Some signs of the right TCs - page 26

 
fxsaber:

Displays on the same level as OnlyBuy on a straight symbol.

I really like that I could be wrong. I'll have to try optimising for each direction separately and see what happens. Now that's unsubstantiated assertions on my part.

If you have such an idea, it means that I have not ranted in vain.

That's exactly what I wanted to say, that in general the tools are not symmetrical, and this must be used.

 
Aleksey Mavrin:

If you have that thought, then I have not been ranting in vain.

That's exactly what I wanted to convey, that in general the tools are not symmetrical, and you have to use that.

Well, that depends on how you look at it. Depending on the length of time the plot of history is used. The further out, the more symmetrical they will be.

 

from what I've read here... The idea is that if we move away from addition and subtraction to multiplication and division in the analysis (study) of a numerical series, the results will be more stable and accurate. This only concerns the technical analysis of a series, i.e. search for extrema and trends acceptable for trading based on them. And, of course, to the search for patterns))))

 
Aleksey Mavrin:

If you have that thought, then I have not been ranting in vain.

This is exactly what I wanted to say, that in general the tools are not symmetric, and this should be used.

Everything will depend on the optimization algorithm. It is of course a good tool, but when you don't understand it, you become a hostage of it, I mean a hostage of the tool.

 
Konstantin Nikitin:

Well, that depends on how you look at it. Depending on the length of time of history used. The further out, the more symmetrical they will be.

You probably haven't read everything or don't understand something else. Stocks have never been and never will be symmetrical.

 
Aleksey Mavrin:

You probably haven't read everything or don't understand anything else. Stocks have never been and never will be symmetrical.

about symmetry. You can measure the asymmetry of an instrument's trend. But still, you need to use your head. If you work with currency pairs, buy/sell can be automatically adjusted, while if you work with stocks, you can do it manually. I know where I would place my trading robot, on shares or currencies.

That's why I think that the robot should have a fine mechanism for trend correction, so that it would understand that this instrument is going more up and this one is going more down. But a coarse correction method, such as prohibiting shorts on some instrument that is not recommended to sell or not allowed in principle, should be in place.

For example the ruble. Here it's clear that it will always fall and if my algorithm will be built on this pattern, then why should I buy it then, it's better to prohibit buying the ruble and trade on pullbacks to sell.

I'm aiming for a full automatic myself, but such moments are not too critical.
 
Aleksey Mavrin:

If you have that thought, then I have not ranted in vain.

I agree )
 
Aleksey Mavrin:

If you have that thought, then I have not been ranting in vain.

This is what I wanted to say, that in general the instruments are not symmetrical, and one should use it.

Forum on trading, automated trading systems and testing trading strategies

Some signs of a good TS

fxsaber, 2020.02.29 11:00

There member gave a clear classification into LA and LP type symbols. I mumbled about proto-symbols, I got a much more constructive response.

I understand on an intuitive level that LPs are proto-symbols that are characterised by a strong speculative component. Crypto majors and indices are of these.

On LPs, time direction is important.

LA are economically dependent symbols where the speculative component does not play a high (defining) role. These are forex, resources and resource companies. And the cross synthetics are LP1/LP2.

On LA, time is inverted.


Stocks are a very specific kind of symbol really.

you can get away with LPs by switching to cross synthetics - LP1/LP2.

 
fxsaber:

you don't have to bother with LPs, you can switch to cross synthetics - LP1/LP2.

If you have a good pipser/scalper, yes. But the most interesting things happen on majors.

for example on crypto, for several years quite mature Wall Street MM algorithms have been working (no proof, don't ask - there won't be any) and in some places the manipulation is directly visible - stops collection, walls in the bet, open accumulation (that's probably live traders).

and while stop collection is in principle symmetrical, accumulation and movement are very different for up and down.

of late - liquidation on bitmex for $150mn

 
TheXpert:

the most interesting things happen in the majors.

I am incompetent here.