Correlation of indicators - page 3

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alsu >>:

Господин Решетов, если бы вы внимательно следили за дискуссией в течение трех последних дней, вы бы заметили, что речь идет о синтезе торговых систем из нескольких индикаторов, а точнее, о возможных способах оценки их будущих характеристик, а не о эффективности каждого уже существующего индикатора в отдельности.

And who needs your assessments of the characteristics of inefficient turkeys?

 
Combining multiple indicators in an EA was discussed here
 
alsu >>:
Объединение в советнике нескольких индикаторов обсуждалось здесь

Yes, in principle you can continue to combine all sorts of crap and discuss it.


Have you read Krylov's fable called "Quartet"? It describes a similar case and the result will also be similar.

 
I did not start this topic. A question was asked and it seemed to me worthy of at least a superficial examination. It is your right to take part in the discussion or not, but it would be more interesting to hear from you as an educated person the substantiation of your position in the form of logical arguments, rather than vague analogies. If you can show that the topic is futile, kudos to you then, as no one has spoken so convincingly so far.
 

I didn't expect this topic to grow to the size of, for example, this one: EURUSD - Trends, Forecasts and Consequences.

Indeed, very few people are interested in this subject and very few people want to try to investigate it.

In general, the subject of "crossing" of various indicators is very interesting and useful to me, because there are many elements of deception in this process.

In this process there are many elements of cheating and self-deception, the result of which is a loss of deposits.

I am thankful to those who have participated in this discussion. I would be glad to get new ideas in the future.

suggestions.....

And now I would like to discuss another very important topic - finding local extrema, or in other words

Finding local maximums and minimums of the price.

 
Reshetov >>:

1. Насколько коррелированы первые разности цен на текущем баре с первыми разностями индикатора на предыдущем баре?

Yura in his style - bull by the horns, nerds don't quote. Only, I guess, you don't have to compare with the first differences of the turntable exactly on the previous one. There is already some freedom here. But posing the question exactly as it is, I think, is already very close to being the most correct and uncompromising.

Richie wrote >> In general the subject of "crossing" of various indicators seems to me very interesting and useful

Well with this topic, I hope alsu is almost done.
 
Mathemat >>:

Юра в своем стиле - быка за рога, ботаники не котируются. Только, наверно, не обязательно сравнивать с первыми разностями индюкатора именно на предыдущем. Здесь уже есть некоторая свобода. Но постановка вопроса именно в таком виде, считаю, уже очень близка к самой правильной и бескомпромиссной.

Ну с этой темой, надеюсь, alsu почти покончил.

What is the "demise"?

A school formula?

There is no answer and no proof. (:

Should we wait for a posteriori probability?

;)

 

Why prove it, when Bayes formula is in any terversa course and its conditions are satisfied? And you may have exaggerated a bit about the schooling of the formula.

What I personally really like about this formula is that events and conditions can be interchanged. We are used to believing that the cause comes first ("market up"), and only then the consequence ("indicator reacts"). But this marvellous formula allows you to reverse cause and effect and estimate the probability that the market will go up if the indicator shows something.

 

philosophy. or plausible reasoning.

Is that what Poya wrote?

 

"A lot of nerds died to bring us this information."

Mon Mothma before the Battle of Endor


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