Looking for patterns - page 72
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yes, the feathers look alike :)
You and Baskakov seem to have had a rough time of it, with your feathers flying in all directions).
Yes, only feathers. But your logic is different, sometimes I read you all right, but then it's the opposite. ;)
Here's a fake one for the sake of clarity. Such is the hard life of inadequates.
Here are the forgeries for the sake of clarity.
We didn't have it like this: two scientists independently of each other at the same time found the recipe for longevity: it's feathers! Even the ancient Apache Indians....
We didn't have it like this: two scientists independently of each other at the same time found the recipe for longevity: feathers! From the ancient Apache Indians....
Well then, I'll wait for your feathers to turn yellow (well, or for the depot to turn gold).
there's a pattern there!!!! i can't tell you where to look. i found it myself, and i'm very greedy.
it's a forward. full forward.
Now it remains to check if there were any pitfalls in the testing. maybe the commission was not taken into account, or the test was based on generated ticks instead of real ones.
look for signs in incremental distributions.
That's it, you can quit building now. :)
That's it, you can quit building now. :)
))) I can't yet, when the account will open for a couple of years, then I will quit. What about the test, the ticks are real, MT5 tester. everything is accounted for, the comma and the like.
Now it remains to be seen whether there were any pitfalls in the test. maybe the commission was not taken into account, or the test was based on generated ticks instead of real ticks.
It's the little things like that that are the source of dishonesty.
I have to test the strategy on the real, but the guys from the high road are using verified data from the tester.))
On the minute TF everything is already thinned and 5 and hour etc.
I think you are going in the wrong direction).
OK.
Let's check the validity of Uladzimir's statement that as the size of the sliding window increases certain patterns emerge, and that these windows must be equal to certain time periods of the market.
1. Suppose Gunn is right and the time cycles of the market represent a certain series; 1 day, 3 days, a week, ...
2. It used to be that 3 days equaled half of a weekly candle, while a week had 6 trading days. Now it is 5. Therefore, choose a sliding window = 2.5 days.
3. Working with OPEN M1 prices.
4. volume of sampling of the moving window = 3600 values OPEN M1.
5. Draw a simple moving average SMA(3600)
6. We calculate the process variance using the formulaS=2*sqrt(2*D*t), where D=b^2, b- the average value of increments in the moving window, t- time = 3600
7. The channel boundaries are respectively: upper =SMA+S, lower =SMA-S.
8. BUY when the price crosses the lower boundary, SELL - when the price crosses the upper boundary.
9. Exit from the trade - when price intersects the moving average.
Usual strategy of trading in the channel relative to SMA, based on hypothesis of price returning to the average.
Only period = 2.5 days (3600 values OPEN M1) is unusual.
Then let's check on weekly moving window etc and answer the question - is Gann and Uladzimir right saying that there are time cycles in the market and with the increase of TF size the patterns become clearer.
Is anyone willing to test this?