Non-fitting system - main features - page 22
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The price itself is also an indicator with a simple argument assignment function.
Don't bullshit. You think the price can assign an argument to itself?!!!
And if this level was predicted using the lunar calendar, would that indicate non-randomness?
Predictions based on the lunar calendar are much more effective than TA. This study was described in the Encyclopaedia of Trading Strategies. If you don't believe it, you can read it.
Predictions based on the lunar calendar are much more effective than TA. This study was described in the Encyclopaedia of Trading Strategies. Who doesn't believe it may read it.Thanks for the new cycle. And still on the Main thing - don't tweak it.
I'm talking about the fundamentals. And then there's the followers - and forget the moon!!!
I agree. If you have built a system (halupa) at high or low tide. ;)
You can go broke or take some energy. but it's working on stationary deviations from the trend!
As far as I'm concerned.
Don't bullshit. Do you think the price can appropriate an argument to itself!!!!
{
IndBuff[i]=Close[i];
}
And keep yourself in line - we didn't share the same joint with you.
At the input of the interval - the initial bricks for analysis, i.e. the prices in their pure form.
Inside the interval - mass processing of statistical data (price functions). It is possible that it is done only once and not every time inside the interval.
OK. I call price functions (or rather market conditions. There are other possible inputs, like volumes, or outputs of other indicators) as indicators. This is an extended interpretation. Any such function can be almost always easily implemented as an indicator in the narrow sense (a chart in MetaTrader). By the way, I think it is very useful to classify indicators by different criteria: inputs, outputs, device, application areas, etc. It would help me to think in a useful way. I'm even thinking of starting such a branch. Do you approve of it? :)
The output of the interval is a short formula that directly predicts the price with a given confidence interval.
Lyosha, you're missing the point here. :)
Price as the input, profit as the output. What's in between? :) :)
That is what I like about the approaches of Yury Reshetov - he often looks to the root and eliminates intermediate points in the trading technology. Well done.
Why does the trading system need to predict prices? Does it have to do that? Imho, the job of the MTS is to generate a profitable series of trade transactions on output. THAT'S IT. Full stop.
This task does NOT include with the need to forecast prices. (unless it trades forecasts :))
This formulation throws a lot of redundancy out of the developer's reasoning. Recommended.
This task does NOT involve with the need to forecast prices. (unless it is trading forecasts :))
It's not just prices that can be predicted, just direction of movement...
It is not just prices that can be predicted, but simply the direction of travel...
Are you talking to me? Or is it for Lyosha?
Are you talking to me? >> Or is it Lesha?
Прогнозировать можно не только цены, а просто направление движения...
Well Alexei already knows that... And that's exactly what I've been doing for the last few years. In some cases prices can also be predicted with a high enough probability, but it is wrong and unnecessary to set such a goal. These are my conclusions.
Greetings to a fellow believer. In a neighbouring thread, about an "ideal" system, this division of TC was suggested:
1. TS as a market model. I.e. trading is based on predicted prices. The methods can include trading by various levels, DiNapoli there, etc., methods of wave makers - from simple-hearted MESAviks to sophisticated post-elliotics of all stripes, etc. // I don't know how to trade in this way and I'm not sure that this way is profitable. I'm not categorically sure, but I don't trade that way. I don't trade that way categorically, but I don't for a long time.
2. The TS follows the market. I.e. trades context - movement, sideways and their different types. In this case future price is not forecasted, but continuation of the detected market condition. Entries and exits are not based on the forecasted price, but on the change of context. Not quite so - the order, of course, at some closely predicted price, but the context rules. ))) // To repeat the hackneyed phrase of some super-duper trader (Williams, I think, but can't remember which one from)))): "I don't try to predict the market - I just follow it." - I have no authority, but that just accurately captures the essence of my trading.
I understand that there is no point in working on the instantaneous characteristics of the current state, the minimum you can do is to analyse the history for the estimated time of holding the order. It seems to be what you have. That is the short-term forecast of the price movement direction by a certain model.
In other words, "we hold the order until the signals fall within the certain limits", the successful tactic also has a certain market model as its base. I would like to underline once again that it is a successful tactic.