Dynamic periods for indicators - page 4
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Боюсь, что из-за глобальности проблемы (выделено в цитате) все опять сползет к своеобычным спорам, от которых уже на форум порой заглядывать не хочется. Буду рад ошибиться. (Может, Дед Мороз все же есть?)))
MetaQuotes should come up with an idea for each topicstarter to be a full moderator on their own thread (just below the rank of a file moderator).
I think this would improve the quality of the forum.
С каждым идея не пройдет, это точно. Вот если участник "условно заслуженный" - то вполне возможно.
What's the point?
The idiotic threads would just choke in their idiocy. That's a good thing. It would be easy to distinguish them, easier than now.
There would be less flooding in healthy threads - also great.
Where's the problem?
С каждым идея не пройдет, это точно. Вот если участник "условно заслуженный" - то вполне возможно.
The right can always be taken away. It's the outright idiotic threads that get deleted. And in this case, it would be even easier and without the risk of deleting something useful.
С каждым идея не пройдет, это точно. Вот если участник "условно заслуженный" - то вполне возможно.
Well, it's not a universal recipe, but at least it will be possible to decide what kind of flooding is acceptable in a thread and what is not :). Generally speaking, real business discussions often have self-cleaning properties, imho :)
Floodymmmmmmmm? https://www.mql5.com/ru/forum/22/
Вообще по настоящему деловые обсуждения свойствами самоочистки часто обладают, имхо :)
Exactly.
The reverse is also true, so the plus/minus branch differences will increase dramatically.
Which is (I think) a good thing.
Именно.
Обратное тоже верно, так что различия "плюс"/"минус" веток резко возрастут.
Что (я считаю) хорошо.
Mm-hmm. And the world will divide into morlocks
and those, what's their name, who ate fruit and wore togas. // found - eloi.
Угу. И мир поделится на морлоков
и этих, как их, которые фруктами питались и в тогах ходили. // нашел - элои.
Peace, that's unlikely. The forum ... may or may not share. Both are good ... in different senses. :)
The question is different:are there any adequate algorithms of dynamic adjustment (in a good sense) of period length of one or another TA indicator "in nature" and, respectively, the question is connected with it:when one can consider that the previous parameter's period is over, and since the current bar we should choose a new value. If there are any, I would like to discuss their usage.
The two questions are too general and abstract to be discussed in a practical and substantiated way. So the only thing left to do is to philosophize, hoping that no one will throw stones.
1. IMHO, adequate algorithms do exist, including for the period. However, one cannot separate this question from the related question "are there adequate or profitable TS". So my answer is positive only because I believe that profitable TSs exist. And, like many people here, I believe that TS will be adequate to the market and therefore profitable only if it is based on exploiting its regularities. Whether they are statistical or deterministic is another matter.
Well, if we assume that such a pattern is detected, then it's clear that its essence is the internal connection of variables and market parameters. If TS has its own parameters (it cannot be otherwise, because every trader has at least his own ideas about profitability (TP), risk (SL), the horizon, etc.), it is clear that these parameters must be harmonized with the used pattern.
And if the market has no regularities, then there is no point in discussing strategies, tactics, algorithms, etc.
2) IMHO, if we stick to the stated point of view, then it is absolutely impossible to discuss the second question in isolation from TS. Especially - "the methodology of their use".
Only, you know...)) it's a fundamental thing for the whole trade-related topic in general. Not just for the "dynamic period". By the way, why are you focusing so much on the period? There are some indicators, where the parameter is a threshold, as in my ZZ.
In general, of course, the other parameters are no worse than the period. However, they can be very different. But the period, I'm sure, will be present in any TS. And this is precisely because it is directly related to the above-mentioned parameters of a trader - the profitability of TS and the trade horizon. In this sense, the period adjustment is not a fitting at all. In contrast to the period adjustment of a wrist, which temporarily brings its behavior in correspondence with the market behavior.
By the way, for ZZ the threshold is considered the same as the period for the waving. :-)
*
Since hardly anybody will post here a more or less grounded TS, in order to discuss its algorithm, dynamic properties, adaptation possibilities and etc., the only thing left is to "think out of the box" and conduct "peculiar arguments". :-)))
PS
Oh yes, and to work, to work and again to work on own TS.