Looking for patterns - page 75

 
Roman Kutemov:
Regarding item 8 a remark.
Do not enter when the price crosses the lower or upper boundary.
But for example for buy, the price has crossed the lower boundary and then we see the reversal upwards and the upwards movement will continue, but the price is still below the lower line.
That is the time to enter.

Yes, we may jointly bring the strategy up to the mark.

But at this stage I am interested in the critical point - does moving to higher timeframes, i.e. 1-day sliding windows reveal certain regularities and market cycles (as Vova and Gunn claim).

I am still working on sliding windows = 1 day or less and I can clearly state that these cycles are not obvious there and there is no way around additional debugging parameters.

 
Макс:

You realise how crazy that sounds, don't you? :))

Why is it crazy?

If you don't see stops and everyone should?

Price stops at clusters of orders. Orders are placed in advantageous locations. Professionals know these places. Another thing is that nobody knows whose orders will be bigger at that moment. Nobody knows that. That is why everyone is equal on Forex.

 
Alexander_K2:

Yes, we can work together to bring the strategy to a state of equilibrium.

But, at this stage I am interested in a fundamental point - whether at transition to higher TFs, i.e. to sliding windows > 1 day, clear regularities appear, and some market cycles are revealed (as Gunn and Vova jointly claim).

I'm still working in sliding windows = 1 day or less and I can clearly state that these cycles are not obvious there and there's no way around it without additional debouncing parameters.

About 5-10 years ago the most predictable chart was H1, today it has shifted to M15.

There are a lot of regularities. Because there is a standard way of thinking among groups of people, and they act in a uniform way. Besides, big players use robotic technologies and they leave a bright mark on history. You can go along with them with pinpoint accuracy.)

 
Alexander_K2:
6. The process variance is calculated using the formula S=2*sqrt(2*D*t), where D=b^2, b is the average value of incremental moduli in the sliding window, t is time = 3600

Why do you calculate variance by a formula you have sucked out of your fingers when it is more accurate and correct to determine it directly from the available deviations from the mean?

 
secret:

Why do you calculate the variance using a formula that was sucked out of your hand, when it is more accurate and correct to determine it directly from the available deviations from the mean?

is it possible ?

https://www.mql5.com/ru/forum/157789

подскажите как сделать лучше
подскажите как сделать лучше
  • 2015.12.17
  • www.mql5.com
Добрый день. Подскажите как лучше сделать...
 
Alexander_K2:


But, at this stage I am interested in a fundamental point - does moving to higher TFs, i.e. to sliding windows > 1 day, actually result in obvious


Generally if you think about it, a sliding window = a piece of time series where you don't know what came before it and of course what's ahead.

Suppose the time series in a moving window goes up and the signal to sell, and then in the future the same window with the same price goes up.


And if a continuation is possible, it is not necessarily a reversal by a breakdown of the dispersion channel.

 
Evgeniy Chumakov:


Generally, if you think about it, a sliding window = a piece of time series where you don't know what came before it and naturally what's ahead.

Suppose we have a time series in a moving window going up and a signal to sell, and then in the future the same window with the same price going up.

Well, all these questions are known and everyone is looking for an answer.

I don't have time to search for proofs, but I will repeat it - Gann and Vova argue thatwe see clear regularities on higher TFs.

If it is true - I'm ready to wait for 1 trade a day or a week, as long as it produces huge profits.

Alas, so far, apart from Gunn + Vova, no one dares to claim the same thing as they do...

 
Alexander_K2:

Alas, so far, apart from Gunn + Vova, no one dares to claim the same thing as they do...


Claiming is not enough, you have to be able to show it.


Discussions used to be interesting, for example https://www.mql5.com/ru/forum/119541/page2#comment_3156261

Гипотеза на базе Фурье
Гипотеза на базе Фурье
  • 2009.08.12
  • www.mql5.com
Есть гипотеза: Если взять отрезок цен предположим за последние 1000 баров и аппроксимировать его с помощью БПФ, то, если мы правильно уловили основ...
 
Evgeniy Chumakov:


Claiming is not enough, you have to be able to show it.


There used to be interesting discussions, here's an example https://www.mql5.com/ru/forum/119541/page2#comment_3156261

Everywhere these averages, it doesn't work....

So many attempts have been made, I don't see the "rest stop" at all or has it evaporated or something...

1 2

 
Martingeil:

I don't see the "pavilion" at all...


He sells tomatoes at the vegetable market in Zhukovsky. And in his spare time, away from his main job, he teaches those who suffer to make robots on TSLab.