From practice to theory and back to practice - page 42

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Uladzimir Izerski:

I don't know who overflows where). One thing I do know is that the currencies are interlinked and can't get much away from the centre of gravity.

The plot is tightly wound... cool profits... wait for hackers with a soldering iron ...)))

so many indicators... I've never seen anything like this in one glass... didn't you come up with it all by yourself... yeah, I don't have half of it...

 
danminin:

Or maybe not. Or maybe -20% a day.


Are you trying to make a graalist out of yourself again, so that people get into your profile and buy your products? They don't trade anywhere else except on the demo.

He will buy the factory, pensioner, on his pension! )))

Is that too much bile or jealousy? I don't get it.))

 
Сергей Криушин:

A dashing plot... cool profits... wait for the hackers with a soldering iron ...))

so many indicators... I've never seen anything like this in one glass... didn't you come up with it all by yourself... yes, I don't have half of it...

There are only two indicators. One is the main one on the chart and the other is in the basement.)

They analyse the market situation and prepare data for the Expert Advisor.

Yes, it's complicated. But it's necessary, in order to always react quickly to market volatility.

The system clearly knows what is happening on the market now and how it will behave in the future.

People make the price. Their behaviour can be predicted. There are a lot of robots working in the markets now. And they have certain algorithms

that move the price in a certain direction.

 
danminin:

Or maybe not. Or maybe -20% a day.


Are you trying to make a graalist out of yourself again so that people will come to your profile and buy your products? You don't trade anywhere else but on the demo.

He will buy the factory, pensioner, on his pension! )))

That's a mistake. One of the few people here who writes sensible stuff, albeit with a veil of fog. But one can definitely sense that the man has an understanding of how the market works, unlike many.
 
Uladzimir Izerski:

Zero.

Absolute? Relative? :)

 
Nikita Chernyshov:

Absolute? Relative? :)

I get your humour))

But there's zero in the picture in the basement. No joke)

 
Anatolii Zainchkovskii:
!!!👍👍👍

I tried that once. Before programming - manually, with programming - automatically :D

I've been doing tests and optimizations of these indicators since year 10... But, you know, nothing good. I haven't found any interesting additional regularities within my simple ts. I've accepted that profits vary from year to year and it's easier to accept price movement as it is in any given year - somewhere it's drifting, somewhere dead on, somewhere perfect.

If this technique isn't working, it means that the regularity I've found isn't working at the moment. For the last TS it didn't work for 3 months in a row at the most (read: it worked in minus). If this value is exceeded in real time, I think the time has come to think about it and the statistics will be good :)

The only thing that MAE\MFE analysis has helped me is to choose an optimal stop loss, but again: for the history. As for the rest...hell knows :)

By the way, if it is interesting to analyze the matrix of backtests of owls, you can upload the status to good old Maybuk, and from that already do tambourine dancing.

 
Uladzimir Izerski:

I get your humour))

But there's zero in the picture in the basement. No jokes)

No, no jokes, of course, but as a coder I'm not much interested in pictures. What's in it? What maths draws zero on your picture?

 
Uladzimir Izerski:

I don't know who overflows where). One thing I do know is that currencies are interlinked and cannot move much away from the centre of gravity.

The white oval in the figure shows the currencies. They clearly characterise and control the behaviour of pairs.

Such a system can give 20% a day. Why go to the factory when you can buy it))


It's hard to believe... but...

the max index for gbpusd this morning was predicted by one venerable confidant the luminous prophet...

hence several assumptions can be made:

1. you and he are the same person

2...you and him are in cahoots

3. You're using the same piano

4. Your pianos are in sync

5. this is some sinister conspiracy of the Chekists or Freemasons or all together

6. it's Jungian synchronicity based on the akausal archetypal connection

 
Aleksandr Volotko:

The synthetic has all the properties of derivative financial instruments, if they lose on Eurobucks, they will also lose on synthetics, so you don't have to guess. That's what I wrote above.

A properly constructed synthetic has its own properties, different from the properties of the initial currency pairs.

The use of a synthetic is based on the property of cointegration - a linear combination of two nonstationary series can give a stationary series.

In Forex the pairs are not cointegrated, but it is possible to find a stationary combination of more than two.

However, there are other problems that prevent us from using this effect.

I used to fight with Reshetov on this subject on 4. For example, we have a synthetic symbol consisting of 8 currency pairs. Its balance curve is stationary and ergodic - a simple trade from one horizontal channel border to another. But the problem is opening 8 lots of small fractions at the same time. There is simply not enough capital to trade correctly.

For simpler synthetics, fewer assets are used, but with them, for example, the profit from each series of trades is small, trades are quite rare, and some of them can last for months - spreads and swaps "eat up" all the profits.

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