Do you know how to make canals? - page 2

 
Maxim Dmitrievsky:

Well, you should check this strategy with a bot in half an hour and that's all.


You should check it with a bot. What's there to check? The channel is dynamic and redrawn, only the averaging is to the full drain.

 
Vladimir Zubov:

What is there to check ? the channel is dynamic and redrawn, only the averaging to full drain. the first picture is just a nice section selected.


check it to be sure :)

 
Alexey Volchanskiy:

And actually the simplest trading algorithm


It's a good one. Once upon a time I used MATLABe to predict the closing price by N points using ARIMA algorithm, then I built a moving average Then I shifted it forward by N points and got an unbiased average model (in other words, this way of filtering). Then I put the STD multiplied by some coefficient on each side of the unbiased average and got a channel, on which I used a simulator developed in MATLABe and traded according to your scheme and got the huge profit. But I must disappoint you. When I realized that the closing price of a bar appears in the endpoint of the algorithm, we, of course, do not know it while the bar is open, so I corrected this defect and got a modest profit.

In short, if you know such a channel, all problems are solved, but we do not know it.

 
Aleksey Ivanov:

It's a good thing. Once upon a time I used MATLABe to predict closing price by N points using ARIMA algorithm. N points, then shifted it forward by N points and got a kind of unbiased average model (in other words, this way of filtering). Then I put the STD multiplied by some coefficient on each side of the unbiased average and got a channel, on which I used a simulator, written with MATLABe, to trade according to your scheme and get a tremendous profit. But I must disappoint you. When I realized that the closing price of the bar appears in the end point of the algorithm, of course we do not know it while the bar is open, so I fixed this defect and got a modest profit.

In short, if you know such a channel, then all problems are solved, but we don't know it.


I have it in Matlab and quotes from my broker were drained through MT5, I will not think about it over the holidays

 
Alexander_K2:

Ha! That, Alexey, is one of the best solutions. Only the boundaries are different for each currency pair and should not be constructed randomly.

Is it the Kati Savushkina corridor all over again? )
 

There are also terms such as false channel break, channel break with a change of trend and no change of trend. Without a trend change, a new channel of the same width is often formed with the same common border as the old one. Also, according to my observations, channels have started arcs rather than linear ones more often than before. By the way, to draw an arc-shaped channel, I recommend using my tool from KB:https://www.mql5.com/ru/code/19580. Also, you may find my ancient indicator for finding linear channels also from KB useful:https://www.mql5.com/ru/code/10882


 
Nikolai Semko:

There are also terms such as false channel break, channel break with a change of trend and no change of trend. Without a trend change, a new channel of the same width is often formed with the same common border as the old one. Also, according to my observations, channels have started arcs rather than linear ones more often than before. By the way, to draw an arc-shaped channel, I recommend using my tool from KB:https://www.mql5.com/ru/code/19580. Also maybe someone will find my ancient indicator for finding linear channels also from KB useful:https://www.mql5.com/ru/code/10882



Yes, with breakdowns it is a topic for a thesis for a doctoral dissertation )) and who manages to clearly identify it, may win the Nobel Prize

but we, petty speculators, cannot guess it, so we need to know how to survive such cataclysms

germs survive in a vacuum)

 

In a channel, there is a dynamic component, if the channel borders have an average deviation, then they can be regarded as a buffer zone (in fact, it will be a Bollinger with its signal system), the filter (fast МА) shows the "deceleration areas" of the asset (those are places where the movement = 0), the repeated movements (=0) can be interpreted as a "significant level", the price crossing by the MA indicates the change of the trend. These "cues" can and should be used to generate the definition of a "trading level".

 
Alexey Volchanskiy:

Yes, with breakdowns it is a topic for a dissertation for a doctoral thesis )) and whoever is able to detect them clearly will win a Nobel Prize

but we, small speculators, cannot guess it, so we must be able to survive such cataclysms

because germs survive in a vacuum)


But has anyone ever won a Nobel for trading in forex kitchens?)

 
Nikolai Semko:

There are also terms such as false channel break, channel break with a change of trend and no change of trend. Without a trend change, a new channel of the same width is often formed with the same common border as the old one. Also, according to my observations, channels have started arcs rather than linear ones more often than before. By the way, to draw an arc-shaped channel, I recommend using my tool from KB:https://www.mql5.com/ru/code/19580. Also maybe someone could use my ancient indicator for finding linear channels also from KB:https://www.mql5.com/ru/code/10882



please tell me how to do it

picture itself