Hidden divergence - page 50

 

Helen, can you send me a strategist's book, too ?nestig@tut.by

 
Helen писал (а) >>

If you like it, I'll give it away for free.



Throw the strategy to me pliz.

text drum fm com ua

 
Helen писал (а) >>

Well, there you go! And you are so missed on that side of the comps!

On the subject of divergence-convergence. Go to the website (in private). There's a small account there, but it's not the worst. If you like it, I'll give you a free strategy game. Nothing special, but it works. Also diverters. Site, sorry, abandoned for a while.

P.S. Site long do not plan to keep, so - not advertising.

I am very interested in the subject, send me also the strategy, please. mihail@intermedica.nnov.ru

 
Geronimo писал (а) >> Penultimate

I understand you hand charted the history

but you missed a lot.

there are two options, you have marked the chart on the CCI when you see two local minimums and they join them in real life is a lag of at least 2 bars (zero and one)

I wrote an indicator that breaks automatically and to search for such a state, I took not 6 bars (three of each local minimum), but only 5 (2 bars of the first and second and 3 of the minimum that is searched against history), but then there is a risk that the real movement will continue and not draw a local minimum ...

so i think you have a 100% guarantee of getting 30p on euromax h4

i think you give a 100% guarantee of getting 30p on euromax H4

>> I attach a picture as a confirmation


 
olyakish писал (а) >>

I understand you hand charted the history

but you missed a lot.

there are two options, you have marked the chart on the CCI when you see two local minimums and they join them in real life is a lag of at least 2 bars (zero and one)

I wrote an indicator that breaks automatically and to search for such a state, I took not 6 bars (three of each local minimum), but only 5 (2 bars of the first and second and 3 of the minimum that is searched for on the history), but then there is a risk that the real movement will continue and not draw a local minimum ...

so i think you have a 100% guarantee of getting 30p on euromax h4

i think you give a 100% guarantee of getting 30p on euromax H4

I attach a picture as a confirmation


Yes, with my hands. Missed it. The goal was not to display everything accurately. When searching with CCI for the beginning and the end of CCI its extremum can be ahead of the extremum on the price chart, but not more than by 1 bar. What does not coincide with the lag should not be taken into account in this strategy, at a mismatch we will use another strategy and indicators. I attach the correct markup. You should enter immediately after the bar following the extremum. Can I send you the rules? oz-@mail.ru.

 
Geronimo писал (а) >>

Yes, with my hands. Missed it. Wasn't intended to display everything accurately. CCI is often 1 bar ahead when looking for a reference point. The end should always coincide, what does not coincide we do not consider in this strategy, if it does not coincide we use another strategy and indicators. I am attaching the correct markup. You should enter immediately after the bar following the extremum. Can I send you the rules?

If you can send me the rules, please. I am busy with divs like a fly, but I like this theme very much. mihail@intermedica.nnov.ru

 
Geronimo писал (а) >>

...When searching with CCI for the beginning and the end of CCI, its extremum may be ahead of the extremum on the price chart, but by no more than 1 bar. What does not coincide with the lag is not considered in this strategy, if it does not coincide ...

Not exactly what olyakish meant. The very moment of determining the "right extremum" means that we define the whole KMS as a "back date". And 2 bars ( 8 hours) backwards, IMHO, would be a bit late. And judging by "The goal was not to precisely represent everything", identification of extrema takes place after formation of a larger number of bars, i.e. the fact that the strategy does not work (on H4!!!) in reality.)

Although it may be the opposite - after the formation of a fractal, the event occurs with a delay equal to the "size of the fractal" defining the extremum. (It may be written in the secret file :) ).

And the discrepancy between extrema on the price and indicator chart is a trifle.

But having a ready strategy does not prevent the "study". And on different TFs and with different "reactions" and against "background" of different events ;)

 
SergNF писал (а) >>

Not exactly what olyakish meant. The very moment of defining the "right extremum" means that we will define the entire KFOR "back date". And 2 bars ( 8 hours) backwards, IMHO, would be a bit late. And judging by "The goal was not to precisely represent everything", identification of extrema takes place after formation of a larger number of bars, i.e. the fact that the strategy does not work (on H4!!!) in reality.)

Although the opposite may be true - after the formation of a fractal, the event occurs with a delay equal to the "size of the fractal" defining the extremum. (It may be written in the secret file :) ).

And the discrepancy between extrema on the price and indicator chart is a trifle.

But having a ready strategy does not prevent the "study". And on different TFs and with different "reactions" and against "background" of different events ;)

Enter immediately after the close of the bar following the extremum. Of course there is no error-free entry with such a delay, but the error percentage is negligible. I am describing one strategy, but it has a huge arsenal of auxiliary ones. I wrote that we work with H8 and higher. All that is below is gambling. If you're interested in the Rules of manual trading (trading manually) on this strategy, write your address.

 
Geronimo писал (а) >>

Enter immediately after the close of the bar following the extremum. Write your address.

>> Entry immediately after the close of the bar following the extremum.

Yes. But the extremum is not determined by one, previous bar.

And if an "extremum" is "3rd bar lower, 2nd bar higher, 1st bar lower", then .... The price chart will not be visible :), i.e. "The goal was not to display everything accurately". (My assertion is unsubstantiated - didn't check)

>>Please write your address.

Pryntsypes don't allow. ("Write" obliges, and I don't want to yet).

 
SergNF писал (а) >>

>> Entry immediately after the close of the bar following the extremum.

Yes. But an extremum is not determined by one, previous bar.

And if an "extremum" is "3rd bar lower, 2nd bar higher, 1st bar lower", then .... The price chart will not be visible :), i.e. "The goal was not to display everything accurately". (My assertion is unsubstantiated - didn't check)

>>Please write your address.

Pryntsypes don't allow. ("Write" obliges, and I don't want to yet).

Oy-wey. You write useful stuff, but it still surprises me that you don't actually want to get the TK. The extremum in this strategy is determined by three bars according to Kelasev's methodology. If one does not want to use the experience of others, but wants to repeat their path and get to everything on their own I can only welcome it. When you want to learn from others' mistakes and not your own, I will respect what you have done, Sergey. See you in the epistolary battles. Litraot. I send the rules to those who addressed me (as if by the rules of good manners) and to those whom I respect for unselfish (even partially) and tolerant work for this community.