RBCI + TTF = Profit? - page 9

 
LeoV:

If we are talking about what we consider to be a settled process minus n-bars, then we have to admit that we are late with the trade for those n-bars ))))

I absolutely agree. This is also the problem.

Take the ARIMA model with parameters AR(1) MA(1). This means that the last bar is taken!

 
faa1947: I absolutely agree. That is also the problem.

Then you must agree that re-rating cannot be used in real trading because there is a lag on those n-bars when the process settles down during those n-bars )))
 
Tomorrow someone is in for another disappointment...
 
moskitman:
Tomorrow someone is in for another disappointment...

Yep... ...and people are still waiting
 
LeoV:

Then you must agree that re-rating cannot be used in real trading because there is a lag on those n-bars when the process settles down during those n-bars ))))
Not only you can, but you should. At least we see the problem, not believe in some myth about using only non redrawing indicators. Above I gave an example of a very famous model, which takes into account the last or several penultimate bars.
 

Any indicator strategy assumes that a market that has behaved in a certain way over the last few bars will continue to do so. And disappointment sets in when you realise that this is not the case (unless by chance, sometimes).

 
moskitman:
Tomorrow someone is in for another disappointment...
(I don't feel like working)
 
Ishim:
It's a bummer (I don't feel like working)
And I've already suggested that everyone should stop working and start earning, but the topic got deleted...
so get to work
 
moskitman:
and I've already suggested that everyone "stop working and start earning", but the topic got deleted...
so get to work.
yes the normal ratio is 95/5 - there are a lot of consumers brokers dealers with swap spreads, arbitrageurs.... yes yes work.
 
jelizavettka:

You should not look for systems that give signals when indices cross and stupidly work out all the signals. You will always lose.

I am giving you an indicator, when you use it, it is almost impossible to lose. It will save your deposit.


It's been 15 minutes on the chart! It hasn't counted yet! I removed it! :)