he won't be able to change the direction of the crowd by himself. All the more so, everyone's trying to get to the centre. And yes, all the big men will gather closer to the centre, but they will create big gaps and the light, nimble people will trickle in there. And then there's the competition between the big guys, too. It may turn out that a very clever 100 kg person will constantly draw the stupid fat people out of the centre.
 
Maxim Romanov:
It will not fall apart, if you add the condition that the centre is the best place, then all people will aim for the centre. But will constantly go to the right and to the left. As a price, forward and right/left.

Yep.))

I mean . That's right.

Someone's going forward and the price has already turned around.

...

 
Uladzimir Izerski:

The idea has been plaguing me for a long time. How to create at 0 bar the most actual solution. I.e. to exclude bounces when crossing something, trend, MA.

NormalizeDouble(MA,Digits-N);

The greater N is, the less and less frequent are the changes.

 
Maxim Kuznetsov:

By the way, it's a really interesting comparison. It's not complete, but it's interesting.

But then those who travel from predetermined places to places (according to personal needs) are analogous to non-market-dealers, those who make transactions simply because they need to, they do not much (to some extent) care about the profit/loss of the transaction - they earn and lose in other places.

And there are those who are beckoned by the big crowds, and the "transfer stations" are our fellow speculators of different derivatives

This is where the division into hamsters and predators begins, in my opinion.

There are different reasons to exchange currencies.

And speculators are a separate category for bashing.

 
Evgeny Belyaev:

NormalizeDouble(MA,Digits-N);

the bigger N , the smaller and less frequent the changes.

Makes sense. I welcome your suggestion.

Perhaps there are more new ones?

I see. After that, hardly anyone dares.

Maybe we've got some more talent.

 
I do not remember when (about 5-10 years ago), but on MOL4 I made an indicator for myself which just smooths out tick twitching on zero candle. The iMA indicator does not care about averaging ticks, or close prices, or other prices - it simply averages a set of numbers. I have created an indicator that, when attached to a chart, starts accumulating tick data into an array. As soon as the data starts to be insufficient, a moving average will be drawn. I just wanted to try it and I implemented it. I have added to user variables (extern) the possibility to specify periods of averaging of two moving averages and method of averaging, in my opinion. I just wanted to try to trade on crossover of wands drawn on tick data of zero candle. I still have this indicator alive. I have it in a cloud (unfortunately the hard drive on my laptop failed (works for half an hour and then locks), I have no money to buy another one) - it can be removed from the cloud, if I really need it. But I think the task of creating such an indicator for programmers living here is not difficult, I would say, simple as three kopecks :)
 
Uladzimir Izerski:

Yep.))

I mean . That's right.

Someone's going forward and the price has already turned around.

...

This is the result I have come to, having constructed a similar analogy. In a crowd I walk calmly and do not make mistakes, because it has a large memory effect and most of the time it moves in one direction. If the direction were to change randomly, I wouldn't be able to adapt and I'd get tossed around all the time. There are patterns and my brain adjusts to them.
For the task with averages, it all comes down to investigating the statistical characteristics of the market, identifying the pattern of price changes, and only then putting the entire algorithm into the average. But if we know all this, we do not need the average.
Long time ago I tried to filter an average using fnc, and the result was zero, it does not increase expected payoff in any way.
 
Vitaly Murlenko:
I do not remember when (5-10 years ago), but on MOL4 I created for myself an indicator that just smooths the tick twitch on a zero candle. The iMA indicator does not care about averaging ticks, or close prices, or other prices - it simply averages a set of numbers. I have created an indicator that, when attached to a chart, starts accumulating tick data into an array. As soon as the data starts to be insufficient, a moving average will be drawn. I just wanted to try it and I implemented it. I have added to user variables (extern) the possibility to specify periods of averaging of two moving averages and method of averaging, in my opinion. I just wanted to try to trade on crossover of wands drawn on tick data of zero candle. I still have this indicator alive. I have it in a cloud (unfortunately the hard drive on my laptop failed (works for half an hour and then locks), I have no money to buy another one) - it can be removed from the cloud, if I really need it. But I think the task of creating such an indicator for programmers living here is not difficult, I would say simple as three kopecks :)

This option is supposed to work. But I never got into ticks, I didn't see the point, how to accumulate them in 4k, how to use them, I don't know.

The variant from Evgeny Belyaev is much simpler, and it is not clear which is better.

 
there is another option that works. Some time ago I did a "self-learning" system based on averages. I entered simply by crossing two averages and then random. I created a population of trading systems with different combinations of averages' periods, each having a random profit and a random stop, random periods of averages and a random reaction to the crossover. Entry is also random: a fast average has crossed a slow one, so buy/sell is random. But then, successful ones lived, unsuccessful ones died and new ones with random parameters replaced them. And it worked, in the tester everything was as it was supposed to be, at first we had drawdown, then it all went to profit and then there was a stable growth of balance. We could have significantly improved the selection algorithm and the signal system. But it turns out that this solved the problem of "twitching" of the average, due to the fact that together, they made the right decision more often than the wrong one.
12345678910...17
New comment