From theory to practice - page 300
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
I made a table asymmetry in lag increments (by frequency in + - -) according to Alexander.
Your file is not opening for me
Just show me a screenshot.
I got used to the PM, only yesterday I saw the button to send a message, wrote the answers, but could not send it
no offence
Your file is not opening for me
Just show me a screenshot.
I'm getting used to it, only yesterday I saw a button to send a message, I tried to write my replies, but could not send them.
no offense
What is a lag?
Lag increments by Bid(TF 1 second), Data from Alexander's file, column A. Just increments are divided by frequency, the ratio + to - number by frequency is taken, and vice versa, because somewhere in - more, and somewhere in + more. The middle column is just these deviations by module, so the asymmetry itself is better seen. If we take a non arbitrage market model, there would be no deviations, the number of moves in the + would be equal to the number of moves in the -. This is all relative as everything depends on the sample size and large lags that can also occur in one direction in the sample and overestimate the result. Such "tail" of single huge lags distorts statistics. As a general example. The figure 0.178 is the average value of the column. Everything is clear in the file according to the formula, it's more difficult in the picture)).
Lag increments by Bid(TF 1 second), Data from Alexander's file, column A. Just increments are divided by frequency, the ratio + to - number by frequency is taken, and vice versa, because somewhere in - more, and somewhere in + more. The middle column is just these deviations by module, so the asymmetry itself is better seen. If we take a non arbitrage market model, there would be no deviations, the number of moves in the + would be equal to the number of moves in the -. This is all relative as it all depends on the sample size and large lags that can also occur in the sample in one direction. In general as an example. The figure 0.178 is the column average.
I see.
I tried that too.
I was not happy with the result.
Maybe someone needs it.
In the trailer.
There is also such a book, but it does not fit here:
I put it here only because if I use the deductions from this book, the obtained trading signal is ambiguous on different TFs.
Therefore I continued the analysis of increments.
Maybe someone needs it.
The trailer.
There is also such a book, but it does not fit here:
I put it here only because if I use the deductions from this book, the obtained trading signal is ambiguous on different TFs.
Therefore I continued the analysis of increments.
If I cannot lay it here, I may upload it to Yandex or Google disk and give me access by the link.
I will use only the link here.
ZZY I said so for the opportunity itself, I won't read it.
I only posted this because if you use this literature, the resulting trading signal is ambiguous in different TFs.
This is how it should be - there is only one optimal TF where volatility is much higher than the spread. On large TF the risks increase and the sense to use them is lost.
I tried it too.
the robot's trading results were not satisfactory
If you had posted the results, maybe someone would have given you some good advice for improvement... Understanding the problem is 90% of the solution...
That's how it should be - there is only one optimal TF where volatility is much higher than the spread. On larger TF the risks increase and the sense to use them is lost.
I would put it this way - a single optimum TF (BP sample size) for a particular currency pair.