Some signs of the right TCs - page 23

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fxsaber:

I recommend that you run the suggested EA. The reports demonstrate the invariance very well.

I'm not interested in compiling it((( , in the blog I wrote what and how. I'm missing something.

 
onedollarusd:
That is, if only the last 3 bars are enough to squeeze out the money. Are we talking about patterns? @Nikolai Semko

And if you can trade without a chart at all (so as not to "cheat" on the chart), only knowing the market price "for now". And to open/close according to the market...

And if you can move the price by 1% opening/closing?

Maybe the correct TS is the one that can move the market (affect the market price)? That is, to become the "king" of the "symbol", like a Puppeteer...?

+

 
TheXpert:

no, it's a fundamental property of the symbol.

it essentially means that there is no point in selling if you don't have a fundamental or technological insight.

If you are able to determine this fundamental property at the level of TS or your TS is able to determine it by itself, respect and respect, I am not able to do it and I am unlikely to learn it objectively.

Searching for patterns is technical analysis. Fundamental and generally external signals in TS cannot be mathematically correct and invariant a priori. If the TS works on history and produces signals within its own logic, it is only a technical analysis.

 
Valeriy Yastremskiy:

Didn't want to compile((( , blogged about what and how. I'm missing something.

Posted there, but you won't get notifications of my replies there - imperfection of blog entries.

 
TheXpert:

No, it is a fundamental property of the symbol.

What is the fundamental property of 1/S&P500 ?

 
fxsaber:

I totally agree. In this case you have gone down the road of no TC.

This is some kind of juggling of words. In my opinion: there is an algorithm that can trade - there is a TS. Whether it is practically usable, whether it is "correct" theoretically, is the subject of further practical and theoretical research.

 
Aleksey Nikolayev:

This is some kind of juggling of words. In my opinion: there is an algorithm that can trade - there is a TS. Whether it is practically useful or not, whether it is "correct" theoretically, is a subject for further practical and theoretical research.

A mathematically correct TS will work equally on any series. Incorrect one will work unequally. Uniformity of work is a plus, but not always a goal, and in any case it is achieved at the expense of something. But understanding and taking into account when writing TS which conditions work the same everywhere and which do not, is a good handicap for those who do not take it into account.

 
Aleksey Nikolayev:

This is some kind of juggling of words. In my opinion: there is an algorithm that can trade - there is a TS. Whether it is practically usable, whether it is "correct" theoretically, is a subject for further practical and theoretical research.

Let's make our positions equal in this discussion. I have provided such a feature.

// Пример математически правильной ТС с возможностью ее проверки в MT5-Тестере.
// https://www.mql5.com/ru/forum/333746

input group "EA"
input int inPeriod = 100;       // Период EMA-шки
input double inFilter = 0.0005; // Фильтр сделок

// Торговая система
void EA()
{
  static const double Filter = MathLog(1 + inFilter); // С таким запасом нужно будет пересечь EMA для переворота.
  static EMA Ema(inPeriod); // Инициализировали EMA с соответствующим периодом.

  MqlTick Tick;

  if (!SymbolInfoTick(_Symbol, Tick)) // Взяли текущий тик.
    return;

  const MqlTick LogTick = LogTick(Tick); // Логарифмировали его.
  const double Price = Ema.Get((LogTick.bid + LogTick.ask) / 2); // Применили EMA к средней цене.

  const int Type = OrderSelect(0, SELECT_BY_POS) ? OrderType() : -1; // Направление текущей открытой позиции.

  if (LogTick.bid > Price + Filter) // Если bid выше EMA-шки с запасом, переворачиваемся в SELL.
  {
    if (Type != OP_SELL) // Если SELL не открыта.
    {
      if (Type == OP_BUY)                                             // Если BUY открыта,
        OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), 0); // закроем ее.

      OrderSend(_Symbol, OP_SELL, 1, Tick.bid, 0, 0, 0); // Откроем SELL-позицию.
    }
  }
  else if ((LogTick.ask < Price - Filter) && (Type != OP_BUY)) // Если ask ниже EMA-шки с запасом, переворачиваемся в BUY.
  {
    if (Type == OP_SELL)                                            // Если SELL открыта,
      OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), 0); // закроем ее.

    OrderSend(_Symbol, OP_BUY, 1, Tick.ask, 0, 0, 0); // Откроем BUY-позицию.
  }
}
Please write your version of the EA function. We will discuss it much more specifically.
 
Aleksey Mavrin:

Well, there won't be invariance for the shifter, you don't know whether to put onlibay or onlicell beforehand. If you've done a preliminary analysis by D1, it confirms that there is no invariance.

The analysis was done on an invariant TS.

 
fxsaber:

The analysis was carried out on the invariant TS.

In your own words - give to TS an inverted symbol - it should show the same result.But it will not be in the general case, or it must first conduct some self-analysis, i.e. analyze itself on the history of this symbol and classify it.

But even in this case the requirement of the same result is not met, because the analysis requires one pass through the history.

Generally, it is clear to me that this requirement is satisfied in a very narrow case when the tool itself is invariant relatively to the so-called reverse symmetry (reversal), i.e. patterns for buy and sell are the same.

This may be close to the truth, as I described above, on the so-called equally weighted exchange instruments, namely EURUSD and some majors may be attributed here with a stretch, while Audi for example is definitely not!

And many other markets - commodities, funds - no!

I see some use of this hypothesis exactly in checking - when the symbol is symmetrical to itself, it is probably the best indicator to characterize that the symbol is not speculative.

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