I propose a new formula for the volatility indicator - page 5

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borilunad:

It seems to me that this formula would allow the advisor or trader to enter the market at the right time, as well as not entering.
......... Any suggestions? Just don't send me anywhere, I've been all over the place before, even in the ban.

A few questions for you:

  • What does "just in time to enter the market" mean to you? What does " in time " mean?
  • What do you understand by the term "volatility"?
  • Do you think that an indicator, whose values are based on just one bar, has any right to be "applied with positive expectation" at all?
  • What is the financial point of your formula? Imagine you are an intermediary (speculator), what is the point of the formula?
 
DmitriyN:

A few questions for you:

  • What does "just in time to enter the market" mean to you? What does "in time " mean?
  • What do you understand by the term "volatility"?
  • Do you think an indicator whose values are based on just one bar has any right to be "used with positive expectation" at all?
  • What is the financial point of your formula? Imagine being an intermediary (speculator), what is the point of the formula?


1. Timely to me means not too late.

2. Volatility to me means the activity of the price movement.

3. not just one bar, but as many as will be needed, but I think up to five, no more. Testing will clarify.

4. Fin. meaning in the body of the candles and their "studs" are only dangerous noise.

Thanks for your feedback and possible opinions and advice!

 
TheXpert:

What's so great about him?

A normalised ATR is like a guinea pig :)

He is. I agree to live with a guinea pig. But - she's a problem, I don't agree.

I'm already afraid to say anything, but here... timidly-- why? What do you want to do about it?

 
DmitriyN:
1. "On-time" should have nothing to do with time at all. A trader does not trade on time, but on price. There are people who come to work at 08.00, leave at 16.00 (17.00) and do nothing (or do something) there, getting paid - this is time-trading. But, the trader trades the price.
Consequently, the notion of "on time" must be replaced by the notion of "at a reasonable price". When (in time) this price will come, nobody knows and it is almost impossible to predict.

An acceptable price should be such that the trader could sell his position at a profit for himself. A buyer must be found for this position (another trader, a group of traders, a broker), if there is no buyer, the trader will not be able to sell his position and thus he will suffer a loss.

In fact, profitable trading is not much different from profitable trading of the seller at the grocery market, in a shop or in the supermarket. There is no need to invent anything, everything was invented long ago, the same principles work there.

Thanks for the platitudes! If they are enough for you, they are enough for me too, since I have nothing substantive to say.
 
Peter_Zabriski:

I'm already afraid to say anything, but here goes. timidly - why? What do you want to do about it?

With what? :)
 
DmitriyN:

It is not worth trying to do:

  • predict a bar on the basis of a previous bar;
  • predict a bar on a small series of previous bar;
  • forecast a small series of bar on the previous bar;
  • forecast a small series of bar on the previous small series of bar;

The question is not about the forecast, but only about the volatility indicator. It is up to the trader or the programmed decision on this indicator to decide from there.
 
borilunad:

The way I see it, this formula would allow the advisor or trader to enter the market at the right time, as well as not entering.

If there is already something based on this formula, suggest it and I will close this thread. If not, let's make this indicator together, as I lack experience in programming from scratch. Tried to understand a lot of volatility indicators, but I still don't understand a lot of things, unfortunately...

And the formula:

Where i is the chosen period to summarise with the value of the last bars prevailing, well like in LWMA.

Any suggestions? Just don't send me anywhere, I've already been everywhere, even in a ban.


What is the use of volatility in the past, you will be trading in the future volatility. Forecasting the vols based on what?
 

Forex is a unique phenomenon. Prichological, I would even say psychiatric.
"Herring" is called "headphones", "condom" is called "primus", "tractor" is called "iron", "fax machine" is "aeroplane", "electric socket" is "frying pan", "shoe" is "transformer".

I am not on stage, I am in the audience.

 
DmitriyN:
I'm quite content with sobriety, which is what makes me different. Whatever you say, it's up to you.

I too have enough sobriety to respond to a lecture given on the advisability of trading. Very enlightening!
 
Avals:

What is the use of volatility in the past, you will be trading in the future volatility. Forecasting the vols based on what?

This is an attempt to kill a sacred cow. My feelings are personally deeply hurt. Where is the prosecutor's office looking at this.

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