The market is a controlled dynamic system. - page 48
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Fourth point
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Determine the relative yield to the beginning of the month. Plot the point on the graph.
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.Let's move on ;)
ps. If some "well-wisher" does not understand why and for what purpose these constructions are done in the current experiment, at least let this "clever person" refrain from stupid speculations - with time he will probably (?!!) come to an understanding someday.The first thing to do is to define what a controlled dynamic system is and how this relates to the market, a phenomenon seen by many as random and chaotic.
Oleg, noticed two things. I don't know if it will help you or not, but I will give you my opinion.
1. The almost total absence of longs. This may indicate errors in the EA.
2. Complete absence of losing trades. This means over-simulation, and also that (most likely) you can make the management more efficient.
And good luck with the experiment :) the percentages are good.
That's a great idea. How's the convolution going? The circle with the cross in it, that's it! And it's basically a block diagram of a digital filter.... How about a simpler version? I.e. take a digital filter, which is narrower bandwidth. We discard all the noise and we get a digital CMA, eh? I mean, all you need is the clock frequency from a normal CMA. Do you think such a frequency exists?
This is the standard designation of the totaliser:
a sign change is made for the signal to be subtracted, which is indicated in the diagram as(-), or by blacking out the adder sector.
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Regarding the clock frequency for the CMA ----, this is not a solution, since any particular CMA is built at a fixed frequency. -- Here it is appropriate to recall the virtually unlimited frequency spectrum, i.e. the multi-frequency phenomenon called the "market".
Oleg, noticed two things. I don't know if it will help you or not, but I will give you my opinion.
1. The almost total absence of longs. This may indicate errors in the EA.
2. Complete absence of losing trades. This means over-saturation, and also that (most likely) management can be made more efficient.
Well and good luck with the experiment :) the percentages deliver.
Thanks for the kind words :)
Yes, all true. But the work to identify the drawbacks and improve the algorithm continues.
1. The situation with longs and shorts is already equalized and is gradually improving. The complexity of conjugation of signals of different TFs has an effect here.
The absence of loss-making trades was initially included in the TS as a necessary condition. But here again we face the problem of conjugation of signals of different TFs - hence the overlapping. At the moment, in particular, the drawdown is rather large, but not critical - I expect exit to the main line in the nearest future ;).
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And here is how this pairing looks like
This is the standard designation of the totaliser:
a sign change is made for the signal to be subtracted, which is indicated in the diagram as(-), or by blacking out the adder sector.
.
Regarding the clock frequency for the CMA ----, this is not a solution, since any particular CMA is built at its rigidly specified frequency. -- Here it is appropriate to recall the virtually unlimited frequency spectrum, i.e. the multi-frequency phenomenon called the "market".
Well, understandable and logical. But there is some noise, isn't there?
Well, understandable and logical. But it is some kind of noise.
It's not so simple with noise either --- what can and should be considered noise and what should not be considered noise?
And you can't get away with just cutting off the upper frequencies of the spectrum. Because it's not shot noise elimination - that's easy. But here we encounter a situation where bursts occur in the operating frequency range -- this could be (1) shifting from one mode to another, or (2) a countermeasure system -- in the second case, we have a targeted disturbance.
It's not so simple with noise either --- what can and should be considered noise and what should not be considered noise?
And you can't get away with just cutting off the upper frequencies of the spectrum. Because it's not shot noise elimination - that's easy. But here we encounter a situation where bursts occur in the operating frequency range -- you could consider it as (1) shifting from one mode to another, or (2) a countermeasure system -- in the second case, we have a targeted interference.
I see, I still want to try the implementation and compare this with this... -> what I might get (given the presence of signals according to your reasoning) and what you might get.
I.e. we have basically three narrowband filters. Do I get it right?
Why am I interested in it? The answer is simple - I started working in Forex and on this forum because the noise was interfering with my strategy with CMA's)))
I wish you every success.
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So we basically have three narrowband filters. Am I getting that right?
What do you mean, I do? So, no, you don't. However, any conversion can be thought of as a kind of generalised filter...
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Why am I interested in it? The answer is simple - I started in Forex and on this forum, because I was interfered by noise in my strategy with CMAs) ))
Obviously ;)