From theory to practice - page 757
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GBPUSD 2018.
A little worse here: 12 trades - 8 positive and 4 negative.
The number is good. But it's the cumulative result that counts. What's the bottom line? What is the increase relative to the initial balance?
Quantity is good. But it's the overall result that counts. What's the bottom line? What's the increase relative to the initial balance?
I don't know. No time to count yet.
These are actually charts of price deviation from the starting point with a time shift. The potential pit is the chosen time window of observation: three day sessions or three days, etc. And the width of the confidence interval is ~sqrt(T) according to Einstein, as there is nothing better and nobody will convince me otherwise.
The graphs, of course, are unusual and ridiculous... But we don't need beauty, we need money!
I have already set up the TS and run it - let's see...
GBPUSD 2018.
A little worse here: 12 trades - 8 positive and 4 negative.
I'll put the question another way.
8 positive -- how many of each? How many in total?
4 negative -- how many each of them? How many total?
How many total?
By the way, the idea of 3 potential pits (i.e. the need to watch the price within 3 trading sessions (1 day) or 3 days if you take 1 day as the pit) has emerged from the following considerations.
1. let's take, for example, 1 min data. In 3 days, it results in 4320 price values.
(2) With respect to any mean or starting point, the price always forms a unimodal distribution.
(3) From the Petunin-Vysokowski inequality we know that in order to cover 99% of the unimodal distribution you should have a sample of 4444 values.
4. 4320 и 4444... Amazing coincidence! I.e. a window of 3 days is necessary and sufficient.
Voila - the Grail.
I don't know. No time to count yet.
These are actually charts of price deviation from the starting point with a time shift. The potential pit is the chosen time window of observation: three day sessions or three days, etc. And the width of the confidence interval is ~sqrt(T) according to Einstein, as there is nothing better and nobody will convince me otherwise.
The graphs, of course, are unusual and ridiculous... But we don't need beauty, we need money!
I've already set up the TS and run it - let's see.
Don't you think it's ridiculous to take a reference point virtually from the ceiling. Time is not important for the price. It is the price in time that counts.
I'll put the question another way.
Eight positives -- how many of each? How many in total?
4 negatives -- how many of each? How many adds up?
How many total?
Well, I did a cursory calculation - the total for 2018 would have been +140 pips. And there would have been a negative trade of -110 pips... Never mind, of course, but, those are the best results I could come up with in a while.
Unfortunately, I don't have a full-fledged tester - didn't use testers at all until recently.
Don't you think it's ridiculous to take a reference point virtually from the ceiling. Time is not important for price. It's the price in time that counts.
It matters!
But that is not the point...
I'm showing by my posts - what I (and everyone else who suffers) are eager to see.
1. an idea with justification - why it should work.
2. a tester, demo, real, signal.
And not just philosophizing and eye-rolling.
Moreover, I am a categorical opponent of secrets, embarrassments and other junk.
By the way, this algorithm has no problem beating Laplace motion type SBs in one go.
Unfortunately, due to non-stationarity, real VR is much more complicated than Laplace motion...
Important!
But that's not the point...
My posts show what I (and everyone else who suffers) wants to see.
1. an idea with justification - why it should work.
2. a tester, demo, real, signal.
And not just philosophizing and eye-rolling.
Moreover - I am a categorical opponent of secrets, embarrassment, etc. junk.
(1) Everyone has their own justification. And may not be fundamentally appropriate for others.
2. You are only now paying attention to the tester. You will see a lot of interesting things for yourself through this wonder of progress.
No one can keep secrets up their sleeve. They are not cards. The price is the same for everyone and it is in plain sight for everyone.
By the way, this algorithm has no problem beating Laplace motion type SBs in one go.
Unfortunately, due to non-stationarity, real BP is much more complicated than Laplace motion...
1) Well, with SB, I assume everything is already clear. Right? Have you figured out Laplace? Because I've already figured out what calculations I need to do to make it clearer. To do or not to do?
2) Real VR, indeed, is much more complicated than any SB, including Laplace, as I repeatedly told you. I also told you that playing SB (with your beloved Laplace) is not a panacea for working with real BP. You are now convinced of this yourself. But there is no need to regret the unsteady nature of BP. Trying to make unsteady BP stationary is an absolutely futile task. And that is why TViMS methods will not give the desired result here. We need other ways, which can bring not regret about unsteady VR, but satisfaction and joy about it ;))