Algorithmic ''centrifuge'' - page 21

New comment
 
Реter Konow:
The differences between a trend and a flat are visually obvious. Here are some parameters:

1. Wave height.
2. Wavelength of the wave.
3. Percentage of pullback after the move.

Only not a wave, but a channel, and not a pullback, but a breakdown.
Came to what I have been talking about for a long time.)
 
Nikolai Semko:
Already a progress. I.e. the branch should be closed or renamed.
The inability to think large-scale negates all efforts to build a profitable TS. Therefore, I said for you - this is a secondary task.
First we will find good areas for trades on history, then we will automate the TS build. (I'm not deviating from the subject, but solving the problem globally. ))
 
Реter Konow:
The inability to think globally negates all efforts to build a profitable TS. Therefore, I said for you - this is a secondary task.
First we will find good areas for trades on history, then we will automate the TS build. (I'm not deviating from the subject, but solving the problem globally. ))

No, Peter, in reality you have moved away from the original topic. And rightly so.
Don't indulge in indulgence.

 
Реter Konow:
Not exactly. A flat also updates extrema. It's just that the difference between them is much smaller than a trend.

Why? If a flat is updating extremes, it becomes a trend.


Look, at the top after the start of the highlighted area there is no update of the high. At point 1 we do not yet know whether a flat has started or not. But after a certain amount of time we see that the high has not updated, so it is a flat. Then at point 3, we see a false breakdown of line 1-2. But it does not tell us about the end of the flat, because we have, for example, one more parameter - the channel width, which is not exceeded. Or even more complicated variants. But already after 3 we see that we have lower highs from the top, probably, it is a down-trend incipient. But it is not certain yet, that is why we consider it to be a flat till 4.

 
Aleksei Stepanenko:

Why? If a flat is updating extrema, it becomes a trend.


See, at the top after the start of the highlighted area there is no update of the high. At point 1 we do not yet know whether a flat has started or not. But after a certain amount of time we see that the maximum has not updated, so it is a flat. Then at point 3, we see a false breakdown of line 1-2. But it does not tell us about the end of the flat, because we have, for example, one more parameter - the channel width, which is not exceeded. Or even more complicated variants. But already after 3 we see that we have lower highs from the top, probably, it is a down-trend incipient. But it is not certain yet, that is why we consider it to be a flat till 4.

The point is that the values of the extrema of a flat are not repeated with 100% accuracy, therefore, their coincidence has to be considered as a percentage. Also the height and length of the trend wave should be measured in proportions and percentages. These parameters have relative and fuzzy values. We have to look at the ratio of values, not the exact values.
 
Nikolai Semko:

No, Peter, in reality you have moved away from the original topic. And rightly so.
Don't indulge in indulgence.

I haven't moved away from anything. This topic is vast and includes several constituent topics that need to be addressed. They cannot be ignored.
 
Реter Konow:
The point is that the values of the extremes of a flat are not repeated with 100% accuracy, therefore, their coincidence should be considered as a percentage. Also, the height and length of a trend wave should be measured in proportions and percentages. These parameters have relative and fuzzy values. We have to look at the ratio of values, not the exact values.

It is. Seconded.

 

Guys, you know what I've noticed here on the forum? Everyone is broadcasting their own ideas. Everyone has their own views and methods of understanding this market uncertainty in their heads. And so everyone writes about his own ideas, and writes in riddles, teasing his neighbour and not listening to him. I am the same way. My own thoughts are the most important ones, and it's hard to understand what the other is saying, in his terms, in the course of his reasoning. But maybe we are missing out on someone else's precious experience? We should try to hear our neighbour.

So, we came from the vast task of automating strategy search to such a task: to distinguish a trend from a flat. If anyone has any thoughts on this subject, please speak up. Not at the level of feelings, but with more specific criteria: a clear idea, a logical scheme, charts or codes. Welcome!

 
Реter Konow:
The point is that values of extremums of a flat are not repeated with 100% accuracy
Peter, is there any way you can describe your thinking logically? To highlight the basic criteria and ignore the fact that the strategy does not work with 100% accuracy. If you are talking about proportions and percentages, between which values? Between which waves (knees)? Please draw some pictures to illustrate your idea more precisely. Because you should make some suppositions and assumptions when writing the code. Otherwise you may not get off the ground for a long time.
 
Реter Konow:
Yes.

It is not possible in principle. It takes a long time to explain, there are fundamental reasons. There are two states in the market, yes. And it is very important to be able to identify/recognise them.But they are not trend-flat. On a trend-flat market and not only charts - for example SB :))), "divide", from lack of understanding - "what is going on". And then, having fallen into the trap of such "division", they try to bash their forehead through the wall next to the open door, separating one from the other. "In history" no problem, but here and now...

1...14151617181920212223
New comment