Now let's be clear, do patterns work? Let's discuss) - page 8
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>> The branch is incorrectly named. That's why they are regularities, to make them work. But "Are there regularities, or not?" is another matter.
What's syruozic? let's not flatter ourselves ;)
you see similar situations on the history plot - let's call them regularities, there's nothing wrong with that. then see how these similar situations work out in reality - everything is simple.
There are regularities, there can't be none. There are many of them. But the vast majority of them give a stat advantage of less than the spread. This fact is the basis for the prosperity of DCs and market makers.
The following patterns may be called "working"
(1) gives a statistical advantage exceeding the size of the spread
(2) for a sufficiently long period of time.
And condition (2) is rather vague here. Pessimists can always say - so what if this trading system works for 1-2 months (years, decades), it is too short period of time, you'll see that after another month (year, decade, insert the desired value) it will fail anyway :)
there is such a thing as a window)
the pattern is discrete and continuous
And the fact that according to official statistics we have 5% winners and 95% losers tells us two likely facts:
1. There are no regularities, and the time frame in which the players went broke is not long enough for reliable statistics.
For some reason I am leaning more towards this idea of yours. And in continuation of it I may add:
2. 95% of losers are PLAYERS.
3. The 5% who win are the organisers of the games.
But despite this interesting conclusion, I will still play. Intuition is a fun thing, and so far has not particularly let me down.
There is a pattern, but it does not fit any system, and the numbers do not depict it. It's called crowd psychology. Move against the crowd and collect points. :о)
There are regularities, there can't be none. There are many of them. But the vast majority of them give a stat advantage of less than the spread. This fact is the basis for the prosperity of DCs and market makers.
The following patterns may be called "working"
(1) gives a statistical advantage exceeding the size of the spread
(2) for a sufficiently long period of time.
And condition (2) is rather vague here. Pessimists can always say - so what if this trading system works for 1-2 months (years, decades), it is too short period of time, you'll see that after another month (year, decade, insert the desired value) it will fail anyway :)
What do you mean by a stat advantage greater than the size of the spread? If some movement, then it may be much larger than the size of the spread, if you take the higher timeframes, on which you can make reliable forecasts. If you have in mind minutes, then there is usually no one to trade normally. There are slippages, noise from decisions made by small players, as well as the noise from the decisions of the big players, who in fact work on higher timeframes.
What do you mean by statistic advantage greater than the spread?
Positive mathematical expectation when trading with a fixed lot. If the mathematical expectation is less than the spread, it will be strictly negative. If it is equal to the spread, it is equal to zero.
When opening positions at random, with increasing number of trades, expectation tends to the value minus spread.
This is without taking into account swaps, slippages and commissions.
What do you mean by statistical advantage greater than the spread?
I implied that statistical patterns are looked for and the trading system is built on a single numerical series - e.g. bid-asking history, i.e. the spread is initially not taken into account.
The MT tester takes the spread into account automatically, so in terms of MT "statistical advantage greater than the spread" would mean that the mathematical expectation of the trading system is greater than zero.
The regularities are there, they can't help but be there.
Interesting, Better, to hear your opinion on this point.
On the historical data it is possible to unambiguously determine the optimal slicing of time series in terms of profitability - Zig-Zag. And whether it is possible in principle to determine something similar for the right border of kotir (when there is no possibility to look into the future)?
On historical data it is possible to unambiguously determine the optimal slicing of the time series in terms of profitability - the Zig-Zag. Is it possible, in principle, to determine something similar for the right edge of the quotient (when there is no possibility to look into the future)?
Of course you can! Who forbids it? You have my permission. I only warn you that when the right side becomes the left side, there may be a mismatch, and even a significant one.
On historical data it is possible to unambiguously determine the optimal slicing of the time series in terms of profitability - the Zig-Zag. Is it possible, in principle, to determine something similar for the right-hand edge of the quotient (when there is no way to look into the future)?
Of course you can't define it, you can only predict it. One of approaches is to train a neuronet directly to predict the value of a future movement before the zigzag turns. You can read about this approach here: http: //forex-pamm.com/lit/for_for_gen.pdf