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Without getting into technicalities, I just wanted to point out your tendency to idealise your achievements. You have a lag-free filter and an ultra-stable system. What is it - a love of pretty words or a desire to tease the forum members to provoke a discussion?
Dr.Drain:
Так вот, если есть две кривые, и А извивается вокруг Х с большим размахом, разве не очевидно, что правило открытия сделок примитивно: если Х выше А - продавать, если Х ниже А - покупать... Так что проще плюнуть и наслаждаться статистическим перевесом не думая вообще ни о чем. Очевидно, что А = Х + (Х-А). Куда пойдет Х мы не знаем. А куда пойдет (Х-А) - знаем. Что еще нужно?
More on that point, Mr "obviousness". Not everyone has MathCAD, so it is far from obvious to many why the price has to return to your filter at least more often than the filter returns to the price.
If A is the price and X is the filter, then vice versa - if X is higher than A, buy. You are trading the price of the asset, not the filter.
And not just "above or below", but first find out the standard deviation and the maximum deviation and use that to calculate at what the minimum deviation is to open a trade.
Dude sat in his MathCAD for a few years and rediscovered the moving average.
More on that point, Mr "obviousness". Not everyone has MathCAD, so it is far from obvious to many why the price has to return to your filter at least more often than the filter returns to the price.
Something nobody has followed up on the example I suggested for fun with the non-equivalence of the further course of difference and ratio, where you can predict one of them straight and see the slope on the other...
No, let someone with sickle and hammer show the public how smartly one can buy and sell his own filter. And then let this someone show us how the faster A price doesn't have multiple unvolatile crosses up and down with this magic filter, and then believe me, we'll all be glad to scratch your ear.
If A is the price and X is the filter, then vice versa - if X is higher than A, buy. You are trading the price of the asset, not the filter.
And not just "above or below", but first find out the standard deviation and the maximum deviation and use that to calculate at what the minimum deviation is to open a trade.
No, let someone with a hammer and sickle show the public how cleverly they can buy and sell their own filter. And then let this someone show us how the faster price of A does not have multiple unvolatile crosses up and down with this magic filter, and then, believe me, we will all here gladly scratch your ear.
Once again. If X is above A, then A (price) is below X (filter) - buy....
".... the rule for opening trades is primitive: if X is above A - sell...." (C)