On the unequal probability of a price move up or down - page 14
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It would be possible if you could trade the SMA chart directly... However, you could open a series of trades equivalent to opening a trade on the SMA, but there would be problems with closing. Other approaches of such trading would be hindered by the lag of the SMA. So... nice try, but no.
So you have the same problem) Do you have a substantive answer? Is there a history?
So you have the same problem) Do you have a substantive answer? Do you have a story?
Everything is clear with you.
You have too much difference in lots, in my indicator at the moment the lot ratio should be 0.441. Apparently the volatility is calculated differently. What time interval did you use to calculate volatility?
I don't have that problem as I'm not trying to trade the difference with the SMA.
You are thinking narrowly, the same problems are not about the MA (I did not specifically mention the SMA and the MA was just an example, you are focusing on it) But in general - the problems with closing and lag.
That's why I say - if you want to say something, show the story, otherwise it's about nothing. In the sense that it has no practical value. Trying to increase the life span of million dollar gridlockers? Show me how far you've succeeded.
Since you don't have a story, you're not interested yet :)
You have too much difference in lots, in my indicator at the moment the lot ratio should be 0.441. Apparently the volatility is calculated differently. On what time interval did you calculate the volatility?
I am using ATR on M30 for 240 bars
P.S. This is the result
On what time frame was the volatility calculated?
I didn't count volatility, I set it. It is much more convenient not to depend on the vagaries of nature, but to control it. One of the convenient ratios for EDq and PDq volatilities (allowing the other conditions to be met, including correlation = 1) turned out to be 0.375, i.e. 3/8.
I don't count volatility, I set it. It is much more convenient not to depend on the whims of nature, but to manage it. One of the convenient ratios for the volatility of EDq and PDq was 0.375, i.e. 3/8.
So you control the market? Do you set the direction of the market as well?
So you control the market? Do you set the direction of the market as well?
I am counting on ATR on M30 for 240 bars
P.S. This is the result.
Yes, everyone counts in their own way, that's why the results will be different. What is the right way to do it? As you can see, this is the best way to do it. I don't know how to do it.
Yes, everyone counts differently, so the results will be different. What is the right way? Unfortunately, there is no standard and there cannot be. Everyone is free to choose his own interval for calculating volatility.
It's better not to choose any interval at all. The less parameters that you do not control explicitly, the better. You don't suppose that in the focus I showed you that the increments of EDq relate to the increments of PDq as 0.375000000000000 because I picked some intervals, do you? ) I could have constructed other additional curves, with a different ratio of volatilities. And would have entered the market with a different ratio of lots, at a different time, and exited at a different time.
Nothing matters but the final profit.