[Archive] Learn how to make money villagers! - page 751

 
4x-online:
And without optimisation?
I never do.
 
OnGoing:
I never run it at all.

If there was a pattern trade on the "new ilan", there might be a few more things to look into. I still want to offer the villagers 2.5 topics for research, but I can not dare to get into such an amount of writing. :)

1 - Breakdown of volatility on several pairs. I offered this, but no one was interested. Although I have a clear understanding of what to do and how to do it.

2 - Research of extreme values of indicators. I once dug 2 wands and found that they work stably when they reach extrema. I.e. the more extreme an indicator is, the more probable its signal. But it happens seldom. I had 10 trades per year with scales, but they were of very high quality. The idea is to use a set of symbols on all timeframes starting from 5 minutes to search for the indicators extremal values which are sharpened on certain market states and transitions from one state to another. For example, reversal ones. Just to have more signals.

0.5 - based on 1 and 2 to investigate the input of a bunch of microlots instead of one big one. These microlots will have different stop and trawl parameters. The idea is that if we hit a momentum, and it is long, then on average such an entry will be more profitable than a single lot with a specific stop/trail/profit parameter.

And that is 0.5 I wanted to suggest in the "new illan". But it seems that it is not the case. :)

 
4x-online:

1 - Breakdown of volatility on several pairs. I suggested this, but no one was interested. Although I have a clear understanding of what to do and how to do it.

There is an owl on this subject, someone has already posted it here. And I have somewhere gathering dust until now.

But there is no fish there, it may be a reversal inside the channel (on several symbols simultaneously), like the author suggested, or a breakdown of volatility (corridor).

 

Regarding the 0.5 idea - a similar thread started here (a couple of posts ago) (see video) https://www.mql5.com/ru/forum/138220/page8

It would seem that the author is a bit naive in stating that the probability with hard stops and take on two pairs would be on his side.

But it seemed to me that there was some sense in digging further there.

 

The idea is 2. The eternal question - what do you propose to count as an "extremum" of an indicator? What are the criteria for defining it?

If it is so easy to do, why don't you try to find the trend top for example?

No, it is difficult, or rather impossible to do. For the market has neither a bottom, nor a peak.

 
OnGoing:

The idea is 2. The eternal question - what do you propose to count as an "extremum" of an indicator? What are the criteria for defining it?

If it is so easy to do, why don't you try to find the trend top for example?

No, it is difficult, or rather impossible to do. For the market has neither a bottom, nor a peak.

Local ones do. And the same RSI will help to see this. I can't remember what's going on with the mash-ups now. It may not have been straightforward, but it certainly was and it worked. You can look it up again if you are interested.
 
4x-online:
Local has. And the same RSI will help to see it. I do not remember what is what. Perhaps it was not straightforward, but it sure was and it worked. We can look it up again, if there is any interest.

We can only use probabilities, e.g. by taking the average deviation of the wristwatch from the price of a given instrument. And this would count as a maximum or minimum.

But it will not differ from the simple corridor calculated by the average volatility of the same instrument.

Besides, let's assume that we caught this "maximum" and entered the market. How will we exit?)

There are several options.

1. The price can significantly rollback after that, after which the global trend will continue.

2. The price may immediately continue to move in the direction of the trend, and the mask only "jerked", giving us a false signal.

3. The rarest case. We have actually caught the peak.

So how do you propose to exit? IMHO - trivial, hackneyed indicator analysis.

 
OnGoing:

We can only use probabilities, e.g. by taking the average deviation of the wristwatch from the price of a given instrument. And this would count as a maximum or minimum.

However, this would be no different from a simple corridor calculated from the average volatility of the same instrument.

I was picking the intersection of the two wagons. i.e. a reversal.
 
4x-online:
I was poking around the intersection of two cars. I mean, a U-turn.
Well, there's an extra lag added here.
 
OnGoing:
There you go, there's the added lag.

:)

Ilan's more exciting, I understand. :)