The S&P 500 should be based on a professional understanding of the market, and therefore the profitability of the TS created is - General

Aleksei Stepanenko 2019.12.30 13:48 #191

Nikolai Semko:
using only the 3rd indicator and the first two to be trashed.

Thank you! I see some small percentages, a dubious advantage :)

Реter Konow 2019.12.30 13:50 #192

Nikolai Semko:
The truth is that the secondary problem is not solved by this primary one. And automation for the sake of automation, if it does not ultimately result in a profitable strategy, is absurd.

The Grail is not sought in this thread, and therefore the profitability of the TS created is secondary. The main thing is that the TS should be based on a professional understanding of the market.

Aleksei Stepanenko 2019.12.30 13:52 #193

Реter Konow:

The main thing is for the TS to be based on a professional understanding of the market.

As I understand it, one of the first tasks now is to separate the trend from the flat. Right?

Реter Konow 2019.12.30 13:53 #194

Aleksei Stepanenko:

As I understand it, one of the first tasks now is to separate the trend from the flat. Right?

Yes.

Aleksei Stepanenko 2019.12.30 13:54 #195

We need to work out the criteria. Any ideas?

Реter Konow 2019.12.30 13:58 #196

Aleksei Stepanenko:
We need to work out the criteria. Any ideas?

The differences between a trend and a flat are visually obvious. Here are a few parameters:

1. Wave height.

2. Wavelength of the wave.

3. Percentage of pullback after the move.

Aleksei Stepanenko 2019.12.30 14:00 #197

Yes, but the main difference between a trend and a flat is that a trend updates its extremes after a while, while a flat does not. Do you agree?

[Deleted] 2019.12.30 14:02 #198

Реter Konow:

The Grail is not sought in this thread, and therefore the profitability of the TS created is secondary. The main thing is that the TS should be based on a professional understanding of the market.

You have repeatedly stated that you do not trade. Where will you get a professional understanding of the market? You don't have a professional understanding of the market. And you won't until youtrade the market professionally.

Nikolai Semko 2019.12.30 14:05 #199

Реter Konow:
Yes.

It's already progressing. I.e. the branch should be closed or renamed.

Реter Konow 2019.12.30 14:06 #200

Aleksei Stepanenko:
Yes, but the main difference between a trend and a flat is that a trend updates its extremes after a while, while a flat does not. Do you agree?

Not exactly. A flat also updates its extrema. It's just that the difference between the two is much smaller than that of a trend.

Algorithmic ''centrifuge'' - page 20