Not the Grail, just a regular one - Bablokos!!! - page 117

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Crek:
You reminded me of makdi from (makdi from (makdi from makdi....)) by the way. This only needs either to be applied separately to the increments, and the masks are not quite the same. Paukas by the way also considered macdi from macdi and so on, and this branch was pelted with tomatoes on the forum...
I do not know such words. Tell me what is this makdi that you are supposedly considering ?
 

Well, has anyone else solved the riddle of Bablokos the topicstarter?


(Second day of testing unraveling on the real thing):


114659538 2012.09.24 14:17 buy 0.01 audusd 1.03976 0.00000 0.00000 2012.09.24 19:07 1.04140 0.00 0.00 0.00 51.09

114664252 2012.09.24 16:09 buy 0.01 nzdusd 0.82046 0.00000 0.00000 2012.09.24 19:08 0.82125 0.00 0.00 0.00 24.61

114670866 2012.09.24 20:24 buy 0.01 usdcad 0.97973 0.00000 0.00000 2012.09.25 14:41 0.97960 0.00 0.00 -1.37 -4.12

114670811 2012.09.24 20:21 buy 0.01 eurusd 1.29259 0.00000 0.00000 2012.09.25 14:41 1.29347 0.00 0.00 -1.09 27.31

114670820 2012.09.24 20:22 buy 0.01 audusd 1.04144 0.00000 0.00000 2012.09.25 14:41 1.04316 0.00 0.00 2.49 53.38

114700428 2012.09.25 14:50 sell 0.01 usdcad 0.97933 0.00000 0.00000 2012.09.25 19:20 0.97770 0.00 0.00 0.00 51.62

114700414 2012.09.25 14:49 buy 0.01 usdchf 0.93504 0.00000 0.00000 2012.09.25 19:21 0.93479 0.00 0.00 0.00 -8.28

114700409 2012.09.25 14:49 buy 0.01 eurusd 1.29299 0.00000 0.00000 2012.09.25 19:21 1.29477 0.00 0.00 0.00 55.09

 

I'm not sure what to do with them, but I'm not sure what to do with them. Alexandera's method has a lot of strange places, like looking at eight pairs and trading on four, and we're losing on tricks... I looked at one pair separately, and it was loss-making. You want to repeat it?

 
Joker:

Well, has anyone else solved the topikstar's Bablokos riddle?

(Day two of the real-life riddle trials):

Now we have added yours to the riddle of the topicstarter, if not, at least the comments it would be nice to hear.
 
YOUNGA:

I'm not sure what to do with them, but I'm not sure what to do with them. Alexandera's method has a lot of strange places, like looking at eight pairs and trading on four, and we're losing on tricks... I looked at one pair separately, and it was losing. Do you want to repeat it?

Well, he's picking the best 4 out of the 8. I don't know why he picks the best 4 out of 8. And I don't think there's been any mention of refills in this thread.

ZS. About the signal, maybe off topic, but Escander, in his other posts, I think, talked about Bullpower, maybe take a closer look?

 
Still guessing? It was written in plain English - pair trading, instrument correlation.
 
Holy shit, a mosquito has hit the spot: he has seen pair trading and compared it to correlation. Bravo, a big round of applause. What's in it for us?
 
Some define volatility as the path length in pips over a selected period of time. When constructing indices, the well-known and static formulas calculate the index by time. But we need dynamics, so indices should be constructed from increments, i.e. from the size of movements, not from static absolute values of quotes. However the liquidity of currency pairs is different. Accordingly, this suggests that the instruments pass different ways during one and the same period (it doesn't matter whether this way was up or down, 1 point may be from 1 to 5, 10 points, and one point is a small step of the way, and it doesn't matter where it was made. Therefore, it would be better not to calculate indexes from time (which has a scatter of path lengths), but from equal path lengths. In brief, we build equal-volume (better it is equal to the number of points on every tick) bars, on all symbols, then create index. For example, we take bars with 500 ticks, take the beginning and the end of these bars and calculate the increments between ABS (open-close) or high-low. From these increments we build an index, and then we take bars of 1000 ticks and build an index from these increments. And so on. We calculate from the end - from the last tick back to the past, or at least from the end of the last minute or hour bar. So we construct equal-volume bars with modulation at first, i.e. 500 ticks, 1000, 2000 .... And so on . Further on we do not analyze the direction of movement but the sizes and speeds of movements (increments). That is, we pass to the oscillatory type, setting the modulation, through the LF we divide the series into modulated bands to the minimum possible residue. Then we analyze the rate of change already between the oscillators, that is, the bandpass filter will not be formed from the lines of the two LF, but from the two oscillator lines co-integrated by frequency, then the bandpass from these 2 bandpasses and so on. Mean square, is just a variation of the formula of amplitude detector envelope amplitude can be obtained by the arithmetic mean of the sum of moduli MathAbs simply root of the average of the sum of squares (ie the standard deviation) gives a smoother curve. There is no way to get rid of the constant component and infra low frequencies without filters to get an oscillator and cluster it. Before clustering it is necessary to cut off the constant component and the infra-low frequencies on all pairs to leave only clear bandpass filtered variations with specified modulations 1,2,4,8..... so that residues, noises, etc. from instruments would not disturb the cluster because the amplitude volatility of noises will differ between instruments and a less influential pair may seem to be more influential due to volatility difference, noises may be considered separately (a kind of noise cluster). But in order to set this modulation adequately we need good filters or we can use a mashka and bring it to a condition close to those results that will be obtained by a good filter. That is, after filtering with a mask to work with the remnants of filtration, then work with more remnants, and so on. The mashups need to be somehow brought up to the appearance of idyllic matching filters beforehand.
 
Speaking of differences between forex and sat. It should be noted, that for me a trend is not only movement up or down, long flat movement is also a trend. If we indicate a trend as a line connecting points of the reversal TS (for each TS its own)? If this is true, then it is on the thick tails that we should make money. After all they are probably talking about more frequent returns of increments than a trend of increasing size of increments. there is such an option... one big move to divide into smaller pieces... and take a bite out of each piece. Or vice versa, the presence of thick tails indicates a prevailing trend (more frequent continuation of the movement than its reversal), in any manifestation.
 
Joker, pardon me, what kind of dough the topicstarter is talking about, the very first post in the thread? or about combinatorics and filtering signals from another person (they are different people, explain who you mean), rare but accurate? judging by the state, the second.
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