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Friends, there's almost no trade, it's time to get into theory. Having drawn a fun picture, let's discuss working in a channel.
My humble opinion, the channel is an auxiliary tool and serves to confirm a signal received in some other way.
HP channel
All these channels, trends and so on are bullshit. it all looks good on history, and the future is hidden behind the fog of NESTATION.
Or we always remember about non-stationarity and look for tools against it, which we then apply, or we lose our deposit.
1. we trade according to patterns (a channel is also a pattern). We take TA + brains (experience) - the most promising, and maybe win. Or we take MO, automatically look for patterns... and then we have to find input data, which should again generate stable patterns for the target variable. The main problem is not the pattern search algorithm, but the ability to find input data for these patterns. Experience shows that there are about 30 such input data (multivariate). On this number, in principle, it is possible to search for multivariate channels. Is this necessary?
2. Statistics (Toolbox"Econometrics" in Matlab). GARCH. Convert original series to stationary, now in three steps. Till the end, NO ONE has managed to obtain a stationary residual from the model. And if the residual is non-stationary, there is always a situation that drains the depo.
Until the end, NO ONE has managed to achieve a stationary residual from the model. And if the residual is unsteady, there is always a situation that drains the depo.
You have veiled the phrase "we will all drain" in such a difficult way.
The main problem is not the pattern finding algorithm, but the ability to find the raw data for these patterns. Experience shows that there are about 30 such inputs (multicurrency).
Can you be more specific? Which 30 input data contain patterns?
Here's the evolution of models from linear to garbage
maybe someone needs to use python to solve examples and see why channels don't work
The basic premise is that anything non-linear (non-stationary in the sense of the word) is underdetermined because it does not converge to the mean... everything is so trivial that it is hard to believe that econometrics has gone beyond Bernoulli's ideas or whatever... Gauss ideas.
http://www.blackarbs.com/blog/time-series-analysis-in-python-linear-models-to-garch/11/1/2016
that's how the trade test went
So automate it.
I'm not a programmer, the trade was done on sh4 so you can also trade with your hands slowly
so we can't trust your result as it might be random :)
Bullshit all these channels, trends and so on... It all looks good on history, but the future is hidden behind the fog of UNSTABILITY.
Either we always remember about non-stationarity and look for tools against it, which we then apply, or we lose our deposit.
1. we trade according to patterns (a channel is also a pattern). We take TA + brains (experience) - the most promising, and maybe win. Or we take MO, automatically look for patterns... and then we have to find input data, which should again generate stable patterns for the target variable. The main problem is not the pattern search algorithm, but the ability to find input data for these patterns. Experience shows that there are about 30 such input data (multivariate). On this number, in principle, it is possible to search for multivariate channels. Is this necessary?
2. Statistics (Toolbox"Econometrics" in Matlab). GARCH. Convert original series to stationary, now in three steps. Till the end, NO ONE has managed to obtain a stationary residual from the model. And if the residual is non-stationary, there is always a situation that drains the depo.
Your right...I'm not claiming anything))) but the point I've made, you can write an owl...it will be interesting to see the results
I totally agree. Channels, trends are by and large a posteriori and are simply our usual way of making sense of an already established story. Moving probability distributions need to be calculated- this will give more reliable information. But here too, non-stationarity confuses the cards.
I totally agree. Channels, trends are by and large a posteriori and are simply our usual way of making sense of an already established story. Moving probability distributions need to be calculated - this will give more reliable information. But here too, non-stationarity confuses the cards.