Activity Spectrum and AFC of MTS using the Moving Average advisor as an example

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Blue - highs

Red - minima

Green - activity spectrum

Dark blue - gains/losses

Green - activity spectrum.

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QUESTION: Given the amplitude-frequency characteristics of mts, is it possible to create profitable Expert Advisors only?

A: Yes.

Q: Can I turn a losing EA into a profitable one?

A: Yes.

Q: So, does the grail exist?

A: No.

 

Can you please tell me why there is no question-answer about rhythm-quanto-chetto? That's the first question. And second, if I may, is this thread a continuation of this one? Thank you.

 
As long as the pictures are in colour....
 

I don't understand these pictures...

The minima and maxima of what in the first picture?

 
jartmailru писал(а) >>

I don't understand these pictures...

The minima and maxima of what are in the first picture?

The Expert Advisor makes N trades at each quantum frequency. So, the maxima and minima of this series are shown.

 

And what is the quantum frequency in this case?

And is it one-dimensional.

Or is it just an index of a certain part of parameter space.

(beat three axes by 10 segments - we get 1000 indexes)

 
HideYourRichess писал(а) >>

Can you please tell me why there is no question-answer about rhythm-quanto-chetto? That's the first question. And second, if I may, is this thread a continuation of this one? Thank you.

You seem to follow my research very closely. >> Thank you.

 
You're welcome, thank you, it's a great pleasure. Just so you know, I'm a fan.
 
jartmailru писал(а) >>

And what is a quantum frequency in this case?

At each moment of time, the market emits some stable signals (oscillations, frequencies), so I call them quantum frequencies or simply quanta. There are 512 such frequencies. Figuratively, they can be represented as an indicator that draws a line (oscillator) between 0 and 512.

 

So you generate a trading system with a moving average of a certain

period and certain SL/TP parameters.

Perhaps you build a simple predictor of the next value based on

average extrapolation, linear or on the basis of the 1st and/or 2nd derivative.

Then display the equity function over time.

But the graph in *that* topic is more visual than these graphs-

it's clearer how you'd like to use it.

These charts - I don't get it :-). And they're very jagged.

 
jartmailru писал(а) >>

So you generate a trading system with a moving average of a certain

period and certain SL/TP parameters.

Perhaps you build a simple predictor of the next value based on

average extrapolation, linear or on the basis of the 1st and/or 2nd derivative.

Then display the equity function over time.

But the graph in *that* topic is more visual than these graphs-

it's clearer how you want to use it.

These graphs-don't understand :-). And they are some very jagged.


Time is not indicated on these charts. Gains and losses are decomposed by quantum frequencies, not time.

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I don't do anything like what you wrote. It's much simpler: collect trade results and sort by quantum frequencies, then analyse and plot the activity spectrum and AFC.

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