The best solution for a scalper's entry - page 2
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I am now testing some new approaches for opening a scalper trade. Now several filters are being calculated (we can consider it a variant of MA) with different durations in seconds.
I have found by experiments that quite a successful entrance is calculated as a difference between curves of several filters exceeding a certain threshold. I add also filter curve slew rate. And then I'll try double filtering - forward and backward, as it should eliminate delays. Although, it's not clear what will be the accuracy.
The output signal works on the same principle. Has anyone done such a thing?
Using filters means automated work, not manual. So the concept of "successful input" is formalised somehow, too. Please tell us, Alexey Grigoryevich, what do you mean by "successful input" in this thread. How are different entrances compared in terms of success?
It seems that the "accuracy of the input" is taken into account. What is it, how do you calculate it? Let it not yet be clear "what that accuracy will be" - what could possibly be wrong with it?
The use of filters means automated work, not manual. So, too, the concept of "successful entry" is somehow formalised. Please tell me, Alexey Grigoryevich, what you mean by "successful input" in this thread. How are different entries compared in terms of success?
It seems that "entering precision" is also taken into account. What is it and how do you calculate it? Let it be still unclear "what will be that accuracy" - but what can be wrong with it?
What does successful (or accurate) entry mean - this is when the direction of price movement is correctly detected in a certain range. You may choose a trading channel boundary as a range. I am using a slightly modifiedHodrick-Prescott Channel.
How is profitability compared? Very simply, by the amount of profit in pips. If the robot opened a buy position and the price went down, it means that the entry was unsuccessful. And vice versa.
What is meant by a successful (or accurate) entry is when the direction of price movement is correctly determined within a certain range. You can choose to use the boundaries of a trading channel as a range. I am currently using a slightly modifiedHodrick-Prescott Channel
How is profitability compared? Very simply, by the amount of profit in pips. If the robot opened a buy position and the price went down, it means that the entry was unsuccessful. And vice versa.
I must admit that I do not know what the "direction of price movement in a certain range" is. And this ignorance doesn't disappear even if I choose "a trading channel boundary" as a range. What is it?
More than that, I don't know what "the price went down" is. I don't know how to measure this move downwards. If from the start at the point K, the price has passed K-1 K-2 K-1 K+1 K+2 K+1 K-1 K-2, I cannot tell if it has gone downwards. Can you?
Actually, I wanted to know how these questions are solved in your automated system, where all these uncertainties of qualitative representations like "went up, then bent down" are supposed to get a quantitative measure. After all, somehow you solve them, and the software has to bring the criteria down to specific numbers. Or is this a know-how?
I must confess that I don't know what "the direction of price movement in a range" is. And that ignorance doesn't go anywhere, even if you "choose the boundaries of a trading channel as the range". What is it?
More than that, I don't know what "the price went down" is. I don't know how to measure this move downwards. If from the start at the point K, the price has passed K-1 K-2 K-1 K+1 K+2 K+1 K-1 K-2, I cannot tell if it has gone downwards. Can you?
Actually, I wanted to know how these questions are solved in your automated system, where all these uncertainties of qualitative representations like "went up, then bent down" should get a quantitative measure. After all, somehow you solve them, and the software has to bring the criteria down to specific numbers. Or is this a know-how?
If you filter (flatten) the prices, the direction will be immediately visible. See the top picture in post #5. I also wrote about quantitative measure, how I define it now and which method I want to check.
And about the HP channel, a couple of pictures
And about the HP channel, a couple of pictures
and when the "channel" unfolds, the opposite is true, or better not at all :-)
All of the channel strategies work fine in a static channel. This begs the question - how do we know in time that the channel is static enough to apply the strategy?
And about the HP channel, a couple of pictures
These are the right charts). As opposed to.... let's not point the finger.))
I won't show mine, it's about the same. and fast is also present. But the settings are different. And the channel itself is the boundary.
I am now testing some new approaches for opening a scalper trade. Now several filters are being calculated (we can consider it a variant of MA) with different durations in seconds.
I have found by experiments that quite a successful entrance is calculated as a difference between curves of several filters exceeding a certain threshold. I add also filter curve slew rate. And then I'll try double filtering - forward and backward, as it should eliminate delays. Although, it's not clear what will be the accuracy.
The output signal works on the same principle. Has anyone did it?
Hi!
You're on the right track,
Soon we'll have a grail and we'll show that forex!
Let's get the grail!)))
I am now testing some new approaches for opening a scalper trade. Now several filters are being calculated (we can consider it a variant of MA) with different durations in seconds.
I have found by experiments that quite a successful entrance is calculated as a difference between curves of several filters exceeding a certain threshold. I add also filter curve slew rate. And then I'll try double filtering - forward and backward, as it should eliminate delays. Although, it's not clear what will be the accuracy.
The output signal works on the same principle. Has anyone did it?
If it is a scalper, it is definitely a channel. The channel is narrow and there will not be enough MAs and filters for different periods. Faster MA's make life easier. Faster one - does not make sense, and slower ones - the lag grows. Imho, in this case we must switch to direct VR analysis, we need the last few minutes before entry. Plus tics at the last stage, say 1-2 min.
Hi!
You're on the right track,
Soon we'll have a grail and we'll show that forex!
Give us the grail!)))
Oh yes, but with one correction: the grail will not be with us, but with Alexey and then the erogenous zones of all his women will be in his purse.)