Cyclical patterns in the market - page 12

 
DYN:
Happy resurrection!


Yeah. I don't think my funeral service is on time. We should at least get a dead man (me) in time for Easter. But whoever's resurrected is whoever's resurrected. And I'm not upset - I've had enough of myself... even a little too much at times...)) How does FM put it? "The Russian man is wide. It would be nice to narrow it down..." )). )))
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And with the jerk that sort of nailed me - I don't like what's going to happen myself.

 
alsu: You could try to find correlations in the flow of trades, those that are not revealed in the analysis of the prices themselves. In other words, help predict the outcome of a trade using the results of previous trades. But be careful, the perpetrator is armed can reveal what is not really there))

Unlikely.

Lots of amateurishness in this article, but it seemed to me that there was a stupid Bernoulli scheme with no options in most cases (I'm talking about the sequence of deals, of course). The Bernoulli criterion is my own muddle, so please don't kick it too hard.

 
grell:

No way:) Suppose I have inputs by signals, have a cunning trawl by equity, and absolutely ...anusive exit from the trade, at the rate of 70-80% probability of successful entry, and when exiting the trade by the same, but opposite signals, profitable 20-30%. My cunning trawl is not pulling this system to the plus. stoploss only aggravates the picture, TP is useless at all in my case. Oops, sorry, got carried away. So what were you saying about aiming for 50% successful entry, eh?
Well, if your input is greater than 50% you may consider yourself a clairvoyant or at least a market guru, and then it does not matter, all the rest put SL=TP and enjoy it. As my practice shows very serious research is needed to achieve entrance more than 50%. With standard and wide-area indicators, you can't achieve it in the long term without dynamic variation of the periods of these indicators.
 
Mathemat:

Unlikely.

Lots of amateurishness in this article, but it seemed to me that there was a stupid Bernoulli scheme with no options in most cases (I'm talking about the sequence of deals, of course). The Bernoulli criterion is my own muddle, so please don't kick it too hard.

I mean a little different - one and the same TS may often show better results if the filters are "screwed" to it, popularly speaking. But filters can be applied not only using information from prices but also taking into account statistics of trades themselves. For example, a series of transactions may well contain seasonality, and it may be easier to identify it by analysis of the balance curve than by the price curve. Of course, the first source of information is the price, but who says that we should necessarily use the first source, if the TS has already acted as the processing machine and gave us the information in a more digestible form. How do we detect seasonality? For example, often there is an autoregression of 2-3 orders in the balance curve, on its basis, if it is significant enough, we can slightly tweak the volume of transactions, after such a transformation the curve slightly (and sometimes quite) straightens out.
 
alsu:
I mean a little differently - often the same TS in a wave can show better results if "filters" are attached to it, popularly speaking. But filters can be applied not only using information from prices, but also taking into account statistics of trades themselves. For example, a series of transactions may well contain seasonality, and it may be easier to identify it by analysis of the balance curve than by the price curve. Of course, the first source of information is the price, but who says that we should necessarily use the first source, if the TS has already acted as the processing machine and gave us the information in a more digestible form. How do we detect seasonality? For example, often there is an autoregression of order 2-3 in the balance curve, on its basis, if it is significant enough, we can slightly tweak the volumes of transactions, after such a transformation the curve slightly (and sometimes quite) straightens out.

I think prikolnyjkent would like to show us something similar, but he uses another approach, based on the simple grid, the next deal will depend on the previous one and the distance travelled by the price. In this case by system he means a random entry and TP=SL, on the basis of analysis of results of previous movements, an assumption about the future movement is made.
 
Joperniiteatr:
So where's the author gone, there's more info for him
By the way, I can't find the sailor's formula, I've been googling, I can't find any
 
Telo:

I think prikolnyjkent is trying to tell us something similar, but uses slightly different approach, based on a simple grid, the next deal will depend on the previous one, and on the distance travelled by the price. In this case by system he means a random entry and TP=SL, on the basis of analysis of results of previous movements, an assumption about the future movement is made.


The assumption of future movement is an independent topic from my example.

My example allows you to do what you need to do in order to Gather POINTS along a price trajectory...

 
prikolnyjkent:


The assumption of future movement is an independent topic from my example.

My example allows you to do what you need to do to CONSIDER the price trajectory...


Thinking, thinking. I understand the idea as it is close to me, I just have not found the solution yet. I have a drawing. It reminds me of a puzzle) when you know there is a solution, but you don't know what it is. Only unlike puzzles, there is a material reward. But most importantly, now I know that someone has already figured it out.
 
prikolnyjkent:


The assumption of future movement is an independent topic from my example.

My example allows you to do what you need to do to CONSIDER the price trajectory...


Collecting points on history is no problem, a zigzag to help you (or a small-period wiff, above it - buy, below it - sell). Much more important is the prediction of the future movement...
 
Telo:

I'm thinking, I'm thinking. I understand the idea as it's close to me, I just haven't found the solution yet. I have the drawing. It reminds me of a puzzle) when you know there is a solution but you don't know what it is. Only unlike puzzles, there is a material reward. But most importantly, now I know that someone has already figured it out.


I have to upset you somewhat - this is the solution to only one of 3 puzzles, which should be solved to put together a "mechanism" that CREATES (in all senses of the word). But the good news is that all the riddles are solvable.

Don't try to "drive" a single "gearbox", no matter how high-tech it is. Only those who assemble the "car" in its entirety, screwing DIFFERENT "assemblies" where they belong, will get off the ground...