From theory to practice - page 1005

 
Renat Akhtyamov:

and in trend, what caused the balance to decrease, what did the screen look like?

That's a great question. Now...

 
Renat Akhtyamov:

and in the trend, what caused the balance to decrease, what did the screen look like?

Well, I'll give you an example of another open negative deal I had. But, the point is the same - it's always the same.

So:


The SELL entry point of the trade is marked with a circle.

At this point in time everything is fine - asymmetry is positive, autocorrelation coefficient is negative, kurtosis = 16. All indications are that there should be a return to the mean.

But - no way!!! An inexplicable upward movement begins. On the Warlock indicator it is clearly visible and marked with a rectangle. Price crosses back and forth over the resistance line many, many times... The most natural trend is when the price is in the tail of the distribution for a very, very long time.

There are no ratios or parameters that I can use to calculate this movement.

Moreover, such price behaviour does not fit the notion of a "random process". It is clearly a non-random, deterministic movement.

I do not know how to define it.

 
Well at least sell should be opened when the top line of the interval was going up before.
 
Alexander_K:

Well, I'll give you an example of another open negative deal I've had. But, the point is the same - it's always the same.

So:


The SELL entry point of the trade is marked with a circle.

At this point in time everything is fine - asymmetry is positive, autocorrelation coefficient is negative, kurtosis = 16. All indications are that there should be a return to the mean.

But - no way!!! An inexplicable upward movement begins. On the Warlock indicator it is clearly visible and marked with a rectangle. Price crosses back and forth over the resistance line many, many times... The most natural trend is when the price is in the tail of the distribution for a very, very long time.

There are no ratios or parameters that I can use to calculate this movement.

Moreover, this price behaviour does not fit the concept of a "random process". It is clearly a non-random, deterministic movement.

I do not know how to determine it.

well then see the increment on the red

If it is positive, we do not sell.

you have two windows in the screenshot - is the pair the same?

 
In short, you still need to plot the increments for the interval lines on the upper graph.
 
Renat Akhtyamov:

you have two windows in the screenshot - is the pair the same?


Asking such a question on 1000 pages... Are you kidding? It's the same pair. Only at the bottom is the increment.


In short, you still need to plot the increments for the interval lines on the top graph.

 
Renat Akhtyamov:

Well, then look at the increment on the red.

if it's positive, we don't sell.

you have two windows in the screenshot - is the pair the same?

Yes.

If only it were that easy.... I've been working on this for 1.5 years now....

It's quite possible that your beloved OI would improve the situation. But where do you get it from? Where do you read it from?

 
Alexander_K:

Yes.

If only it were that easy.... I've been working on this for 1.5 years now....

It's quite possible that your beloved OI would improve the situation. But where do you get it? Where do you read it from?

and more beating around the bush, life isn't enough.

from the price chart reads

------

how to see?

i first studied CME, i built a lot of charts in the dynamics (this is not Strange's dream come true), i figured out how to get deposits to zero

got disappointed, realized there's no money to be made in the market at all

i don't believe in Zig-Zag tales for a long time.

But I moved on.

Then I made the 1st TS on the basis of parsing the exchange site

I started to get cheated because if a trader is in the black, it does not suit anyone.

Then I had the idea to build a CME model, not to parse it on the Internet, but to make the same numbers on the volumes of buys/sells from the terminal chart

then it gets simpler and simpler the sig zag, on and on

and then it finally dawned on me

----

i would like to compare the results with the real ones.

i would always put this task first, because not today, but tomorrow, all the same, at least one entry will be erroneous.

Although, more than half of the entries are doomed, according to the probability.

in fact - everything ;)))

 
Alexander_K:

The SELL entry point of the trade is marked with a circle.

At this point in time all is fine - asymmetry is positive, autocorrelation coefficient is negative, kurtosis = 16. All indications are that there should be a return to the mean.

But - no way!!! An inexplicable upward movement begins.

The most natural trend is when the price is in the tail of the distribution for a very, very long time.

I can't calculate this movement with any coefficients or parameters.

I do not know what your price distribution is based on. But if the trend was unexpected to you, it means that it was not considered in this distribution.

I can see that you are making a channel relative to the SMA. But the SMA follows the price. The price deviations relative to the SMA will naturally be less than the deviations of the price relative to the preceding conditional "zero" (flat state). And of course you will not see price trends in its distribution relative to the SMA, because the SMA also contains a trend.

During a trend, price only starts moving towards the tail, not "has been in it for a long time".

At least try to plot the distribution of deviations relative to the opening price of the day, it's rough, but still closer to reality. And not in the current window, but on the history of 10 years. That's where your "unexpected" trends will be present.

 
secret:

I don't know what your price allocation is based on. But if the trend is unexpected for you, then it has not been taken into account in this distribution.

I see that you are making a channel relative to the SMA. But the SMA follows the price. It is natural that the deviation of the price relative to the SMA will be less than the deviation of the price relative to the preceding conditional "zero" (flat state). And of course you will not see price trends in its distribution relative to the SMA, because the SMA also contains a trend.

During a trend, price only starts moving towards the tail, not "has been in it for a long time".

Try to at least plot the distribution of deviations relative to the opening price of the day, it's rough, but still closer to reality. And not in the current window, but on the history of 10 years. That's where your "unexpected" trends will be present.

The only conclusion is that nobody and nothing knows and does not see where the price will go. In general, the indicators show what they were, what is the point of them.