The most banal trading strategy - page 39
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A single forecast, either coinciding or not coinciding with the reality, is nothing at all.
I totally agree with you. I have already written that many times here. Any individual trade can go completely wrong with the forecasts. What matters is the robustness of the forecasts in a statistical sense. However, if the level of statistical stability is high enough, it is possible, for the entertainment of the public, to show single forecasts sometimes. So that the public does not become utterly convinced of
Dear forum users, we have all become convinced that the market is mainly governed by the majesty of chance. The search for regularities has not yet led to variable success, again due to randomness interference.
I totally agree with you. I have already written that many times here. Any individual trade can go completely wrong with the forecasts. What matters is the robustness of the forecasts in a statistical sense. However, if the level of statistical stability is high enough, it is possible, for the entertainment of the public, to show single forecasts sometimes. So that the public is not totally convinced.
Still can't understand how decomposition takes place. I only noticed that at R=0 Rup and Rdw are equal 1x10-3. And at Rup tending to zero Rdw tends to R. And vice versa. But so far the formula has not worked out.
Still can't figure out how decomposition works.
It feels like watching the EURUSD price (after the forecast moment - blue curve) slowly crawling in accordance with the forecast (red curve) the public gets confused and excited. Ummm. Slowly the smirks slip off their faces, the grandfathers suddenly realise that the world doesn't work the way they thought it did.
As far as trivial strategies are concerned, let me remind you about moving averages - Systems on Moving Averages: Are the "wizards" still alive?
The title of the article, in fact, came up on its own, along with the rest of holodilnik.ru, I had to read it).
A single prediction, whether or not it coincides with the real thing, is nothing at all. If we are talking about TF 5m, then to confirm it we need forecast statistics for about a year and a half. At least on history.
No, I'm not asking you to confirm anything here.
It's just getting started, hope the posts don't get deleted....
Not much earlier:
https://www.mql5.com/ru/forum/221552/page1069#comment_10996114
It feels like watching the EURUSD price (after the forecast moment - blue curve) slowly crawl in line with the forecast (red curve) the public gets confused and excited. Ummm. Slowly the smirks slip off their faces, the grandfathers suddenly realise that the world doesn't work the way they thought it did.
wellooooo....
all down the drain
;)
wellooooo....
it's all downhill from here.
;)
So, wake up. Let's see how the forecast is performing:
In the first third of the predicted 24 hours the agreement of the real price movement with the forecast should be considered very good.
After that it started to mismatch (which isn't surprising in itself, obviously, the farther you get from the forecast, the less reliable the forecast is).
The reason for this mismatch is obvious. Let us recall how the prediction was made:
The positive and negative Rup and Rdw curves were extended into the future in some not particularly egregiously stupid way roughly by eye with a couple or three pieces of straight lines each. The sum of Rup+Rdw, I remind you, is R, that is the difference between the price and the SMA (about 1+2*z, where z = 144).
So, on history, when I was demonstrating the idea, I could pick bits of history where the deviations from zero were large, and the prediction was based on the immutable fact: that R, which deviated strongly from zero, would worm its way towards zero.
But here (look at the red line): the initial deviation from zero was not large (only 0.0020), and after the first third of the forecast time (about 8 hours out of 24) the red line (R, the price difference to the SMA) appears to be near zero, i.e. without apparent discrepancy with zero. It is quite obvious that from this area it can go almost equally in either direction. In particular, as drawn - further down, into the negative region. In this case we would be "lucky" and the price and the forecast would continue. In reality, after approaching zero, R began to increase again in the positive area, which can be seen in the upward deviation of the price chart from the forecast.
So, the real time focus turned out partially.
Which in no way negates the simple fact that the moment where it started to fail was known beforehand, as well as the simple fact that the forecast has high reliability only when the deviation of R from zero is large and the move towards zero is predicted (which is exactly what one should trade if one really trades on such a primitive model).
So, we are awake. Let's see how the forecast is performing:
In the first third of the predicted 24 hours the agreement of the real price movement with the forecast should be considered very good.
After that the discrepancy started (it's not surprising in itself, it's obvious that the further you get from the prediction, the less reliable the prediction is).
The reason for this mismatch is obvious. Let us recall how the prediction was made:
The positive and negative Rup and Rdw curves were extended into the future in some not particularly egregiously stupid way roughly by eye with a couple or three pieces of straight lines each. The sum of Rup+Rdw, I remind you, is R, that is the difference between the price and the SMA (about 1+2*z, where z = 144).
So, on history, when I was demonstrating the idea, I could choose pieces of history, where the deviations from zero were large, and the forecast was based on the immutable fact: that R, which deviated strongly from zero, would turn to zero.
But here (look at the red line): the initial deviation from zero was not large (only 0.0020), and after the first third of the forecast time (about 8 hours out of 24) the red line (R, the price difference to the SMA) appears to be near zero, i.e. without apparent discrepancy with zero. It is quite obvious that from this area it can go almost equally in either direction. In particular, as drawn - further down, into the negative region. In this case we would be "lucky" and the price and the forecast would continue. In reality, after approaching zero, R began to increase again in the positive area, which can be seen in the upward deviation of the price chart from the forecast.
Thus, the real time focus turned out to be partial.
Which in no way negates the simple fact that the moment where it started to fail was known beforehand, as well as the simple fact that the forecast has high reliability only when the deviation of R from zero is large and the move towards zero is predicted (which is exactly what one should trade if one really trades on such a primitive model).
The feeling is that watching the EURUSD price (after the moment of the forecast - blue curve) slowly crawling in accordance with the forecast (red curve) the public gets confused and excited. Ummm. Slowly the smirks slip off their faces, the grandfathers suddenly realise that the world doesn't work the way they thought it did.
Open the signal to the suffering sooner rather than later, everyone wants to make money.
But not like this.
Not like this.
I kindly give you permission to post this picture three more times, because if an account I've never traded for profit (which I wrote about a couple of times above) can help you to get better, to feel better, I'm glad. And ask the orderly to give you an extra shot of haloperidol (apart from the usual one you get before breakfast every day).