ZigZags Shepherds - page 6
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It turns out that when we open a position with a broker, in most cases we are immediately in the resonance, so there may be a higher probability for opening a position against the movement. Who has an opinion?
It depends on the broker - if it's a kitchen and a real account, then the game against the trader starts immediately, you don't even need to go to a fortune teller and do some deep mathematical research...
It depends on the broker - if it's a kitchen and a real account, then the game starts immediately against the trader, you don't even have to go to a fortune teller and do some deep mathematical research...
It's all clear, that's what the average statistic is designed for, a simple man who wants to try himself, "Just in case he gets lucky", he might get lucky, and on a random walk in the example with a coin you can also win some period of time, say at the beginning or at the end of the game, but that's not the point, Against this simple man stands the whole power of the industry apparatus in the form of professional approach in programming, mathematics and statistics, so the layman has no chance, here it is best to bet once and if unlucky, leave immediately, if lucky, also leave immediately, but only with the money)))
The question concerns page 81. The formulas are slightly out of place, where the brackets, Kagi(H) is approximately 2, Kagi2(H) is approximately 5, Renko(H) is approximately 2 and Renko2(H) is approximately 6. It is a bit unclear with these numbers. The construction of Kagi is more sensitive than Renko, and here everything equates to a 2, and then there is some doubt.
Sensitive doesn't mean worse, it all depends on what the logic of the calculation is and for what...
Sensitive does not mean worse, it all depends on what the calculation logic is and for what...
Kagi shows less variance, Renko shows more variance, the number of transactions for Kagi is higher than for Renko, Renko is better for a trend, because Kagi will also show a flat in a trend))) Kagi is preferable to Pastukhov.
Kagi shows less variance, Renko shows more variance, the number of transactions for Kagi is higher than for Renko, Renko is better for a trend, because Kagi will also show a flat in a trend))) In Pastukhov's case Kagi is preferable.
Can you give us an example?
You can see both a lagging picture and a leading picture. Only:
- these patterns are instantaneous, on the next poll of incoming ticks the leading DC will become the lagging one;
- the scale of the differences in these patterns is small, otherwise arbitrage situations will arise.
What is the difference in the number of ticks in one and the same time I understand. And what is the difference in the number of bars, for example fifteen minutes?
About bars I meant (I understand what you mean), I mean differently, that a 15-minute bar at one broker will not differ much from a 15-minute bar at another.
Yes, when we open a position at a broker, we find ourselves in resonance, yes, it doesn't mean that we only lag.
Kagi shows less variance, Renko shows more variance, the number of transactions for Kagi is higher than for Renko, Renko is better for a trend, because Kagi will also show a flat in a trend))) Pastuhov's is preferable to Kagi.
Can you give a justification of time series transformation to these Kagi and Renko? Why time is excluded? This is the most important matter in Forex!!! If you do not have such a justification, once again I ask you to spit on Pastukhov. Do not waste your time - there is not much of it.
Why is time excluded?
Because price is primary, time is secondary
For mathematicians, such a transition may be natural. You can calculate the RMS, mean spread and other parameters using standard formulas. This is what ruins it :)))
Not counting trading intensity(tick volume) as a function of time is a straight road to empty pockets. No way.
Not factoring in trading intensity(tick volume) as a function of time is a straightforward way to empty pockets. No way.
The tick volume may and should be taken into account ) but only if time is taken into account ))
there is a whole class of strategies which do not even need a historical price, only asc, bid and ask
But you may be too shortsighted to appreciate this feature