A draining trend of the Championship. - page 8

 
Michel_S писал (а):
If it were that simple and obvious, all brokers would have been doing it a long time ago. I think it has occurred to them at one time or another, but there's got to be a problem somewhere! I wish I knew where... :))
Apparently in the dynamics of the market. It is not static, and the amplitude and phase of waves is constantly changing.
For example, let's take primitive EAs based on crossovers of moving curves or MACD and CCI.
They are usually optimized at some interval of time and leave the period parameters unchanged.
The frequency and amplitude are always changing, as well as the optimal period. So, you can keep it straight or vice versa, most of the time, with some minor exceptions, it will not fit the optimum. The same thing with the amplitude ones - if a trailing stop or a stop triggered, you can reverse it. The amplitude changes all the time and so does the optimum pivot value.
Apparently this problem cannot be solved using such simple methods. So the conclusion is that we need a holistic analysis of different waves and their projections, like a short-term forecast, because even adaptive systems like AMA lag. Or if more complicated, multilevel analysis of waves from small to large. Here, the harmonic wave analysis should not be confused with Eliot's "wave analysis", which also mostly does not fit the market dynamics, although it is slightly better than static systems.
Oh wrote all this and sighed myself, is it all possible to overpower?
 
ANG3110 писал (а):
Michel_S wrote (a):
If it were that simple and obvious, all brokers would have been doing it a long time ago. I think the thought had crossed their minds at one time or another, but there's a dog in the ground somewhere! I wish I knew where... :))
Apparently in the dynamics of the market. It's not static, and the amplitude and phase of the waves are always changing.
Then we can reason further. Does the variability of the amplitudes and phases of the waves have a pattern? I doubt it - the market is spontaneous. Then what gives a complex system for the analysis of these waves? Again, it will reveal the pattern of CHANGE in the waves, but on history. It is like speed and acceleration. If speed is unstable, then there is acceleration. And if acceleration is unstable? Then there's acceleration of acceleration. And so on to infinity. If there is any stability at all in a spontaneous market... We should not look for patterns in the past, but for a strategy of trading on the spontaneous market. For example. Who has ever thought to look for a pattern of puncturing a car tyre? Although there is a pattern. They took a different route. They develop a strategy of behaviour in case of a punctured tyre.
Or am I wrong?
 

Conclusion: The best strategy is TO BE A BROKER! :)

 
Michel_S писал (а):
You should not look for patterns in the past, but for a trading strategy in a spontaneous market. For example. Who has the sense to look for a pattern of puncturing a car tyre? Although there is a pattern. They have taken a different route. They develop a strategy of behaviour in case of a punctured tyre.
Or am I wrong?
Well, maybe with this method you can make a "survivor EA" or "war", but I think you will hardly make any serious money. In fact, what I've written about wave analysis is not an idea, it's already been tested in practice, and it works well. I've tried so many times, I either got confused or tired, and had to suspend it. Michel S - you're not in a good mood today... Maybe you're tired? Something's got you down a bit. Or maybe I'm seeing things wrong...
 
Ronen:

Conclusion: The best strategy is to BE A BROKER! :)

Ronen scratched his head and came to an ingenious conclusion. To be free from material oppression you have to become an exploiter. Well, by rearranging the places of the terms in a long time, the sum does not change - like for everything you have to pay, or everything must be earned.
 
ANG3110 писал (а):
Michel S - you're out of sorts today... Maybe you're tired? You're a little down. Or maybe I'm seeing things wrong...

I'm not sure what you mean.
 
Michel_S писал (а):

I'm not sure what you mean by that.
Well, you usually talk quite deeply, but now about strategies, it's a bit superficial.
 
ANG3110 писал (а):
Michel_S wrote (a):

Not quite sure what you mean by that?
Well, you're usually quite profound, but now about strategies, it's a bit superficial.

Yeah... It's certainly late in the day.
 

It sounds right, but in fact, as many times as I tried to flip (look for inverse patterns, tweak, optimize ... etc.) plum
Experts have seldom had anything useful :(


If the average loss is less than 10 pips, a reversed EA will naturally lose too.
And, as everyone knows, one cannot flee alone, one needs to make a "losing" portfolio.
As for the time being, it would be interesting to calculate the current average loss in pips of all the participants. i think it may be even less than 10 pips, but the increased risks may just speed up the rate of loss.
 

If it were that simple and obvious, all brokers would have been doing it a long time ago. I think it has occurred to them at one time or another, but there's got to be a problem somewhere! I wish I knew where... :))

For brokers it is much easier, the statistics on the best and worst traders is at their fingertips.