The most banal trading strategy - page 44

 
Дмитрий:

No, he has not discovered a point forecasting method.

He claims that it can predict price on the basis that quotes always cross their average.

Bullshit, of course, but the springtime escalation is an objective reality.

Does it predict the correction point to the MA at the start of the trend, or does the prediction change on every bar?

 
Sergey Golubev:

Take it easy... There are a lot of complaints about your writing style ...

The second "Chinese warning" -

mikhael1983isakov:

A Chinese warning is known to be something that should simply be ignored, for shaking the air will not be followed by any action. From Wiki:


He doesn't even care about a moderator's warning because he thinks he's the only sane and intelligent one here, and everyone else lacks brains. He insults others in every post he makes and then wants to be treated with respect.

 
Aleksey Vyazmikin:

Is it a prediction of the correction point to the MA at the start of the trend, or does the prediction change on every bar?

"And to convert the prediction of this difference (price and average) into a prediction of the price itself is a matter of one formula, in one line." (с)

 
Дмитрий:

"And converting the prediction of that difference (price and average) into a prediction of the price itself is a matter of one formula, in one line." (с)

Clearly, nothing is clear... But intriguing :)

 
mikhael1983isakov:


The first price difference is also a stationary series. However, it has better statistical characteristics for prediction than the price difference and the average.

The practical value for trading is zero.

 
Дмитрий:

If it were that simple and everything depended on the regulators there would be no market.

What would a channel for the euro between 0.9000 and 1.9000 give you?

At least it will give you the border and the middle of the trading range and allow you to make assumptions about the behaviour of market participants. You may place limits by Fibo without much harm to the truth :-) For a return to the centre, close to the border of the channel will be the regulator, to it the nearest banks, then smaller fish and so on.

 
mikhael1983isakov:

Calculate the SMA (of a known order).

What is this known order, please clarify!? Is it a special way of calculating the MA, a secret period, or what is it?

mikhael1983isakov:

We look at the price difference with this SMA. It represents a signal oscillating around zero.

The difference between the price and the SMA is clear - we calculated it, but what about the "oscillation", does it mean that the price always returns to the average and moves around it?

mikhael1983isakov:

It represents a signal oscillating around zero. If we somehow continue it into the future, then by simple arithmetic it is not difficult to recalculate it as a continuation into the future of the price (especially persistent ones may then calculate the SMA of this price continuation and see that the difference between the price continuation and the SMA coincides with the initial assumed continuation of the price difference and the SMA).

Maybe because of the above-mentioned points I do not understand you at this point, but I ask you, do you think that the acceleration of MA and price is linear, or do you have a special formula for it? Do you think that the acceleration cannot decrease and then increase again? Or do you have some special, different mathematical method?

 
Aleksey Vyazmikin:


The difference between price and SMA is clear - we've calculated it, but what about "oscillation", does that mean that price simply always returns to the average and moves around it?


Sometimes price to the average and sometimes the average to price.

 
Evgeniy Chumakov:


Sometimes the price to the average, and sometimes the average to the price.

As I understand it does not matter in this case :) In any case, the average cannot exceed the extremum of the price window at which it is calculated and if we know the crossing price, we can easily make profit in this case as well (I was dreaming).

 
Aleksey Vyazmikin:

As I understand it does not matter in this case :) In any case, the average cannot exceed the extremum of the price window at which it is calculated and if we know the crossing price, we can easily make profit in that case as well (I was dreaming).

If the price always passed to the mean and the average price did not follow it, AK first and second from the well-known branch would probably have no problems. I would have already had the grail.