Repetitive patterns and other patterns - page 31
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Well, it's very simple. Plot the BP of the price differences and the measures of the average. Then plot the probability (number of repetitions) distribution of values of this BP.
Who will have a higher RMS and thinner tails - that is better for trading.
P.S. The main thing is not to be stupid and not to investigate the goodness of the average around the clock. Because one average can be great for the day time, and another one - for the night time. In general, you can classify the averages as well.
Thank you! I think you must mean checking the quality of some smoothing price filter, as I understood it; detrended series or oscillators have little in common with the price, especially if they are scaled and the difference distribution will mean something absolutely strange.
It is interesting to check the quality of signals to the ideal ones, obtained for example with ZigZag on the lap. And thus compare the simple MACD and the no-lag one from Andrey Voytenko.
perepel: Лаг дествительно отсутствует.
There is no such thing as a no-fly turkey. If it's faster somewhere, it's slower somewhere, or it's not in the game at all.
Thank you! You probably mean to check the quality of some smoothing price filter, as I understand it, while a detrended series or some oscillator seems to me to have little in common with the price, especially if it is scaled and the difference distribution will mean something quite strange.
It is interesting to check the quality of signals to the ideal ones, obtained e.g. with ZigZag on the lap. And thus compare the simple MACD and the no-lag one by Andrey Voytenko.
You are overcomplicating things. To compare any indicators, you just need to write a TS for each indicator (or a combination of indicators, which is also an indicator). The essence of an indicator is not the visualization, but the signals. I.e. the TS itself.
Well, the TS are compared elementary - run in the optimizer each TS and compare them according to different optimization criteria. Which ones you think are more important and where they are better - there and the TS (indicator) is better.
You are making things a bit more complicated. To compare any indicators, you just need to write a TS on each indicator (or a combination of indicators, which is also an indicator). The essence of an indicator is not the visualization, but the signals. I.e. the TS itself.
Well, the TS are compared elementary - run in the optimizer each TS and compare them according to different optimization criteria. Which ones you think are more important and where they are better - there and the TS (indicator) is better.
I have little experience in this field. I just don't have much experience and I go from one extreme to another. If I'm convinced that they are indicators for beginners, I will hear an even more convincing opinion that I use indicators to model my TS and then I will reach a conclusion that professionals don't need them and they should only use patterns on PriceAction, again and again .... I have already paid for two consultations, it is very interesting, but it appeared to be that I have not got more unambiguousness for money, but I have got more polyvalence.
I just have heard for several times, in particular from you, different statements about the standard tester and the necessity of its research methodology that I have not decided whether testing is good or bad. And or TS needs to be tested in different platforms to be sure.
There is no such a thing as an unprejudiced tool. If it is faster in some areas, it means slower in others or it may be completely out of sync.
I see, I will try to use the indicator to get signals and test them.
Enclosed is a test indicator and macdac signals(for example) which draws a cumulative accumulation sum\s depending on the price and signal timeseries.
For comparison and standardisation of research.
testing is good or bad. And/or TC needs to be tested in different platforms for validity.
Testing is very good. Optimisation is even better. Only take quotes from leading ECN/STP platforms. They are not stupid, and not only give the M1 Bid-history in MT4, but also there Ask and Avg-histories, fully synchronized.
Research in the matrices is important. But to reject an idea without testing - you need to know very well not to draw the wrong conclusion.
Enclosed is a test indicator and macdac signals(for example) which draws a cumulative accumulation sum\s depending on the price and signal timeseries.
For comparison and standardisation of research.
Hallelujah! Thank you! That's exactly what I've been asking for months. All that is left is to learn how to quickly build TS signals using indicators. I would very much like to see the comparison of the MACD of Andrey Voitenko and classic one.
Testing is very good. Optimisation is even better. Only take quotes from the leading ECN/STP platforms. They are not stupid, and not only give the M1 Bid-history in MT4, but there are also Ask and Avg-histories, fully synchronized.
Research in the matrices is important. But to reject an idea without testing - you have to be very knowledgeable not to draw the wrong conclusion.
Thanks for the clarification, however I am still confused by continuous dissatisfaction with the standard tester , for example in a branch. Apparently I should learn to make my own one at least as an additional source of verification of a common mt5. I'm not mature enough to investigate matte packs yet, I'm trying to solve it with mt5 tools.
Here's another ZeroLAG MACD formula from the excellent Andrey Voytenko:
ZeroLAG MACD(i) = (2*EMA(Close, FP, i) - EMA(EMA(Close, FP, i), FP, i)) - (2*EMA(Close, SP, i) - EMA(EMA(Close, SP, i), SP, i)) ;
ZeroLAG MACD Signal(i) = 2*EMA( ZeroLAG MACD(i), SigP, i) - EMA(EMA( ZeroLAG MACD(i), SigP, i), SigP, i);
It will be interesting to see what advantage it has over a normal one. No lag indeed.
Really a much more effective formula. Andryusha is brilliant.
Subspread too, slightly only better than normal. You can of course put seasonal filters on, which will improve performance, but pure plummer. A lot of noisy signals which = big costs.
On a scale of 10 for 3.
ZSY I think Andrey Voytenko will not appreciate such a flippant attitude to him ("gorgeous Andryusha") May try to track him down and punish him.
Subspread too, slightly only better than normal. You can of course put seasonal filters on, which will improve performance, but pure plummer. A lot of noisy signals which = big costs.
On a scale of 10 for 3.
SZY I think Andrey Voytenko will not appreciate such a flippant attitude to him ("gorgeous Andriusha") May try to track him down and punish him.
Excuse me, but may I justify what I said (about nonlagMACD)?
I would also like to see your entire rating, without the details of secret algorithms, of course.
At least the TS rating for conventional indicators and for unusual indicators, just in the form of curves without the algorithm.