To follow up - page 38
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Параметры КК не образуют вход, они его только подтверждают или отвергают.
Попробую привести пример. Допустим, мне захотелось на пару недель удалиться из города и позагорать в Турции. И вот сегодня у меня первый день двухнедельного отпуска. Это - предварительный сигнал моей системы.
If the signal is generated from somewhere else, maybe. But based on the previously defined QC - this is what determines what you can do: wait for summer, close bai just in case, urgently close bai and settle a lot, etc. I can't understand then why another QC is needed if the signal is already there. Who generates it? Why it is not in CC? We do not consider the cases of manual trading and the fact that the signal is FA or something else. ;)
But we also need to look at the QC: is it the season in Turkey or not? If it is, then QC is helpful and I am following the system's signal, i.e. going to Turkey. If it is not (it is winter in Turkey, it has snowed and it is generally cold), then the signal is rejected. But I won't make a decision based on QC alone if I have no signal: even if it is +35 in Turkey, I won't be able to go there to sunbathe until my holiday starts.
But you can go skiing... And if there is no capital (leave) - this is another story (MM must have interfered).
I.e. the general scheme is as follows: accurate pre-signals are generated by the primary system, and QC as a coarse filter allows the final decision to be made. But not vice versa. The "+35" coordinate is not perfectly accurate, there could be a "+38" and a "+32" - and these different QC coordinate values will still allow me to execute the same signal. There is no one-to-one correspondence between a signal and its confirming QC coordinates.
Nothing is absolutely certain. And it is these very signals (if they are significant) that should form the QC.
Otherwise the topicstartor will come and kick us up to the pioneer level. And without context there are none. As there is no context without them.
Technically, the context is the do's and don'ts.
This difference from your understanding of CC is probably our stumbling block.
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What scheme are we talking about?
The scheme of tagging all FP coordinates with a hypothetical ideal profit? I can't think of anything else for selection procedures. ;)
Or about sensitivity and inertia?
There are even more hypotheses here. Than there are ready solutions. But it is through 9 states in FP that QC is described. for a flipped system it would probably be 17.
P.S. Возвращаясь к примеру и схеме Candid'а: одна из проблем схемы в том, что координата КК присваивается всей сделке целиком, имеющей, вообще говоря, некоторую протяженность во времени (и, следовательно, размытость по координатам КК даже для одной заданной сделки).
The answer here is unambiguous. Since we need a real-time system, we can only look at the context at the moment of entry.
People seem to have taken the path of least resistance, i.e. " Yuri's path". It is understandable, ideal input-outputs are easier to find and this is a better goal :). I also started out that way.
P.S. Generally, I expected, including that people will invent and different systems of realtime inputs, but, since such problems, here is an explanatory picture for my system:
I purposely chose a fragment with the input at the very top. You can see that one more short was formed when the top was already formed, but we have not understood it yet. As soon as we figure it out, we close the longs.
This is only one variant of entry/exit rules, others are possible in this scheme.
Nikolai, you're getting carried away.
You still haven't figured out what Yuri's path is, so I ask you not to put that label on anything.
I think it would be better if each of us were responsible for our own path.
Николай, тебя заносит.
Ты так и не разобрался, что такое "путь Юрия", поэтому я прошу тебя не цеплять этот ярлык на что попало.
Думаю что будет лучше, если каждый из нас сам будет отвечать за свой путь.
I didn't mean anything wrong, in the context of this thread such a term succinctly and adequately reflects the essential difference in approach. The IOI (Perfect Input-Output) pathway, you'll agree, sounds much worse. But since you're against it, we'll have to use it.
Of course it's not your way, everyone starts there, including me. However, I'm repeating myself.
Я не имел в виду ничего плохого, в контексте этой темы такой термин кратко и адекватно отображает сущностную разницу в подходах. Путь ИВВ (Идеальных Входов-Выходов), согласись звучит значительно хуже. Но раз ты против, придётся использовать его.
Конечно это не твой путь, все с этого начинают, включая меня. Впрочем, я повторяюсь.
Why are you focusing on the text I highlighted? It's the second time. Maybe you think you are an old, hardened old wolf and everyone else is a green boy?
Why, so many pages in a row to look for a difference in approaches (and explain to everyone what the difference is), instead of saying something to the point, and not waiting until the green youths (aka people) give you ideas on the path proposed by you. It is not clear to me.
Почему Вы акцентируете внимание на выделенном мною тексте? Второй раз уже. Может быть считаете себя видавшем виды старым прожженным волком, а всех остальных зелёными юнцами?
Зачем, столько страниц подряд искать разницу в подходах (и втолковывать всем в чем разница), вместо того чтобы по делу что то сказать, а не ждать, пока зелёные юнцы (ака народ) нагенерит Вам идей по предложенному Вами же пути. Мне непонятно.
Yuri repeats himself, so do I. I am not looking for a difference in approach, it really exists. I am explaining it precisely so that "green youths" can better understand the essence of both. If you don't need it, just don't read it, that's all.
Candid писал(а) >>
I was counting on people coming up with different real-time input systems, but since this is such a problem, here's an explanatory picture for my system:
I've purposely chosen a fragment with the entry at the very top. You can see that one more short was formed when the top was already formed, but we have not understood it yet. As soon as we understood it, the longs are closing.
That's just one variant of the rules for entry-exit, there are others possible in this scheme.
now it is clear.
Your approach has not brought me closer to the TP of the market. You see the FP of your TS, and you're welcome. ;)
QC is known to you from God.
We, "green kids", wanted to filter and weigh the parameters that form the FP ... Having, at first, an "ideal" system of response estimation.
And then to see how it would work.
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Can we go back to volatility, liquidity, etc.?
In the context of QC.
;)
OK, let's start with volatility. How shall we measure it, in what grams exactly? There can be any number of implementations.
Mean square, mean modulus of deviation, ATR...
That's right.
The masters are silent... that's why I used ATR provocatively.
But not quite the same "stovepipe".
And Candid As soon as he realised it wasn't a "fluctuation" - he closed the longs...
It's strange that the shorts were opened by this "misunderstanding".
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The top starter is closer to the topic - that's why he is a starter.
After all, it's where the CC came from. Root understanding of the situation needs to be defined.
ОК, начнем с волатильности. Как будем ее мерить, в каких граммах точно? Реализаций может быть сколько угодно.
Среднее квадратичное, среднее модуля отклонений, ATR...
The standard deviation on the spread is closer to me. ;)
The question is - what is the deviation from? And what points form the spread?
Did you get the file?