An amazing filter. - page 5

 
Er, what does it show besides the annual average temperature?
 
sayfuji >>:
Эээ, а что он показывает кроме среднегодовой температуры?

It's very simple. ))) When the indicator is above the middle line - I buy, when it is below - I sell. If the indicator has reached the value of 11 or 12, the market is overbought; if it is -11 or -12, the market is oversold. In this case, positions are also closed and opened in the opposite direction. Exit from the market - also in the usual way - when it reaches zero level. In fact, the indicator uses the inertia of the market at reversal. On the 1-minute charts it shows what is yet to happen on higher timeframes. Oddly enough it tracks V-flipsperfectly , which are the bane of classic TA. And in the worst case is always one bar ahead of price. On each 1-minute bar the indicator is completely redrawn. And those frequent fluctuations that you can see are the result of recalculation of the indicator in relation to the first bar of the last day. These areas show what was happening with the price at that moment on all intraday timeframes and in a historical sense are ideal entry/exit points. )))

 

I don't like to take it out of context, but it looks more like a lack of pulse)))

It's interesting to watch in principle though.

 
What's with the pulses? ))) (Maybe to keep it twitching all the time? ))) Market falls steadily, indicator creeps peacefully below zero )))
 
artikul писал(а) >>
What's with the pulses? ))) >> Maybe to keep it twitching? ))) Market falls steadily, indicator creeps peacefully below zero )))

Is this indicator in the public domain?

 
leonid553 >>:

... не цена идет за индикатором, а (увы... ) - индюк за ценой.

А вот если бы написать такой индикатор, который вовсе не ходит за ценой! А наоборот, - за линиями которого идет цена в 80-90 проц. наших сделок ?

Возможно ли такое ? ...


I am convinced time and again that thought, as a substance, covers a field :)))

A few months ago I set myself a similar task. True, in a slightly different formulation. Namely:

What should be an input input signal if we accept the market model in a form of a standard link in order to obtain at the output a process, close enough to the real one. (adequate approximation).

The idea itself requires very sophisticated methods for its implementation, so I will only give an outline of a structural scheme to explain the thought process.




Having an estimate of the input signal, it is possible to construct the output process, and so on. We are speaking, of course, about the nearest, for one or two steps, forecasting.

You can also build a hundred steps, but the model will drift very quickly.

It may come in handy for someone :)

 
leonid553:

Afternoon....

Failures to filter out unprofitable entries happen largely because it is not the price that follows the indicator, but (alas... ) - the indicator follows the price.

But what if we create an indicator that does not follow the price! But on the contrary - it follows the price in 80-90% of our trades?

Let it be an analogue of the MA that is ahead of the price for several bars, and the price looks at this indicator and follows it, even if it does not want to!

It is capricious, sometimes it deviates from the line of the indicator, but it still follows it! ("It squeaks, but it goes...", c)
.

Is it possible? Then we would have a very good tool for both manual and automatic trading.

)



Interestingly, it was only recently discovered - one seasonal English-language website (USA) has already implemented such an idea!

Obviously, the "bourgeois" will not give such information for free - only with paid subscription (don't think of it as advertising, I'm far from it).

And it's all done quite smartly! I checked it on my own real trade.

The idea is the following: we put the symbol name into the program and set the option of the percentage of daily history coincidences for the current month.

For example, we take October V-sugar(SB) and set its multi-year seasonal chart, and - the PROGRAM calculates the seasonal probability of one or another price direction - for each day of the current month!

We look at the result of the calculation and select those sections, where several days in a row (this is important!) - the price goes in the same direction with a probability of more than 60 percent!

Let's look at a graphical example of this calculation, the same sugar SB, June:

What do we see here?(this graph was built at the very beginning of June, - in the early days)

To begin with, the plot immediately catches the eye, where on June 14-15-16 the price of V-sugar SB (ICE floor) was going down with probability 80-75-80% respectively! And on June 16, the price was going down - only in the first half of trading! And in the afternoon of the 16th, the price reversed!

And how things were in June already this year - you will see now!

Continuation follows.

 

Here is the candlestick chart of this year 2011 ( SBV1, H1):





It is easy to see that this year's V-sugar price on June 14-15-16 - exactly matched the trajectory that the program offered us in advance(!) on the seasonal multi-year chart!

And, - on the third day (June 16, as the program predicted) the price went down only until lunch! And then it went up!

Let's see what happened next.

continuation follows (went to breakfast).

 

Further, we see that from 17 June to 29 June, according to the seasonal forecast (see figure above), there is a fairly high (60% or more) probability of sugar rising daily!

And only on 29-30 June - a slight rebound downwards was expected!

And here is how the price was going this year:

We can see here that the price is following the multi-year seasonal forecast with amazing accuracy!

Even strictly on a daily basis!

For example, the price zigzag of June 23 - did not affect the final result - on that day, despite the fall (over 100 pips) - the price was literally 2-3 hours back up again and that day also closed with an increase!

(By the way, I remember this day well - me and my buddies in ICQ were all standing in SB buying, and we watched with amazement this unexpected collapse and the subsequent rapid recovery of the price. Some of us even managed to share at the bottom almost!)

The beginning of July was also according to the forecasts of the program! However, sometimes the weekends of the current month did not coincide with the "average" weekends according to the program schedule, but this was taken into account and there could be a discrepancy of a day or two.

 

Where the daily probability of direction is quite significant (60 per cent or more on the programme chart) and takes place on several days in a row (this is important!) - the price usually "follows seasonality" very well!

For example, in the last few days - the price of sugar strictly according to the forecast from July 13 fell for a couple of days, and from July 16 I entered buying V-sugar again - again, following the seasonal probability forecast:

To conclude, I would add that the sugar price and with high probability (60% or more daily) is expected to rise until the last few days of July (in mt4 V and H2 - contracts from ICE-platform, and WV and WZ - contracts from Euronext-platform are now available).

After that, the fall will start, but with a less significant probability...