Demonstrating the cluster approach to market... - page 28

 
alexx_v:
It seems obvious that there cannot be a constant set - it has to change all the time.

Generally true

no, of course there is a permanent set, which can be used for starting, subsequent elimination and trawling, but that is a different story - why enter the market with "extra" pairs, whose current state does not show "tension"? who knows where they will go?
only trades ready to economically justified movement of 27 (in my opinion) instruments, but it is done almost at once, thus forming a new basket of orders every time

 
Zhunko:

This is an alternative to your approach:

EURJPY 2007-2010

EURJPY 2010-2011

EURUSD 2009-2011

Same systems: spectral analysis + currency indexes, but nuances are different (TF, equal volume...). The main thing is that the system is not losing.

Zhunko, your results are very interesting. I've read about the spectral analysis you've implemented. But the nuances of using the indices must be different from those of the others (taking into account their tips). How, for example, do you handle a trend situation with pauses, which both cluster and frequency analysis shows as a movement against the trend? I sketched out a cartoon here:


 
marketeer:

Zhunko, your pictures of the results are very interesting. I've read about the spectral analysis in your version. But the nuances of using indices are probably not the same as for others (judging by the advice they give here)? How, for example, do you handle a trend situation with pauses, which both cluster and frequency analysis shows as a movement against the trend? I sketched out a cartoon here:



For this purpose it is necessary to consider the price movement from one TF to another (roughly speaking), which will not reach the amplitude of the phase level of the higher TF and the sell signal will not be given in such a trend
 
You can try to use the (x,y) index crossover as an entry signal to catch long trends. Exit by the opposite signal.
 
Vitya:
You can try to use the (x,y) index crossover as an entry signal to catch longer trends. Exit by the opposite signal.

I tried it - too many false signals
 
moskitman:

I tried it - too many false signals

And if the timeframe is higher (H4) with a quick transfer to Breakeven if there is a flat.
 
Vitya:

or if the timeframe is higher (H4) with a fast break-even if there is a flat.

Try it, if you succeed - share your results.
 
moskitman:
I tried it - too many false signals.
Yeah. I couldn't filter it out either.
 
moskitman:

Try it, see if it works - share your results


 
Nothing to be seen from the front, nothing to be seen from the back (c)
What period of optimisation? Is there a forward on the screen? Martin, or constant lot? Entries by crossover only, or is there a fill by third-party signals? Closes by counter signal?