Not the Grail, just a regular one - Bablokos!!! - page 265

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Can you send me an advisor with optimal sets?
 
ask for money, you don't need intermediaries :))
 
Joker:

Greetings colleagues!

Merry New Year and Merry Christmas to all! :)

Happy holidays to you too, Sensei, and good trending for all of 2016!

S.E. .... But my mind refuses to believe it! )))

Z.I.Y.The main rule of reality is not to get entangled in your own illusions.;)

 
ha! as if illusion were fundamentally different from reality...
 
wow, I remembered an old account... cool!
 
Joker:

Spread trading is not about prices, levels or other things. It's trading the rate of change of dough in the market relative to each other.

Imagine two horses where you have the opportunity to bet equally on one and the other. Considering the nature of forex, one of these horses will surely turn out to be turbocharged in its direction and will be ahead. The difference in the doughnuts is your profit.


We choose the horses that we think will run in the same direction ( cointegrating currencies in the direction of movement ). Horses that run faster on their ears, we turn them on their ears accordingly)))

Crooked horses without teeth and with bows on their tails (ie, those that do not fit into our channel - we discard. We don't need drunken horse jokes.)

We select the most vigorous horses in our view (marginal, i.e. pairs that are in the overbought or oversold zone).


The main thing is not to bet on winning the horse by running backwards ( i.e. against the market )))

In general:

- We take the horses that we think are the most zealous (the outermost, the most combed, the hooves to shine and the teeth to be brushed.

- We take the diameter of the horses backside ( i.e. their value ), we align them artificially ( lots ).

- Second: we saw convergence ( i.e. the start of the horses in the right direction, i.e. and the heels shone ) . After the start we saw which horse was more zealous.

- Having seen the jumpiness of the horses at the start we again adjusted our bets, aligning them by lots


The difference is that in horse racing we cannot place a bet after the start and before the finish and in Foreo we can.

So we have made a leveled bet. The faster horse will bring us a profit anyway.

After the horses finish they will stop ( this is divergence ).


a question was asked on forexsystems: does anyone understand what this post is about?

I do not pretend to be right, in fact I believe that the old description of the process does not correspond to the author's current one, but I will risk to describe it as I understand it now.

I can't say I fully and correctly understood what the author was talking about, especially the term "doughboys" remains a mystery to me.

the horse is not a pair and not a spread (at least now... maybe Joker used to understand a horse as a spread, but now I think a horse should be understood as something else entirely) isn't it?

the start of the horses - i used to think it was some kind of reference point, like some kind of channel border touch or something else meaningful, now i don't think it is

I understand that some horses may run backwards.

what do we do if after the start one of the horses suddenly decides to turn back or just go for a smoke (it also happens)? what does the author do in such a case? does he let a backup horse out from the start to back up the lost one?

and the question remains unanswered - is it possible to mount the same horses that have already finished in the next race, which may take place straight away? or "lambs to the stall, fridge to the house?" i.e. prize in your pocket, but horses for meat? i think that the same horses could take part in two or three more races, no? then they should be sent for meat at once

But you can see that some horses may be used indefinitely, so why should they be used for meat?


It is totally understandable why the author is participating in a horse race, because the horse comes to the finish line all at once

but it is unclear why you cannot participate in cockroach races when you can bet on cockroach families, for example?

ginger roaches against black, woodland, basement and underbelly roaches, for example?

They are not horses, of course, and they can't finish as horses, which partially decreases the total prize, but they will finish, won't they?

Besides, cockroach races are our home entertainment, they may be practiced at any playground with neighbour's boys.

 

Two weeks of reading + wife's insults + maths + imagination = something similar. I would like to thank the topicstarter, he is a great guy who disguised and at the same time stated all the rules in plain text. I would like to thank Joker, who found a software solution, though not the initial problem, but he did, and I suspect that many people have found a real system to work with.

I want to tell one thing to "wise mathematicians": by EURUSD + sell GBPUSD is not equal to by EURGBP !!!!!!!!!.

And since the system was originally supposed to be in a "hedge" or in "arbitrage", whichever way you want to call it. It is possible to find real stationary channels (for spreads or synthetics, or whatever term you prefer) and you can really work in these channels.

Thanks a lot once again to the topicstarter Aleksander.

Sincerely ....

 
Somebody help me to understand this LRBuild function.
I have two arrays - AUDUSD and NZDUSD charts, how to make regression between them?
What parameters should I use in the function?
//+------------------------------------------------------------------+
//| Linear regression                                                |
//| Subroutine builds model:                                         |
//|     Y = A(0)*X[0] + ... + A(N-1)*X[N-1] + A(N)                   |
//| and model found in ALGLIB format, covariation matrix, training   | 
//| set errors (rms, average, average relative) and leave-one-out    |
//| cross-validation estimate of the generalization error. CV        |
//| estimate calculated using fast algorithm with O(NPoints*NVars)   |
//| complexity.                                                      |
//| When  covariation  matrix  is  calculated  standard deviations of| 
//| function values are assumed to be equal to RMS error on the      |
//| training set.                                                    |
//| INPUT PARAMETERS:                                                |
//|     XY          -   training set, array [0..NPoints-1,0..NVars]: |
//|                     * NVars columns - independent variables      |
//|                     * last column - dependent variable           |
//|     NPoints     -   training set size, NPoints>NVars+1           |
//|     NVars       -   number of independent variables              |
//| OUTPUT PARAMETERS:                                               |
//|     Info        -   return code:                                 |
//|                     * -255, in case of unknown internal error    |
//|                     * -4, if internal SVD subroutine haven't     |
//|                           converged                              |
//|                     * -1, if incorrect parameters was passed     |
//|                           (NPoints<NVars+2, NVars<1).            |
//|                     *  1, if subroutine successfully finished    |
//|     LM          -   linear model in the ALGLIB format. Use       |
//|                     subroutines of this unit to work with the    |
//|                     model.                                       |
//|     AR          -   additional results                           |
//+------------------------------------------------------------------+
static void CAlglib::LRBuild(CMatrixDouble &xy,const int npoints,const int nvars,
                             int &info,CLinearModelShell &lm,CLRReportShell &ar)
  {
//--- initialization
   info=0;
//--- function call
   CLinReg::LRBuild(xy,npoints,nvars,info,lm.GetInnerObj(),ar.GetInnerObj());
//--- exit the function
   return;
  }
 
GerbertX:
Can someone help me understand this LRBuild function.
I have two arrays - AUDUSD and NZDUSD. How can I use regression between them?
What parameters should I use in the function?

I'm not sure how to connect these functions from algib, but here's a link to see how to do it in the code of the ready-to-use indicator

https://www.mql5.com/ru/code/11859

 
ara66676:

Two weeks of reading + wife's insults + maths + imagination = something similar. I would like to thank the topicstarter, he is a beauty in terms of camouflage and at the same time he explained all the rules in plain text. I would like to thank Joker, who found a software solution, albeit not the initial problem, but he did, and I suspect that many people have found the real systems they work with.

I want to tell one thing to "wise mathematicians": by EURUSD + sell GBPUSD is not equal to by EURGBP !!!!!!!!!.

And since the system was originally supposed to be in a "hedge" or in "arbitrage", whichever way you want to call it. It is possible to find real stationary channels (for spreads or synthetics, or whatever term you prefer) and you can really work in these channels.

Thanks a lot once again to the topicstarter Aleksander.

Sincerely ....

About "by EURUSD + sell GBPUSD does not equal by EURGBP !!!!!!!!!" this has been known for a long time.

Can you give some pointers on the right direction? What do you mean by "initially sort of being in a "hedge" or in "arbitrage"?

And a couple of examples of stationary (for a year or two, three) channels can you see?

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