Predictive indicators - page 9

 
yosuf:

How do you manage to guess the harmonic and amplitude of the future market state, and why does the market sometimes "tilt" against your forecast? I am always amazed at the courage of researchers who are zigzagging like the market itself in forecasting price movements.

Why does it tip over? It's very simple. Let's say I was taking data from the previous 5 days and there was a steady trend in one direction or the other. What will the network show ahead? The probability of continuation of the trend. And it will draw what it will look like. And the market can get saturated by this day, as if they have already bought this currency, and then another currency began to strengthen, and this one will be dumped, and the reversal will begin. That's when the market will go against the forecast.

I wrote that such a forecast is too primitive, though much more complete and accurate than a polynomial-regressive one.

One has to take into account large time cycles, the impact of other currencies and factors. That is to build a multidimensional multi-level forecast. Then it will of course be much more accurate.

It would also be nice to decompose each day into a Fourier series and predict the change in each harmonic separately, plus the excitation and decay functions of each harmonic, and then add it all together. But that's just an idea for now. I haven't gotten around to it myself yet.

 
ANG3110:

It's not about redraws, it's about entry and exit points. In this game, you must gain as many profitable points as possible and lose as few as possible.

That is the main objective.


It is very difficult to find standard entry/exit conditions for all occasions and therefore they have not yet been invented. This problem was relevant 100 years ago and has not lost its relevance now. The conclusion is that it is not a problem that can and should be solved, it is not formulated correctly, so it is unsolvable. We should abandon this insoluble problem, because it reflects our desire to conquer the market without knowing its laws. Then the entry/exit problem should be formulated differently. We need a key to the lock, the code of which we do not know. So standards will not help. One has to look for qualitative and quantitative signals and try to group them under certain rules, accepting the inevitable loss of a part of the apparent profit. First you have to take the 55/45 level and be happy with it, then maybe look back at 60/40.
 
yosuf:

It is very difficult to find standard entry/exit conditions for all cases and therefore they have not been invented yet. This problem was relevant 100 years ago and has not lost its relevance now. Conclusion: It is not a problem that can and should be solved, it is formulated incorrectly, hence it is unsolvable. We should abandon this insoluble problem, because it reflects our desire to conquer the market without knowing its laws. Then the entry/exit problem should be formulated differently. We need a key to the lock, the code of which we do not know. So standards will not help. One has to look for qualitative and quantitative signals and try to group them under certain rules, accepting the inevitable loss of a part of the apparent profit. First you have to take the 55/45 level and be content with it, then maybe look back at 60/40.


Nah, that's not enough. If my Expert Advisor does not provide at least Profit Factor 2, i.e. 75/25, then I consider it unsuccessful, otherwise one cannot use the system of reinvestment of profits into new trades (money management).

And if you build a system based on forecasts, the forecasts must be more than 90% accurate. Otherwise there is no way to compensate for the inevitable errors that will occur.

 
Roman.:


:-))) Simply to you not once people have already designated the format of fruitful and constructive interaction with the public of a forum - as it is visible, all in vain...

"...a trade can be forcibly closed when parity is reached, which is still not clear to me" - it means when a unit of one currency is equal to a unit of the other... Let's say you are in the longs (up, in the bays) on USDCAD - 1in American equals 1.23 Canadian... Over time, 1 American became equal to 1.1 Canadian... You're still in the baja... taking a loss... Further, according to the graph - November 2011 - currencies in this pair have reached parity, i.e. for 1 American they give 1 Canadian..., that's it..., you forcibly close bai (long) - take losses, as they say - stop and reverse - i.e., close bai and roll over into shorts (into sells)... since November 2010. - now the quotes for 1 American are already 0.95550 Canadians, i.e. 455 points (on five digits) net profit ...

"...I do not understand why there is so much anger in a single individual with a fairly high level of knowledge in the professional field, judging by most of the posts".

You have to understand, Yusuf, no one is going to argue or anything like that... Sometimes there is just a desire to communicate constructively, but alas and ah... All are tales of the Vienna Woods and secrets of the court in Madrid... Your indicator deserves at least some attention. It needs a little "help" from you... that's all...

P.S. Please understand - this is not anger on my part, but a desire to indicate to you the priority areas of movement and development of your indicator, and your form of interaction with the public forum ... Reread, if you have forgotten, the previous posts, both public moderators and forum users ... and everything will become clear at once.


Then proceed as follows, if the participants agree:

1. I am opening a list of 100 forum participants, who want to work on fine tuning of the indicator and the Expert Advisor, to whom I will give the indicator and all the groundwork for it under the commitment of non-proliferation;

2. 100 participants should share the finalized version for their personal use without the right to distribute it;

3. All participants pledge to honestly transfer me 10% of the profit from the possible use of the indicator and advisor in practice, which I will share equally with my programmer for his work, his faithfulness, dedication and talent and for the fact that he will implement all of the participants' ideas in the code of all possible programs;

4.Only at the request of these participants will be possible to expand the list to 1000 with a simultaneous reduction of royalties to 1%;

5.The list will be open for public viewing, and discussion of the results of the brainstorming, testing, testing will be produced on the branch Sultonov Indicator on MT.

If the creation of such working groups is forbidden on the forum, I immediately withdraw the suggestion.

 
yosuf:

3. All participants undertake to honestly transfer to me 10% of the profits from the possible use of the indicator and advisor in practice, which I will share equally with my programmer for his work, conscientiousness, dedication and talent and for translating all ideas of the participants into code of all kinds of programs;


So, finally, it's down to practice. "Closer to the body" as Ostap Bender used to say.
 
yosuf:


Then let's proceed as follows, if the participants agree:

Yusuf.

Well, it is clear that you are an energetic person and are always in a hurry to go somewhere.

But once again, you have no idea how to place buy-sell points during trading, and perhaps subconsciously you are resisting it, because it takes colossal work and a lot of time to master it.

Without that, there is no point in continuing to work on your indicator.

Of course you can organize a "playground" for training and improving the mind of 100 or 1000 young creatures, but it will have little to do with real trading and especially with your desire to become "savvy", and be able to at least approximately "see" the future, particularly in financial markets.

 
ANG3110:

Yusuf.

But once again, you have no idea yet how to place buy-sell points during trading, and you seem to be subconsciously resisting it, because it would take enormous work and a lot of time to master it.


And he wants us all to help him complete his creation and pay him. This is capitalism!
 
ANG3110:

Yusuf.

Well, it is clear that you are an energetic person and are always in a hurry to go somewhere.

But once again, you have no idea how to place buy-sell points during trading, and perhaps subconsciously you are resisting it, because it takes colossal work and much time to master it.

Without that, there is no point in continuing to work on your indicator.

Of course, you can arrange a "playground" for training and improving the mind of 100 or 1000 young creatures, but it will have little relation to real trading and moreover to your desire to become "savvy", and be able to at least approximately "see" the future, particularly in financial markets.


I will reveal the secret of how to get in and out, and the participants will correct, add, suggest new possibilities, as they say one mind is good...
 
yosuf:

I will reveal the secret of how to enter and exit, and the participants will correct, add, and suggest new opportunities, as they say one mind is good...


Then why do you need all the drama and shoot beginners for 10% if you already know the secret of the Grail?

Put some small money into a real account and bring it to at least a million.

Big investors always demand to see real trading stats. And God forbid, the drawdown will exceed 10%, no one will even talk to you further.

It's not as simple as it sounds. Practical results are facts.

 
yosuf: Then proceed as follows, if the participants agree:

1. I open a list of 100 forum members

Yusuf, this is yet another mega-project again, covering up your unwillingness to understand the main thing: in order to achieve regular profitability in trading financial instruments, you need to work hard for a long time. A brilliant model alone is not enough. It must at least be tested - preferably on the assumptions and the results of its use. On the premise it has been checked a long time ago (the result is false). But the practical results have never been obtained, because there is no trading system and no Expert Advisor.

But you don't want to work, you want to do everything by someone else's hands - and get money for it:

3. All participants undertake to honestly transfer me 10% of the profit from the possible use of the indicator and the Expert Advisor