An obvious way of predicting quotes for colleagues - page 3

 
ffoorreexx:

If I tell you that it is impossible, because it is stated in the algorithm for constructing the additional curves Aq and Bq, due to which Aq and Bq have some additional symmetries (for example, Aq+Bq = A+B), will you be satisfied?

What exactly is impossible? That the charts will not converge and every trade will not close in profit? A very naive and arrogant assumption. The market and time will judge.

 
Alexander Sevastyanov:

What exactly is impossible? That the charts will not converge and every trade will not close in profit? A very naive and arrogant assumption. The market and time will judge.

Yes. It is impossible that the charts will not converge. Every trade may be closed in profit. The worst that can happen is that the divergence will be at a noticeable level of 300 pips or even more for some time. Historically, there is no more reason to assume. And this is pure manipulation. If the difference is 70 pip, we should not open a large lot, it may become 170. But if it is already 170, then it is time to open large enough, and if it is 250 - you can take a big risk, chances for profit are large, close to 100% (and not in the sense that 90% or 95%, but in the sense that it is greater than 99.9%).
 
ffoorreexx:
Yes. The fact that the charts will not converge is impossible. Every trade may be closed in profit. The worst thing that can happen is that the divergence will be quite noticeable for some time, even at 300 points or more. Historically, there is no more reason to assume. And this is pure manipulation. If the difference is 70 pip, we should not open a large lot, it may become 170. But if it is already 170, then it is time to open large enough, and if it is 250 - you can take a big risk, chances for profit are large, close to 100% (and not in the sense that 90% or 95%, but in the sense that it is greater than 99.9%).

Then describe your system in more detail, what do your curves mean? Why are you sure it's 99.99%? I also solved this system head-on and couldn't find a solution.

 
ffoorreexx:
Yes. That the charts will not converge is impossible. Every trade can be closed in profit. ..........

))))))))))) Ha ha ha... It's the same thing all over again. Now to shake off the dust from Semen Semenych's indices and dig there and neural networks again 25) Perhaps and soon you will see. There are more complicated systems of artificial flight, where a great number of pairs with different lot builds some kind of a flat... But that's going away as well.

 
vladevgeniy:

))))))))))) Ha ha ha... It's the same thing all over again. Now to shake off the dust from semen's turkeys and dig there and neuronets again 25) Perhaps and soon you will see. There are more complicated systems of artificial flight, where a great number of pairs with different lot builds some kind of a flat... But this one also disappears.

I am not trying to go flat. Additional curves Aq and Bq obtained using primary curves A and B (for demonstration purposes I chose EURUSD5 and GBPUSD5) are not flat - they change the same way as primary curves (in part of sum - even identically, Aq+Bq is always identical = A+B). However sharply and trendily the initial curves may change, the additional curves will not get far away from them, because the basic element monitored by the algorithm plotting additional curves is the mean value of initial curves (A+B)/2. Therefore, by the way, it is always identical Aq - A = - (Bq - B).

The situation right now, 14:50 Moscow time on 06.09.2018: Open trades EURUSD sell, GBPUSD buy, equal volumes, expected profit from the current state = 23 pips, however, my open trades are already in profit by 21 pips.

 

Well I see, only as far as trading the spread between the pairs goes. Practically a cross rate. Extra curves are good))) I just tried something similar a long time ago. The idea came to my friend at that time. He put several instruments in one window and when I was scrolling this miracle everything was indeed beautiful, but it was banal - normalization by window caused shifts of these lines which I could not notice at once, only with a careful analysis.

Anyway, a divergence trade is a flat trade (very roughly of course). After creating the indicator on the entire history, it became clear that huge drifts of rates are not uncommon...

In general, I'm for all ideas, but imho such a case requires the rules of sustaining a loss or stop. And it is not a trivial task in this case)) In general, good luck!

 

vladevgeniy:

In general, I am in favour of any ideas, but imho this kind of case requires exit rules with a loss or a stop. And it is not a trivial task in this case)) In general, good luck!

If something goes wrong and somewhere starts to "float", then there will be a significant rascorrelation of curves Aq and Bq. You can consider it as a selection rule (decision to refrain from trading). As long as the correlation stays close to 1, there is no reason to worry: nothing will "float" anywhere.

 
Correlation is past data, data calculated over a period of time in the window. It will not change abruptly, it will melt away, and when everything is clear, the loss will probably be so big that the mk will start to loom on the horizon)))) Well these are all my thoughts on the matter, of course I do not know the nuances of your research.
 
vladevgeniy:
The correlation is the past data, the data calculated over a certain period in the window. It won't change abruptly, it will smoothly melt away and when everything is clear the loss may be so big that the profit may loom on the horizon)))) Well these are all my thoughts on the matter, of course I don't know the nuances of your research.

What if you diversify risks and trade not one pair of pairs as I show here, but ten?

The probability that all 10 at once everything will come to mk - is practically zero. You can do what I`m showing here with any pairs. For example USDCAD and USDCHF.

 

I recommend closing the trade. Profit 35 pips. Mismatch is almost zero (6 pips). Unpredictable where it will go.