From theory to practice - page 434
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Didn't use any mashes.
I have used exponent and logarithm and Erlang, but the best results are shown by the uniform reading. How so?
I will not pretend to be true, but nevertheless!
What were the theses here about ticks: -"The formation of ticks is different for each broker, their number per unit time may differ. "
I think something like that was discussed etc.
And if so, then reading by all sorts of logarithms and stuff - it's like trying buckwheat with the same method, you can pick the majority of grains, and you can get more rubbish. And then wonder why the porridge is not tasty. It makes more sense that if I take at least one grain evenly, then the chance to pick a good one is greater.
In order to make something tasty you have to use good quality products. Then naturally the skill of the cook.
It's the same with your tikkas, before you can process them you have to feed them with good quality product, without rubbish, etc.
So far, I can offer you a couple of suggestions:
1. - Comb the ticks, ie, take into account only those ticks whose growth is greater than the established limit.
2. - To read ticks from different brokers, and then to separate a useful signal from noise by some method comparing flows from different brokers.
So the channel is counted by summing up the increments on the length of the window, right?
In that EA, I did a completely different method of constructing the channel.So, before I start the long monologue, which I plan to start tonight, after the end of the trading week, I would like to demonstrate one last trade. On the real, of course.
AUDCAD:
Well, this is just to make it clear that I haven't given up. However, balance/equity has been stagnating in the same place for three months of trades. Expectation of profit is strictly = 0 so far, just as I predicted with my stupid coin.
But now we have an additional weapon in our hands - trend/float parameter, which hopefully will help to reverse the trend.
Further we will consider how parameters of this trade would change if we use the uniform reading of quotes every 3 seconds (now I use exponential intervals with p=0.5 that is 2 seconds on average). Let's look at the probability distributions of the sum of increments and this secret parameter and try to draw some conclusions.
It will be interesting. See you soon.
Alexander_K2:
just like you did, with your stupid coin.
it's not stupid. it's the fundamentals of the theorist.))
So there are losing trades and one loss covers several profitable trades. It's not for nothing they say that TP/Sl = 2/1.
If I wanted to get eagle in a coin more often, the side of coin where the eagle is must be heavier. But it may depend on the angle of throw, etc.
You can also try Linear Regression and Polynomial Regression instead of mashups.
Turkeys:
I wanted to make a comparative analysis of trades with exponential and equidistant quote times and... had a second thought.
1. No one gave me permission to comment on the "trend/float" parameter. And there are people here who understood it (see chart #3 in my previous posts) and, in fact, they recommended it for testing. Without their blessing it would have been extremely incorrect.
2. Equally important.
During the last 50 or more hours I've collected for the AUDCAD pair analysis
a) 63170 values of quotes with a uniform reading every 3 seconds (of them - 41776 real ticks, the rest - pseudo-quotes, just filling the uniform numeric series)
b) 94878 values of quotes in exponential readout every 2 sec. on average (48951 of them are real ticks, and the rest arepseudo-quotes that not only fill some numeric series, but also create a Markovian sequence of events).
Now this is the key point. If in the second case the chaotic collisions of molecules with a heavy particle (as an analogue of the influence of market participants on the price proper) are modelled and to such flow of events the diffusion equations are applied, in the first case it is just some series of some numbers filled with real ticks mixed up with junk. It is as if Perrin observed Brownian motion every 3 sec. and would be horrified to discover that the real collision time deltaT does not tend to 0 :))). I think in this case, the theory of Brownian motion would never have been created.
Conclusion: with uniform reading it is necessary to work on time intervals >= 10 sec, in this case the accuracy in finding extrema for entering a trade will of course be lost.
I stand by my opinion: exponential readout is the most correct method of obtaining quotes when using equations of diffusion (in fact - trading in a channel relative to mathematical expectation) for describing price movements in the market.
Thank you for your attention.
What is your server time? gmt+3 ?
Checked on this pair, I had the following picture.
The first breakdown of the lower channel, then the upper one.
Judging by the result, one should enter after the first breakout. Stop should be set by the size of a breakout candle, take is twice bigger.
The second candle should be ignored either because of the previous one, or .... I didn't reach the filters, I spent my time on other experts.
What is your server time? gmt+3 ?
Checked on this pair, I had the following pattern.
First a breakdown of the lower channel, then immediately the upper one.
Judging by the result, we should enter after the first breakdown.
Ignore the second candlestick either because of the previous one, or .... I didn't reach the filters, I spent my time on other Expert Advisors.
Yes, gmt+3.
Eugene, I don't feel comfortable with this... I think you've found the Grail faster than I did with your clever price conversion - similar to mine, but still not the same.
I, for example, did not manage to catch the upper break of the channel, only the lower one.
Bravo!
Man, if you were Rena, I'd scream: "Give me the Grail, I'm his daddy!", but just respectfully, hats off to you.