From theory to practice - page 875

 

New Year is coming!!! What's New Year's Eve without presents? Nah, you can't do it without presents - it's no fun.

I'm attaching a test grail, which I directly use in my TS. If you are interested - study it.

Note the bottom graph - how the variance (volatility) of the market varies during the day.

The lower chart I am obliged to Koldun, the upper one - to Asaulenko. So, guys, this forum still has a good sense, there are smart people here who can give you some tips even against their will :)))

Sliding window = 8 hours, you can set more or less for yourself.

But, it is the principle of work - in a sliding time window, calculation of dispersion, kurtosis and asymmetry of probability distribution of returnees, etc., in my TS is strictly observed.

I understand, that it is necessary to attach State - but, it only after New Year. Well, as it turns out - I do not have time, unfortunately.

To all - good luck!!!

P.S. Unzip it to the directory C:\Forex. To view and work install VisSim.

Files:
Forex.zip  359 kb
 
Alexander_K2:

New Year is coming!!! What's New Year's Eve without presents? Nah, you can't do it without presents - it's no fun.

I'm attaching a test Grail, which I directly use in my TS. If you are interested - study it.

Note the bottom graph - how the variance (volatility) of the market varies during the day.

The lower chart I am obliged to Koldun, the upper one - to Asaulenko. So, guys, this forum still has a good sense, there are smart people here who can give you some tips even against their will :)))

Sliding window = 8 hours, you can set more or less for yourself.

But, it is the principle of work - in a sliding time window, calculation of dispersion, kurtosis and asymmetry of probability distribution of returnees, etc., in my TS is strictly observed.

I understand, that it is necessary to attach State - but, it only after New Year. Well, as it turns out - I do not have time, unfortunately.

To all - good luck!!!

P.S. Unzip it to the directory C:\Forex. For viewing and work install VisSim.

We've been longing for a grail, Alexander!

Here is a system similar to yours, it may be useful. With Hearst and Fisher.

https://www.financial-hacker.com/build-better-strategies-part-2-model-based-systems/#more-318

2. Mean reversion

Build Better Strategies! Part 2: Model-Based Systems
Build Better Strategies! Part 2: Model-Based Systems
  • 2015.12.25
  • jcl
  • www.financial-hacker.com
Trading systems come in two flavors: model-based and data-mining. This article deals with model based strategies. Even when the basic algorithms are not complex, properly developing them has its difficulties and pitfalls (otherwise anyone would be doing it). A significant market inefficiency gives a system only a relatively small edge. Any...
 
Maxim Dmitrievsky:

We're longing for a grail, Alexander!

here's a similar system to yours, might be useful. With Hearst and Fischer.

https://www.financial-hacker.com/build-better-strategies-part-2-model-based-systems/#more-318

2. Mean reversion.

Thanks Max!

I'll show the state only after New Year - you understand: work, worries... But, the Grail is there - for sure. It lies in the correspondence between real VR and Laplace motion for returnees. You just need to be able to allocate the right parts of BP to work and that's it.

You can make money on Laplace motion, and no one will convince me otherwise.

 

In case anyone doesn't know, I'll introduce myself again.

I am a quantum physicist who graduated with honours with a degree in Numerical Modelling of Stochastic Dynamics of Electron Transitions.

You can trust everything I say, folks.

Why am I saying this? Simple - I'm not sure we'll meet next year.

Read this thread, have doubts, express your thoughts - but, don't forget.

Good luck and happiness to all!

Yours
Schrodinger's cat.

 
Alexander_K2:

Thanks, Max!

I won't show the State until after the New Year - you know, work, worries... But the Grail is there - for sure. It lies in the correspondence between real VR and Laplace motion for returnees. You just need to be able to allocate the right parts of BP to work and that's it.

You can make money on Laplace motion and nobody will convince me otherwise.

Laplace motion and Demozit are two friends who generate the corresponding profits

Greetings!

 
Renat Akhtyamov:

Laplace motion and Demosite are two friends who give out the corresponding profits

Happy holidays!

ThisDemozit?

 
Alexander_K2:

I am a quantum physicist who has an honours degree in Numerical Modelling of Stochastic Electron Transition Dynamics.

You can trust everything I say, guys.

We shall trust not your words about red diploma, but photo with red caviar, I say to you as having defended diploma with honours "Systems of protection of the information and means of their processing",

a sample photo attached:



Happy New Year to all!

 

OK, Igor. So be it!

PS. We need to cheer people up, otherwise they're all kind of sad....

 
Alexander_K2:

In case anyone doesn't know, I'll introduce myself again.

I am a quantum physicist who graduated with honours with a degree in Numerical Modelling of Stochastic Dynamics of Electron Transitions.

You can trust everything I say, folks.

Why am I saying this? Simple - I'm not sure we'll meet next year.

Read this thread, have doubts, express your thoughts - but, don't forget.

Good luck and happiness to all!

Yours
Schrodinger's cat.

A nickel for the defense or a diploma with honors?