Strategic foresight systems - page 27
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This was not decided:)) Everyone is left with a different opinion on the formulation of the trend.
That's fine, we don't have to be "the same".
Not familiar thoroughly with your definition technology. Maybe you can reveal it?
A little conceptualization, but later.
The longer the period, the greater the tolerance.
That's for sure and the harder it is to make trading decisions. Opened a couple of trades on 10d forecast, but seems to have missed a lot with one, may have entered in the right direction, but at the wrong time. Alright, we'll see.
...... with one badly missed, may have come in the right direction, but at the wrong time. All right, we'll see.
I don't think it could be like that. I don't think so. Either good trading decision results in profit, or bad one - in the end - in the end - loss.
All true, but that's not what I meant to say. On the 5d horizon the maximum error of entry is 3-4 days, with an average trend of 10-12 days, which is conceptually not bad (the data is still preliminary). This gives, in theory (partly confirmed in practice), an average of 1 to 5 trend days caught. For the 10d horizon, I think the error will increase, but the trends are much longer there too. Entry error (and I have it measured in days) will give oh-so-large drawdown, which is what I'm seeing now. Now it's eating profits from other quotes (or rather it's winning right now, but still not so nice). So far, unfortunately, there is no clear understanding of SL (in my interpretation), just thinking, but there are already some outlines for TP.
I'm talking about these drawdowns and psychology of decision making (I trade with hands now).
"You look in a book and you see a figure" - that's probably what I mean. Apart from direction you also predict entry time, i.e. two predictable values - direction and time? If so, then I remove the relevance of my previous post, or rather it (the post) does not really fit the context of the branch.
But isn't it easier to get rid of one of the predicted values and leave only the direction - to enter the market, for example, at opening of the day? - Maybe then the prediction accuracy will increase (I mean the total MoM will increase)?
"You look in a book and you see a figure" - that's probably what I mean. Apart from direction you also predict entry time, i.e. two predictable values - direction and time? If so, then I remove the relevance of my previous post, or rather it (the post) does not really fit the context of the branch.
But isn't it easier to get rid of one of the predicted values and leave only the direction - to enter the market, for example, at opening of the day? - Maybe then the prediction accuracy will increase (I mean the total MoM will increase)?
The whole "thing" is that we don't know his entry point. At the break or at say 20% of the trend. At 20% of the trend the probability of getting a los is very high.
But wouldn't it then be easier to get rid of one of the predicted values and leave only the direction - to enter the market, for example, at the opening of the day? - Maybe then the accuracy of the predictions will increase (I mean, the total MoM will increase)?
The whole 'thing' is that we don't know his entry point. On a break or on say 20% of the trend. At 20% of the trend the probability of getting a loss is very high.
theoretically, as soon as it goes over 50% - a signal for a change of trend (there are a few candidates right now). But the problem is that on 10d the forecast has started to "jump" a lot, i.e. sometimes, the current one is very different from yesterday's one. All calculations from Open, but there's a problem with drawdowns, I haven't figured out how to deal with them yet.
and this happens because, figuratively speaking, the price is a reflection of the struggle of several process trends.
Which of them will win in the current "battle"? Which path of development, which branch of movement will continue?
Remember the beautiful bifurcation charts, they give a good idea of the complexity of forecasting dynamic processes.
Here is, for instance, how you can look at all this struggle (using GBPUSD H4, m15 as an example):
amidst the general upward movement on H4, there is unrest on m15
However, this is nothing new... That's what I was saying about the forecast becoming very "jumpy".
ps. if it's out of context, i will remove it.
and this happens because, figuratively speaking, the price is a reflection of the struggle of several process trends.
Which one will win in the current "battle"? Which path of development, which branch of development will continue?
Let's face it: sometimes we forget: for bulls and bishops everything is different - the level of expectation and the price is different. If of course you look at the data with the "floating" spread, or the glass.
Pythagoras aligns the final variance, which is why research on the "strategic" horizon is insanely interesting - the sko differential can be neglected here.
It's just a pity that the "model" is even more vague than Hodge's...
;)
Let's face it, sometimes we forget: everything is different for bulls and bikes - the level of expectation and the speed. Unless, of course, we are looking at data with a "floating" spread.
And Pythagoras equalizes the final variance. That's why research data on the "strategic" horizon is insanely interesting - here the sko differential can be neglected.
It's just a pity that the "model" is even more vague than Hodge's...
;)