Dynamic periods for indicators - page 6
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Ну тогда я еще предложу обсудить еще один вид свечей "эквипунктовые". каждая свеча - имеет фиксированный размер по "высоте", а у ж за сколько времени она окончательно сформируется - дело десятое. Такие графики по идее должны отражать скорость изменения цен. В конце концов это тоже адаптация под заданную скорость набора ценой конечного значения (на том же тейке или стопе, например).
Well... You can read about Adaptive Renko here. There's some MQL4 code lying around somewhere - I did it once.
я не предлагал красть ;) я предлагал оценить можно ли такой индикатор использовать в качестве "управляющего" при выборе тогоже периода графика РСИ. и если да - то как именно это можно сделать.
Well, since it's a constructive idea, I didn't take the trouble to find the link. As a control indicator, you could try the MA from an offline, automatically updating ranged chart.
In general, there is a lot to improve. But I will hardly deal with it. So it is what it is.
The picture: dashed lines are atr-dependent borders of bricks, solid lines are trends.
the questions were formulated in "general terms" precisely because I don't have an answer to them. It is clear that the topic is much wider than this particular problem, but one has to start somewhere. If there are some general mechanisms for "dynamic adaptation" of anything to market realities, then they should work on this primitive pebble as well.
There are common adaptation mechanisms, of course, and quite a few of them. For example, for all cars, the common mechanism for adapting to the road is called the steering wheel. I hope you understand that this mechanism is unlikely to help you adapt to changes in room temperature ? But you still want to discuss the adaptation mechanism without reference to the system being adapted ?
Here I beg to differ. If you have described the price movement history it does not mean that you can build a profitable TS on the base of this description with 100% guarantee (though the profitability of such a system should be higher than that of the orlyanka for sure).
You obviously did not understand what I wrote. If your TS can only describe the price history, i.e. the past history, then it cannot be called adequate. Adequate means such one, which is based on real system regularities and is able to correctly describe its properties. Including making predictions with more than 50% confidence.
If we prove that the market is "white noise" - then almost surely in order to build a profitable TS we won't apply methods of "harmonic components separation" and searching for sinusoidal periods in order to forecast future price movements on their basis. Simply the probability theory must be applied, not the Fourier harmonics.
Exactly what you didn't get. To prove that the market is "white noise" is precisely to identify the pattern (in this case a statistical one) to which the market obeys. You can really get something out of it. And try to give me an example when you can get something from the market when you can't even say anything about it. When you do, we'll discuss it. Until then, consider my assertion irrefutable.
Just wait - maybe somebody reading this news will come up with some sensible ideas that will help you get your bearings, so let's make it easier for them to read and let's not waste our time moonlighting ;)
I second your suggestion. In particular, it implies that you should think twice or three times before you fart something. Sometimes it helps to understand what you've just read, but it hasn't come through yet. If it still doesn't make sense, it's better to be silent. Just wait, maybe someone will come forward who understands and explain it to you by accident.
And the point of my post, which you have repeatedly called a flood, is very simple. I have tried to explain in a correct form, in particular to you that your question does not allow anything to be discussed. If you say it in the manner you are accustomed to, the very formulation of the question is flooding. That's why no one expresses sensible thoughts.
Each candle has a fixed size as to its "height" and the time it finally gets formed is a different matter. Such charts should reflect the speed of price changes. After all, this is also an adaptation to the set speed of the final value set by the price (at the same take or stop, for example).
Such charts (called renko and also delta-modulation) have nothing to do with speed. Precisely because each candle is formed in its own time. Take an 8th grade physics textbook, it says what velocity is. Also, try to explain how switching from one type of candle to another can help dynamic adaptation. Why, you ask, should it be easier to adapt the time period in your opinion than the punctual one. In general, without reference to a specific TS.
Общие механизмы адаптации есть, конечно, и их немало. Например, для всех автомобилей общий механизм адаптации к дороге называется руль. Надеюсь вы понимаете, что этот механизм вряд ли вам поможет адаптироваться к изменению температуры в комнате ? Но вы по прежнему хотите обсуждать механизм адаптации безотносительно к адаптируемой системе ?
Yes. For starters, I just want to understand in what ranges and with what force the steering wheel turns (in a car that is not going anywhere - i.e. without discussing the TC)
Exactly you don't get it. To prove that the market is "white noise" just means to determine the regularity (in this case statistical) to which the market obeys.
By "white noise" is usually understood absolutely random sequence in which, by definition, there can be no regularities, including statistical ones ;)
Until then, consider my assertion unquestionable.
Why so severe? I am not allowed to have my own opinion, including about disputability of your statements? :)
And the meaning of my post, which you have repeatedly called a flood, is very simple. I tried to explain in a correct way, to you in particular, that your formulation of the question does not allow anything to be discussed.
I haven't mentioned your post anywhere as floodood, while the fact that my comment turned out to be in response to yours (and you may have taken it as a personal response) - sorry, that's pure chance. I meant quite different posts and did not want this thread to "go poof" either.
To put it in the way you are used to, the very formulation of the question is flubbery. That's why no one is expressing sensible thoughts.
You're not quite right, I just have a sort of "feel" for the soundness of the idea, but I can't express it clearly (if I knew the answers, I wouldn't be asking questions). what you perceive as my flooding is simply an attempt to express thoughts that haven't yet found a clear formulation.
Yes. To start with, I just want to understand in which ranges and with what force the steering wheel turns (in a car that is not going anywhere - i.e. without discussing the TC)
A car that doesn't drive is a TC that doesn't yet work in the real world. But it already is. So discussing a steering wheel without knowing anything about the design of the car (even if it is standing) makes no sense. Before you do that, you need to know if the car has power steering, which wheels are driven, what backlash is acceptable, etc.
By "white noise" is usually understood absolutely random sequence in which, by definition, there can be no regularities, including statistical ones ;)
White noise always refers to a random process that has a normal distribution. The certainty of a normal distribution is the statistical regularity of white noise. And where there are no or no regularities, there is no point in talking about adaptation (of any kind). No adaptation can give at least some predictability to a completely unpredictable (even theoretically) process. And that is precisely the point of adaptation.
Why so severe? I am not allowed to have my own opinion, including about falsity of your statements? :)
I haven't mentioned your post anywhere as floodood, and the fact that my remark appeared in response to yours (and you may have taken it as a personal response) - sorry, this is purely by accident. I meant quite different posts and did not want this thread to "go poof" like you.
you're not quite right, i just have a sort of "feel" for the soundness of the idea. but i can't express it clearly (if i knew the answers, i wouldn't ask questions). what you perceive as my flooding is simply an attempt to express thoughts that haven't yet found a clear formulation.
No one is encroaching on your opinion. Just to argue something, you need to give some arguments or at least a concrete example from which the fallacy of your opponent's opinion follows.
And as for the soundness of the idea of dynamic adaptation, I'm not arguing. The subject is very interesting for me. But I would like to discuss it substantively, and for that I need a slightly different formulation of the question. It is precisely in order to jointly change this formulation that I wrote my post.
I'm glad we understand each other. :-)
In order to determine the adaptation, you need to specify the target function that will evaluate it. Then it will be possible to say that one method is better than the other, and that there is real adaptation and not just a flashy algorithm for calculating the parameter.
The evaluation criteria for the system - profit, risk and their combinations makes no sense, because then we're not looking for a method of indicator adaptation, but the TS in general. The question is what is predicted and it is not a problem to compare prediction errors.
Well, that is the answer: the target function for an indicator should be to assess the credibility of the forecast it can provide.
Ну так в этом и есть ответ: целевой функцией для индикатора должна быть оценка достоверности прогноза, который он может дать.
Tell me, what forecast does the thermometer give?
The indicator is indicating. Stochastic, for example, indicates that such is the case, the price on a given bar is so positioned between the max and min for the last %K bars. That is all.
From this point on it is your interpretation. What conclusion you draw and what decision you will make on the basis of this information is a matter of your own, your TS.
Tell me, what forecast does the thermometer give?
The indicator is indicating. Stochastic, for example, indicates that such is the case, the price on a given bar is so positioned between the max and min for the last %K bars. That is all.
From this point on it is your interpretation. What conclusion you draw and what decision you will make on the basis of this information is a matter of your own, your TS.
0 in the evening in November - minus at night.