Yoghurt systems and canned systems or The relationship between trading tactics and the reliability of historical test results - page 12

 
StatBars писал (а) >>

Let's all try to find a consistent pattern together, I just wonder if all those discussing this topic will come out of this good? Together we will try to determine the optimal window for forward testing, its suitability, etc. For starters, what should we use as a signal for entry?

I am serious!

 
LeoV писал (а) >>

You mean three overtraining sessions in a year? i. e. four months?

If you mean once every four months, then YES. On average, that's how it works out. Although it was less than a month between the last two workouts.

 
StatBars писал (а) >>

I mean it!

To be serious we need to define more precisely. For example, let's look for and discuss entry points on the MA.

 
Korey писал (а) >>

To be serious, we need to define more precisely. For example, let's look for and discuss MA entry points.

That's what I'm waiting for from you. Which signal shall we investigate? I'm more inclined to MACD...

 
StatBars писал (а) >>

That's what I'm waiting for from you. Which signal shall we investigate? I'm more inclined to MACD...

I think such things should be done alone. Or at least a small group of like-minded people.

 
Well then, let's start by listing as many as we can but without the clout, and then the criticism - sorted in the order of discussion.
 

1 - Deviation of the signal line from the histogram. signals for Buy and Sell.

2 - Peak on the histogram. Peak at Buy may be above zero and may be below zero, the same goes for Sell, total 4 signals; I think this may help with classification.

3 - Intersection with zero on the histogram.

4 - Take into account the histogram peak and the area up to the intersection with zero. The area should be larger than a threshold value, or may lie within a certain interval, which can be found out later. The area is a kind of oversold level

These are the basic signals. If you have any other sensible ideas suggest them. Or let us start to criticize these signals and select the one that we believe is the best

 

Korey, you've already written down what it's called: "make a lion out of 100 cats". That's very accurate.

From time to time we hear the cry: "Come on, guys, let's all get together!" So?

Those who have something original, they will figure out if it works or not.

And those who do not have it, will not be able to do anything, even with a very large crowd.

More than one herd of elephants has already trampled in this field - known indicators and other gimmicks.

 

to Yurixx

I agree, but let's see if we have forgotten anything.

 
StatBars писал (а) >>

1 - Deviation of the signal line from the histogram. signals for Buy and Sell.

2 - Peak on the histogram. Peak at Buy may be above zero and may be below zero, the same goes for Sell, total 4 signals; I think this may help with classification.

3 - Intersection with zero on the histogram.

4 - Take into account the histogram peak and the area up to the intersection with zero. The area should be larger than a threshold value, or may lie within a certain interval - you can find that out later. The area is a kind of oversold level

These are the basic signals. If you have any other sensible ideas suggest them. Or let us start critiquing these signals and select the one that we believe is the best.

This can and should be checked by writing an EA and running it in the tester. Or by lazy indicator on history.
All in all MACD is a big job

- to get the MA to start with to build it. But there is a BUT - the MACD suffers from saturation.
For example the famous divergence on the MACD is not really this divergence as a signal, but the indicator just went into saturation and this often coincides with a reversal.
An entry point based on the MACD alone is not correct.

P.S. Now, when there is no trend, MACD is very good.