From theory to practice - page 674
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If you manage to do that, it will be an unreal breakthrough in improving your results. I can't do it...
And yes, Eugene - you don't have to post your algorithms here. Let it be your personal victory. But, you are welcome to post the real state + phrase like "made by motives of this branch with calculation of dynamic quantile" or any other brief description. It will inspire a lot of people, and this moment in life is worth a lot.
That's all for now. Good luck to everyone!
On AUDUSD, the picture is not beautiful. I mean with a static multiplier, or with a dynamic one.
This method has a lot of questions - "Why should it work?
You still need to calculate the dynamic window.
There are a lot of questions in this method - "why should it work?"
Exactly.
Once again - in addition to quantile, you need confidence (at least 90%, not 50/50) that price will go back to the mean at any given time, since this thread is about channel strategies with "back to the mean".
Again, the Ornstein-Uhlenbeck process provides the desired guarantees.
So, we need that:
1. the distribution around the mean is normal - yes, almost always.
2. the ACF should be exponentially decreasing. The correlation must be negative. In a window of 24 hours or more - yes, almost always.
3. the distribution of returnees was normal. NEVER.
So what's needed is a key..., no, or rather, a KEY that would unlock condition #3. Would give it a substitute.
Hearst, asymmetry, kurtosis, entropy... What else? I don't know...
And even simpler, please make me feel, here is an approach, a trading system of actions and rules that will bring profit. Here's the TS on MA9. H1 timeframe.
Wording like "close where we want" and uncertainty - "if the rate is higher" says that this is not a TS. What do you mean the exchange rate is higher? If you mean Ask and Bid, you can find a lot of entries on the chart that will not give profits, especially since the moment of closing is not defined. Determine at what profit or loss you close and show on the chart where there will be a profit and where there will be a loss. You have marked the winning entries on the history, but not the losing ones.
I remember that Koldun, in one of his cryptic messages, gave a reference to a modified RSI indicator.
Knowing that Koldun is not going to blurt out anything, and RSI is modified by one of the many Hindus, which immediately creates a sense of awe, I ask:
Does anyone use RSI in their strategies? Does it give at least a slight statistical advantage in practice?
I remember that Koldun, in one of his cryptic messages, gave a reference to a modified RSI indicator.
Knowing that Koldun is not going to blurt out anything, and RSI is modified by one of the many Hindus, which immediately creates a sense of awe, I ask:
Does anyone use RSI in their strategies? Does it give even a small statistic advantage in practice?
RSI gives false signals on a small rollback trend, so without the trend indicator RSI can be used only during a sideways trend.
RSI on a low rolling trend gives false signals, so without a trend indicator RSI can only be used during a sideways trend.
Thank you.
OK, so it's only Gann's that has something useful, astrology and other nonsense aside.
Well... What does the machine say? "The road is travelled by the man who walks. No problem - let's go over the theory of the great and terrible Gunn.
Language such as "close where we want" and the ambiguity of "if the rate is higher" suggest that this is not a TC. What do you mean the exchange rate is higher? If you mean Ask and Bid, you can find a lot of entries on the chart that will not give profits, especially since the moment of closing is not defined. Determine at what profit or loss you close and show on the chart where there will be a profit and where there will be a loss. You have marked the winning entries on the history, but you have not marked the losing ones.
I asked you to take my word for it. It never occurred to me to make anything up. I don't know where that archive where the Expert Advisor on MA(18) is. I don't know where I have the archive where the Expert Advisor is. I have no account with no spread, but with commission. MA -18, we open BUY if I think Close[1] > ma1> Open[1], SELL - vice versa. TP and SL are calculated based on the optimization of the instrument with TP being 2-3 times higher than SL. Clearly with the lot. Why is the Expert Advisor in the archive? Because I know how a broker sometimes reacts and works with my orders :) And I prefer to work at my own risk with electronic equivalents of the orders and with an absolutely different ideology. This is a different approach and a different TS. And the phrase "close where we want" and indefiniteness - "if the rate is higher", I agree - this is a manual or semi-automatic TS. The Expert Advisor opens a deal, I either reject the deal or continue it with an arbitrary close.
Thank you.
OK, so it's only Gunn who's got something solid to say, astrology and other nonsense aside.
Well... What does the machine say? "The road is travelled by the man who walks. Sure, let's go over the theory of the great and terrible Gunn.
Gunn had astrology in the lead. So if you take astrology out of Gunn, you're left without Gunn. That is, the external (squares, etc.) will remain, but the internal (idea) will be gone. And squares without an idea are dead.
With Gunn, astrology played the first fiddle. Therefore, if you take astrology out of Gunn, you are left without Gunn. That is, the external (squares, etc.) will remain, but the internal (idea) will be gone. And squares without an idea are dead.
Well, so far it is enough for me that he was apparently the first to use the price-time relationship, rather than just exploring a number series.
So it's worth listening to him. And immediately we see the answers to the conceptual questions:
1. are ticks necessary? The answer is no. CLOSE M1 for window = a day (we have a row of 1440 numbers) or CLOSE M5 for window = a week (the same number 1440) is enough.
2. What is the size of the sliding window? The answer is different, but corresponding to time periods: day, week, month, etc. At least 1 day!
Etc.
Basically, I'm not interested in his whole theory. But that's the kind of thing that's worth a lot.
:)))) I'll be selling Gunn here until I get at least +25% a month. What else is there to do? At least it'll be fun.