Not the Grail, just a regular one - Bablokos!!! - page 261

 
IronBird:
So the trick is exactly that, as far as I understand it, Joker manages to obtain more or less stable channels after a period of cointegration (although they cease to be horizontal).

Well, no, he even wrote that it's going in all directions.

And it's impossible.

or rather, in principle, for a couple of strokes you can get a continuation of the spread, but without a guarantee

 
transcendreamer:

Well, no, he even wrote that it's going in all directions.

And it's impossible.

or more accurately, in principle, you can get a continuation of the spread, but there's no guarantee

It diverges, it loses its horizontal direction, but nevertheless it moves in a certain channel, up or down. Therefore it becomes possible to make a profit. So he wrote.
 
IronBird:
It diverges, it loses horizontal directionality, but it nevertheless moves in a certain channel, up or down. Therefore it becomes possible to make a profit. So he wrote.

it's true

in terms of the spread model, it corresponds to a gradual spread of the two curves

not always a clear channel, but there is some similarity.

 
IronBird:
So the trick is, as far as I understand, Joker manages to get more or less stable channels after a period of cointegration (although they cease to be horizontal).
And as far as I understood dear Joker is not working inside the channel, but most likely on the assumption of continuation of the trend after the stationary channel. And long time ago Joker mentioned that "there is no fish inside the channel ("horizontal")" and it should not be in a pure form - it's like a game of Russian roulette. True, about the solution in the 3rd zone (decision zone) utilo, although he gave hints in recent articles. In fact, if you put it all together, you can assume that there is a grail, but you have to check.
 
vonamsu:
And as far as I understood the esteemed Joker is not working inside the channel, but most likely on the assumption of trend continuation after the stationary channel. And long time ago Joker mentioned that "there is no fish inside the channel ("horizontal")", and there shouldn't be any in its pure form - it's like a game of Russian roulette. True, about the solution in the 3rd zone (decision zone) utilo, although he gave hints in recent articles. In fact, if you put it all together, you can assume that there is a grail, but you have to check it.

So that's what I was saying. I did NOT say inside the channel.
At the cointegration section he is rationing them somehow, and at that point they are horizontal.
Then, after the cointegration section, these co-integrated spreads, SECRETLY rationed, lose their horizontality, but retain their channel character for some time. That is, the channel becomes pointing up or down. And this is the directionality (NOT HORIZONTALITY) that he uses.
That's how I understood it.

 
transcendreamer:

transcender in the track

if i understand correctly only 8 lines in 1 indicator can be created in MT4

i.e. to either switch to mt5 or overlay multiple copies of the indicator in 1 window

In the new builds, after modifying the mql4 language the number of buffers has changed slightly. Now it is 512, not 8
 
qimer:
In the new builds, after modernisation of the mql4 language, the number of buffers has changed slightly. Now it is 512, not 8.
and you can draw all 512? i don't know, i'm a slowpoke, i thought you can only keep 512 in memory and draw 8
 
transcendreamer:
You can draw all 512 of them? I don't know, I'm clumsy, I thought you could only store 512 in memory and draw 8

I checked and it is indeed possible, cool, I was very wrong in my post, I apologise for the misinformation

Thanks, qimer.

 
vonamsu:
And as far as I understand the esteemed Joker is not working inside the channel, but most likely on the assumption of trend continuation after the stationary channel.

That's right, buy the rising, sell the falling.

it's been working since 1792

 

... because all chats and mailboxes are now full of discussions about what is a mystical "superposition"? and wikipedia hints only at quantum mechanics, but it cannot be that the EA works on the principles of quantum mechanics, and mr. Joker did not consider it necessary to explain such a trivial term.... so it is necessary to notice that there is no mysticism here, superposition is simply = super+position, that is simply a big position made of several (many) positions, thus there is no super-secret in superposition, simply a good sounding word, it is not necessary to look for a special secret meaning, actually my post is mainly about it - excessive mystification complicates life in the already overflowing mystical world.... A second question that is now being actively discussed in chats and emails - about the grail, so what is it? How to do it? Well it is quite a simple question, I want to note that the grail is to systematically buy all increasing portfolios and sell all falling portfolios, repeating this simple operation repeatedly forming a super-position and getting a super-portfolio with super-profit! That is, everything is super-simple, there are only subtleties to optimise the process, for example, a subtlety such as selection of filter criteria of portfolios for suitability to buy / sell (crossing a certain level or something else, the criterion of trend / exit from the flat, in principle, can be anything, such as momentum, the reverse breakdown of the trend or even a set of indicators in a portfolio), comparing / sorting portfolios, organization of portfolio keeping, the optimal frequency of portfolio review (or adding new portfolios), and how in any trading system - the critic It is unlikely that today there will be many enthusiasts to use Markowitz model, but an amusing moment - in descriptions of the theory there is a word "superposition" (coincidence? or intent, or maybe it is a clue from the Illuminati?) - in relation to polycriteria selection of portfolios as a valuation function with several variables, so during all this idle ranting we come back to this term, but here it has slightly different meaning.... Further, it seems absolutely necessary to note the following moment: when adding a portfolio to the super-portfolio it would be desirable to test its correlation with other portfolios, because it is obvious, for example, that buying two correlated portfolios we get not only super-profit, but also have the risk of super-failure! In other words, the drawdown of correlated portfolios tends to add up, so it seems logical to ask whether it is easier to form a super-portfolio from the base assets analyzing their combined performance Summing up the above, we can say that the superposition grail is a very simple thing, neglecting some minor technical details.... it is likely that after reading this post, a lot of grails will be promptly written over the remainder of Sunday today, and therefore there will be increased volatility tomorrow Monday and onwards into Tuesday.