Yoghurt systems and canned systems or The relationship between trading tactics and the reliability of historical test results - page 16
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
to rider
I was thinking there and I answered about Not a Child's Time as if it were a child's time. My apologies.
Also, I personally have EAs below M30 all drained - no tips, sour (kefir, yogurt )))
Glad there are such researchers. It will be nice to chat, but a bit different, though also interesting, if I understand the idea being tested there correctly. I haven't analysed the figures.
The point is that to test the hypothesis put forward MACD is not suitable. Suppose we want to analyse the opening of the Americans at 16:00, we are not interested in the data one second before 16:00 (MACD is not helpful here), what is important is where the movement goes in the interval from 16:00 to 16:02 (upwards move +1, downwards move -1) and to analyse further movements we put -1, if the upwards move was larger than the downwards move during the session from the time 16:00, if vice versa - +1. We get two arrays that we check for coincidences and accept or reject - coincidences + with + and (or) - with - are random or not.
And only then we decide when to enter, where to enter and if it is worth doing :), i.e. we start constructing TS.
The idea was checked simply: does the "correctness" of an entry at the peak of the hist. MACD depends on the sum of previous histogram values added up to the first opposite signal.
I would also like it to analyze the price without transformations instead of an indicator. But I cannot find the most valid way to analyze it, although I have not given it much thought. That's why I use an indicator<->chart... And I think the time pattern or a calculation point of some time is the most unreliable (I can provide some proof of my point of view)... I'm more inclined to think that analysis should take characteristics that do not separate time and price, both in forecasts and at the moment of taking a decision.
2 LeoV Invisible regularities may be found by yourself. You don't have to use NS...
2 LeoV invisible patterns can be found by yourself. you don't have to use NS...
How?
...And I think the time pattern or a calculation point of some time is the most unreliable (I can provide evidence to support my point of view)... I'm more inclined to believe that you should take characteristics that do not separate time and price, both in forecasting and at the moment of making a decision.
That was an example of searching for a pattern. I wanted to show that you should not look for it in indicators, but in the way the price curve behaves.
I absolutely agree that we should analyze the time and price together. I've already stated in the annals of the forum that I consider the flux density as one of the major characteristics of this curve. And the tester, unfortunately, does not allow to analyze it properly. Only the analysis of tick flow gives some interesting information for me.
To Korey
Below H4 there are NO or as long as the market crowd works mainly manually (to laugh or to cry?)))
That is, the reliability of the TC prediction is sharply reduced when moving to H1 and tends to zeros at M1.
I checked this sentence personally)) when trading manually in strategy tester.
Disagree, absolutely disagree !!! If you can't find them (regularities) it doesn't mean they don't exist. + want to add somewhere in the depths of the net read an article analyzing the use of MTS in real work, so there was asserted that about 30% are already selling automatic machines, and arbitrage 100% automatic machines and there's a fight is who has the ping faster. The research was on foreign markets. Links unfortunately did not save, but something tells me that they are more right than you.
S.I. I will continue your series only in the other direction H4 then D1 even more accurate prediction, then MN, and so come to the candle value of 100 years. The most reliable prediction is four numbers OHLC. Sir, sorry for the tactless question :-)) what will you predict )))
Just because you can't find them (patterns) doesn't mean they don't exist. + I would like to add that somewhere in the depths of the net I read an article analysing the use of MTS in real work, and there it was stated that about 30% are already selling automatic machines, and arbitrage is 100% automatic machines and there the struggle is going on who has the fastest ping. The research was on foreign markets. Unfortunately I did not keep the links, but something tells me they are more right than you.
Absolutely agree!
to Prival to LeoV
Nice to hear you are wrong.
But arbitrage is not an indicator because there is fundamental mathematics to it, not like ours - technical, and also almost all serious advisors = hedging, the same arbitrage only from the side.
to Korey
Do you at least agree with this? ))))
2 LeoV невидимые закономерности можно находить самому. не обязательно использовать НС...
LeoV wrote (a) >>.
How?
Clearly, telepathically, i.e. with the third eye, as they are invisible with the first two.
Clearly, telepathically, i.e. with the third eye, as they are invisible with the first two.
Huh... You're such a joker.
2 LeoV I'd show you an example, but I don't want to reveal this "secret" yet...
Briefly: using statistics, something similar in my report, which was posted above, only the approach should be more multi-dimensional ...
For even if I told you how I do it, I think you would be unlikely to give up NS and switch to methods I use (which in turn, in every textbook on mathematical statistics)...
- On what small TFs is it technically possible to work profitably?