Some signs of the right TCs - page 18
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From a mathematical point of view, however, it is not very correct and completely unconstructive, and from a simple human point of view it is poorly understood, so some restriction (like the 4th point for me) is very necessary.
Some kind of example on the fingers would be nice.
I would change the problem statement, the mathematical decision conditions of the TS algorithm and say market or trading conditions. The conditions for more less, equal in relation to the numeric series (tick values), its averaging can be considered mathematical, (the conditions for averaging can be considered with a stretch, a binding to the numeric series is still needed). Stops, terminations (trades) by time, and others, not tied to a numeric series, and taken on the basis of trading logic, are not mathematical. At the same time in the trade task of TS, trade of relative changes of a numerical series, i.e. maximization of relative changes from ticks by means of various logics. So there is also a constraint on the value of the trade, i.e. if the relative price change is less than the value of the trade, the trade is unprofitable. If the value of the trade were zero, the maximum price change would be the sum of the differences between neighbouring ticks added separately, by the change in more and less.
Stops, end of work (trade) on time, and others that are not tied to a numerical series, and are taken on the basis of trading logic, are not mathematical.
The series necessarily contains time. It has been repeatedly shown (both statistically and in practice) that market patterns depend on time.
That said, in the TC trading problem, trading relative changes in the numerical series, i.e. maximising the relative changes from ticks by means of different logics. So there is also a constraint on the value of the trade, i.e. if the relative price change is less than the value of the trade, the trade is unprofitable. If the value of the trade were zero, the maximum price change would be the sum of the differences between adjacent ticks added separately, by the change in more and less.
This is set in a numerical series.
Forum on trading, automated trading systems and testing trading strategies
Some signs of a proper TS
fxsaber, 2020.02.28 09:37
Commissions, marcamps and swaps are multiples
In fact, you need to input a MqlTick-row with only three fields: bid, ask, time_msc. I.e. not a classical vector, but a 3xN matrix.
Some example on the fingers would be.
If we flip the quotes, we will need to change the buy and sell in the EA, and if we stretch, we will need to change the trade volumes. We can do this by editing the Expert Advisor text. But if we stick to this point, it is not allowed - there must be parameters that are responsible for these changes.
If we flip quotes, we will need to change buy and sell in the Expert Advisor, and if we stretch, we will need to change trade volumes.
Nothing needs to be done during these operations, because this identity is fulfilled for any Time1/Time2.
log(N * EURUSD_bid_Time1) - log(N * EURUSD_ask_Time2) =
log(EURUSD_bid_Time1) - log(EURUSD_ask_Time2) =
log(USDEUR_bid_Time2) - log(USDEUR_ask_Time1) =
log(N * USDEUR_bid_Time2) - log(N * USDEUR_ask_Time1) =
log(PotentialProfit_Lot)
I.e. directions are automatically reversed, volumes do not change.
Nothing needs to be done for these operations, as this identity is fulfilled for any Time1/Time2.
log(N * EURUSD_bid_Time1) - log(N * EURUSD_ask_Time2) =
log(EURUSD_bid_Time1) - log(EURUSD_ask_Time2) =
log(USDEUR_bid_Time2) - log(USDEUR_ask_Time1)=
log(N * USDEUR_bid_Time2) - log(N * USDEUR_ask_Time1) =
log(PotentialProfit_Lot)
I.e. directions are automatically reversed, volumes do not change.
Put spread equal to zero (close to zero) and then the left and the right parts of the equation will be opposite (close to it)
PS. Made a mistake by not paying attention to the reversed USDEUR quote
Make the spread equal to zero (close to zero) and then the left and right sides of the highlighted equality will be opposite (close to it)
There is no spread at all in the identity. Take a closer look.
The series necessarily contains time. It has been shown 100% of the time (both statistically and in practice) that market patterns are time dependent.
This is specified in a numerical series.
In fact, we should input a MqlTick-row with only three fields: bid, ask, time_msc. So, it is not a classical vector, but a 3xN matrix.
The task has been simplified to understand it. Of course, in practice, there are 2 rows: bid, ask, time_msc andcommission, markups and swaps; in a simplified problem, there is 1 numeric row with numbers of ticks or time and cost of a deal on the horizontal. In a simplified problem it is easier to understand which conditions are mathematically correct and which are not. And which conditions will be critical for mathematical correctness of the TS logic.
Nothing needs to be done for these operations, as this identity is fulfilled for any Time1/Time2.
log(N * EURUSD_bid_Time1) - log(N * EURUSD_ask_Time2) =
log(EURUSD_bid_Time1) - log(EURUSD_ask_Time2) =
log(USDEUR_bid_Time2) - log(USDEUR_ask_Time1) =
log(N * USDEUR_bid_Time2) - log(N * USDEUR_ask_Time1) =
log(PotentialProfit_Lot)
I.e. directions are automatically reversed, volumes do not change.
Are you flipping the time along with quotes? What if you leave time untouched?
Do you flip the time at the same time as you flip the quotes? What if the time is left untouched?
I don't flip the time. Probably need to write the right TS here.