From theory to practice - page 943

 
Martin Cheguevara:

For example now on EURJPY there is a crisis fall with attempts to stabilise as I have already warned.

And then of course there is SELL. no need to even think about it.

Just because the price is trying to stabilize does not make you open at all.

About right...

maybe so, but this is the classic approach

But how do you get the system to sense a trend, how do you describe in words what your eyes see on the graph?

 
Martin Cheguevara:

when there is a pullback, the system does not open orders I have already taken this into account)

I see, if the entry conditions for a pullback or rebound are not met, then there won't be one

;)

 
Renat Akhtyamov:

Well, it's clear that if the conditions for entering on a pullback or bounce are not met, then there won't be one

;)

Of course))) Very glad we understand each other)

 
Renat Akhtyamov:

Maybe so, but it's a classic approach.

But how do I make the system feel the movement trend, how do I describe what my eyes see on the chart in words?

Yes, it's bullshit)

it's already done, but how to understand that the movement is not a compensation for the previous one but a continuation of the new one is the question)

 

for example on the EURJPY

1 - it is a real non-random movement

2 - its continuation, which may be long and volatile

it will most probably go down and then around 122 -121.5 it will stop and start "bumping up" and break to BUY.)

In the middle of the squares is stabilization, but I don't know how to explain it to the program...

I know one law

when increasing bars for analysis all movements compensate for themselves, which means that | BUY-SELL | -> 0 hence P -> 50%

how can i see ineffective areas where price hasn't compensated for its own movements ?

If you solve this problem, efficiency will increase to 95-97%, which would be great...

 
Martin Cheguevara:

That's bullshit)

It's already done, but how to understand that this movement is not a compensation for the previous one, but a continuation of the new one, that's the question)

What can I say?

the price will continue to move as long as the previous imbalance of buying/selling persists

and what you call a correction is a flat, i.e. almost equal buying and selling

and all this is observed programmatically, directly from the chart

The answer also applies to the post with the screenshot.

and the most surprising thing is that the buy/sell analysis gives a striking resemblance to the signal from the classic MA

i.e. this method is also not worthy of attention because it lags behind

 
Renat Akhtyamov:

What can I say?

price will continue to move as long as the previous buy/sell imbalance persists

And what you call a correction is a flat, i.e. almost equal buying and selling

The answer also applies to the post with a screenshot

Not correction but stabilization. Correction is a very narrow notion, while stabilization covers everything, price may bounce however you want, but the essence is the same - stabilization - the release of speculators from the market. This is a natural state, like when a wild horse is saddled, it starts galloping in all directions and its movements are chaotic, which allows it to throw the rider off the saddle. Because it's very difficult for the rider to adapt to its movements.

 
Renat Akhtyamov:

What can I say?

price will continue to move as long as the previous imbalance of buying/selling persists

and what you call a correction is a flat, i.e. almost equal buying and selling

And all this is observed by software, directly from the chart.

The answer also applies to the post with the screenshot.

and the most amazing thing is that the buy/sell analysis gives a striking resemblance to the signal from the classic MA

So this method isn't worthy of attention either, because it's lagging.

Wait... how do you analyze purchases and sales?

Where do you get your data?

 
Martin Cheguevara:

Wait... how do you analyse purchases and sales?

Where do you get your data from?

I tried to put up a picture today and deleted it, because I put a МА-scheme (LWMA) on it.

The signal was exactly the same

From the chart, that's where it all comes from.

of course, the numbers are relative, i.e. if you take as a unit volume a certain value and multiply by the same coefficient of both buys and sales, then the calculation is correct

and the source is here, but it's an interpretation of the coloring clause, in order to see the approximate moment and nature of the formed forecast-signal directly on the chart. there is also removed the buying and selling analysis to avoid lagging

I call it a forecast-signal because it is obvious that at that moment there is no sell-signal even at a quick look, and the price seems to grow ;)))


 
Martin Cheguevara:

for example on the EURJPY

1 - it is a real non-random movement

2 - its continuation, which may be long and volatile

it will most probably go down and then around 122 -121.5 it will stop and start "bumping up" and break to BUY.)

in the middle of squares is stabilization - but programmatically I have no idea how to explain it to a program...

:))) If you arrange the rectangles more accurately with period = 1 week, we will see a real trend/flat pattern.

I repeat once again - time cycles play a fundamental role in the market and the old Gunn paid special attention to studying them.

Within a cycle the randomness/non-randomness of a process can be determined in different ways. Theoretically, the most correct criterion is the entropy of the process https://habr.com/ru/post/305794/. But how to calculate it when the probability density of price/increment is non-stationary - I can't think...

And Demko used some kind of momentum...

Forum on trading, automated trading systems and strategy testing

From theory to practice

Nikolay Demko, 2018.09.12 13:37

It exists and its statistically significant values are established from experimental data, it (return) equals 0.6, 1, 1.6 from the momentum which corresponds to continuation of trend, flat and reversal.


Actually 800 pages of this topic are already devoted to the same thing - finding the trend/flit key. :)))

The most amusing thing about this forum is that literally everyone who is on it, with an appropriate background, does not understand what others are saying. And do not even try to delve into, but will even in death, to parrot their insignificant thoughts to others :))) There is no unifying principle at all.

This music will last forever :)))

Введение в понятие энтропии и ее многоликость
Введение в понятие энтропии и ее многоликость
  • habr.com
Как может показаться, анализ сигналов и данных — тема достаточно хорошо изученная и уже сотни раз проговоренная. Но есть в ней и некоторые провалы. В последние годы словом «энтропия» бросаются все кому не лень, толком и не понимая, о чем говорят. Хаос — да, беспорядок — да, в термодинамике используется — вроде тоже да, применительно к сигналам...