Market patterns - page 20

[Mykola Demko]

perepel:

I'm not pointing fingers, but there are allegations by some members in the thread. That it might be SB.

At least it's hard to tell from the looks of it.

But I am more interested in how to generate and test SB in Metatrader. I would like to look at the equity curve of one strategy for SB and FI and compare it.

It goes like this. Here is the general scheme, and then we need to fine-tune the statistical characteristics of indicator series and quotes.

[Andrew Petras]

perepel:

I'm not pointing fingers, but there are allegations by some members in the thread. That it might be SB.

Well at least that it is difficult to tell the difference by sight.

But I'm more interested in how to generate and test SB in metatrader. To look at the equity curve of the same strategy for SB and FI and compare.

1 True random sequences simply do not exist in nature. Radioactive decay was thought to meet the requirements of randomness, but (I may be wrong here who, it was a long time ago) Academician Shpak discovered non-random sequences in it.

A year/two ago a link to a youtube with an interview with him was posted on the 4th forum, can't find it.

You can get an idea of the problem briefly here and here.

(Pseudorandom are generated by MathRand, if fun).

2 In the market SB ends as soon as default comes. (Bank interventions are random too).

What the hell is this random wandering

http://деньги-деньги.рф/birja/chto-chertovschina-eto-sluchaynoe-27913.html

[Vasily Perepelkin]

Urain:
It's like this. The general scheme is as follows, and then you have to get fancy in fitting the statistical characteristics of the indicator series and quotes.

Holy crap!!! Really indistinguishable at all!

Thank you very much! Now I understand the reasons for my doubts.

[Vasily Perepelkin]

I'll have the nerve to ask for more hints on how this row can be tested in the tester. I wonder what the result will be...

In general it would be interesting to test basic math functions in the tester with basic strategies, trend-flat and see what dependencies they react to, and what confuses strategies, from simple to complex and to SB.

I think the author was aiming for this, if not I apologise for the offtop.

[Rorschach]

m.butya:

How about this?

It's not really that crappy. You move great, some people have been doing it for a few years and you don't have that kind of plasticity and lightness.

[Mykola Demko]

perepel:

Holy crap!!! Really indistinguishable at all!

Thank you very much! Now I understand the reasons for my doubts.

Here's another one, here you can spin the probability of a repeated tick falling out or not. It simulates market memory, so to speak.

[Rorschach]

perepel:

I'll have the nerve to ask for more hints on how this row can be tested in the tester. I wonder what the result will be...

In general it would be interesting to test basic math functions in the tester with basic strategies, trend-flat and see what dependencies they react to, and what confuses strategies, from simple to complex and to SB.

I think the author was aiming for this, if not I apologise for the offtop.

In MT4 it's easy, you can create your own tool without too much trouble

[Mykola Demko]

Rorschach:
In MT4 it's easy, you can create your own tool there without too much trouble

Remaking it in MT5 is even easier. In MQL5 getting data from an indicator is much similar to getting market data from a chart, so running the EA on indicator data instead of chart data will require minimal rework.

[Vasily Perepelkin]

Urain:
Here's another one, here you can spin the probability of a tick falling out or not falling out again. So to say, it simulates the memory of the market.

Thank you!

Rorschach:
In MT4 it's easy, you can create your own instrument there without much problems.

Don't feel like turning to rudiments.

I tried to create my own equity indicator but it did not work so far, I'm not that experienced.

[TheXpert]

perepel:

I don't want to turn to rudiments.

So far, this 'rudiment' is leading the way among platforms and has a number of advantages over MT5.