To follow up - page 6
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Yeah, interesting. Probably best in private, Yuri.
Sent. Confirm receipt.
I had to pack it up and it got smaller.
Maybe you shouldn't have. In the middle of the night? :-)))
Tried to understand what the proverbial context is. According to Peter, it is the direction of the current (incomplete) ray on the larger TF. Right? Or is context a "flat/trend" according to Slava?
Second. Marquis de Lopital, according to your hypothesis,
since everything is so hopelessly monopenic, it turns out that context doesn't need to be defined either. Or are you just going to test it?
Alexey, I wrote the context in the form of trend/flat - regarding Pastukhov's strategies. Actually I believe it is a wider notion. Context is periods of time when the market shows certain inefficiencies. Technically, it is a filter that says - now we trade the system. Although it can be not only boolean, but also give for example the strength of the context that can be used to select the lot. Filters show the context, other part of the system defines the best way to use the ineffectiveness in this context and gives signals for buying and selling.
Tried to figure out what the proverbial context is. Judging by Peter's words, it is the direction of the current (unfinished) ray on a larger TF. Is it so? Or is the context a "flat/trend" according to Slava?
The second. Marquis de Lopital, according to your hypothesis,
since everything is so hopelessly monopenic, it turns out you don't need to determine the context either. Or are you just going to test it?
I understand context in roughly the same way as Avals described it above. That is, it's both, and it's whatever. As long as it helps against "Lopital" :).
As for the "beam on a larger TF", if you remember, I was fiddling a bit with the senior/junior zigzag in the place you know. Taking into account the direction of the older one does make a difference for entries on the younger one.
Here is a sample of data, this is about 4 years of EUR/USD statistics, in old pips
Senior ZigZag: Number of segments - 920 Average swing - 132.34 Average slippage - 65.45
Junior ZigZag: Number of segments - 3866 Average spread - 62.34 Average slippage - 29.96
Now with context, for the lower ZZ (in combinations like "up and up" the first refers to the higher ZZ, the second to the lower one).
Up Up : Number of segments - 828 Average spread - 45.84 Average slippage - 28.93
Up and down: Number of segments - 1154 Average spread - 73.80 Average slippage - 30.23
Down and up : Number of segments - 1105 Average spread - 73.33 Average slippage - 30.67
Down & Down: Number of segments - 779 Average swing - 47.29 Average slippage - 29.63
We can see that Lopital has suffered damage, but the Pastukhov's strategy degenerates into a game against a high zigzag with inputs by a low zigzag. My results are unsatisfactory, either another tactic or additional contexts are needed.
I have a lot to add for 'context'. To me, it is a broader concept than just "trend/flat". I call a context any market condition in which there is a high probability of making a profit. These can be both long (in time) states (the same trend, for example) and fleeting ones. Examples of the latter are the "bread and butter", "double repo", etc. - as DiNapoli already mentioned. I do not mean to use them, but it is necessary to speak in common terms, right?
Actually, I started at the wrong end. I'd like to start with converting BPs into microtrading clusters (frames, fractals)). But I can't state it all at once, coherently (I haven't written a dissertation on the subject!). I do not want to come down to unsubstantiated and therefore seem to be near-scientific, confusing story. But at the core, I repeat, there is a clustering of BP on the basis of "earning power" based on some model.
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Shit. Look at that! Almost gave my soul to God today - ate a couple of sausages and voila, food poisoning. By golly, I thought I wouldn't live till morning...))) So I've got some time to recover.
drink more fluids, even if you have to force yourself to drink charcoal, or even better, POLIFEPAN http://www.radmedteh.by/2009-06-30-10-26-07/2009-06-30-10-28-14/2009-07-03-09-29-31/2009-07-03-09-51-08.html
Get well soon!
Drink more fluids, even if you can't take them, charcoal, even better POLYPHEPAN http://www.radmedteh.by/2009-06-30-10-26-07/2009-06-30-10-28-14/2009-07-03-09-29-31/2009-07-03-09-51-08.html
Get well!
>> Thank you. I'm eating fucking coal.
No! I know what poisoning is. I've had a few black drinks in my time and I've been intoxicated after a week's swimming. But last night was something else. A terrible hangover, with the fears and the jitters - a child's ailment by comparison. I don't know what they put in those fucking sausages. Yada?)))
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Okay. (chuckles) I got a little off-topic. Pardon me. No one's interested.