How do you determine compression? - page 9

 
Aleksey Nikolayev:

The indicator was promised, but it turned out to be a figure.)

And if you look carefully, there are two shapes.
A range and a triangle. If you want a range, trade a triangle)
Again, the standard classic from the last century, and fractals are not needed.
That's why I keep telling you, all stock classics work if you understand how to apply them.

 
Igor Makanu:

1. they are more pleasant to draw, but there is no use - you open a tester, run it to the right for 1/2 or 2/3 of the available history, then do the same but to the left of the starting date of the TS, if the trend persists.... well, do you cross your fingers? or whisper hallelujah and ... you solve a new problem - how do you know if the TS will ever stop working?

3. importantly, the price stops moving in the same direction only on history

4. the price series without transformation ( at least detrending ) will not be normal, there is a common opinion that part of OHLC is noise, but imho, it cannot be noise that has been quoted, that at which trades have been made. The other question, that the sifting of part of data is required for building TS - it is logical, the market is a set of TS of different participants and the task is to find their TS which will correlate with successful trades (or actions) of market participants

You got the horses mixed up, people...

In the previous one it was about the indicator and volatility, and suddenly about the tester with TS... In this case, the tester is just a program debugging tool, and no conclusions about strategies or market laws can be drawn using it. Optimization is the worst evil

I will use the right part of the indicator for drawing, not only it is possible, but it's necessary.

For example, the indicator considers the X indicator in the real time on the 0th bar. Having armed ourselves with all the knowledge about the market plus the terver and matstat we should forecast (at least, limits) this X and draw it in the buffers after N bars.
Altogether we can see the current value of X, its forecast and the current difference from the previous forecast (which is a signal to act)

 
Maxim Kuznetsov:

Drawing them is much more useful than the curves on the left (in the story).


No, in the market it is more useful to look underfoot, i.e. to determine as accurately as possible the current state of the market. And the forecasts are dreams and desires that the market has been and will be screwing up. And these desires are getting in the way of looking underfoot. I always see huge profits, if the market goes "here", and if "here", then I may buy a whole island with blikdlejacks and chobolds :))). but the market turns it down time after time, flying to the stop, right after the opening, based on the deal's desire. This is its innate nature :))) Robots don't change anything, their algorithms in 99% of cases reflect the same psychology of their creators, the same desire and desire to look beyond the right edge.

By correctly drawing the curves on the left side and correctly determining the market conditions at each moment, we can exactly match the market. If each step is correct, then all the way will be correct. From outside it will seem that the trader sees the future. In reality, it is just corresponds to a maximum of each moment, and does not think about the future even a quarter of a step ahead. What will be, will be. If the current situation changes, we will react accordingly. The future should not be of concern, one should only be concerned about how relevant we are at each moment in time. I like the term "tracking" instead of "forecasts" which is from TAU somewhere. It's a study of automatic tracking systems.

 
what to ask? -( I can't wait for page 10)
 
No longer relevant, the author himself has not waited :)))
 
SanAlex:
what to ask? -( I can't wait for page 10)

ask what time it is :-)


 
Wizard2018:
It's irrelevant now, the author himself didn't wait :)))

Did I miss it already? - Man, I'm gonna have to read it all over again.

 
Maxim Kuznetsov:

ask what time it is :-)


Yeah, that's it! I'm going to take my time now - to read the thread.

 
Wizard2018:

Nope,

I liked it.

На Тау Ките
Живут в красоте -
Живут, между прочим, по-разному -
Товарищи наши по разуму.

Владимир Высоцкий
 
Wizard2018:

No, in the market it is more useful to look underfoot, i.e. to determine as accurately as possible the current state of the market. Forecasts are dreams and wishes that the market has been and will continue to be. And these desires are getting in the way of looking underfoot. I always see huge profits, if the market goes "here", and if "here", then I may buy a whole island with blikdlejacks and chobolds :))). but the market turns it down time after time, flying to the stop, right after the opening, based on the deal's desire. This is its innate nature :))) Robots don't change anything, their algorithms in 99% of cases reflect the same psychology of their creators, the same desire and desire to look beyond the right edge.

By correctly drawing the curves on the left side and correctly determining the market conditions at each moment, we can exactly match the market. If each step is correct, then all the way will be correct. From outside it will seem that the trader sees the future. In reality, it is just corresponds to a maximum of each moment, and does not think about the future even a quarter of a step ahead. What will be, will be. If the current situation changes, we will react accordingly. The future should not be of concern, one should only be concerned about how relevant we are at each moment in time. I like the term "tracking" instead of "forecasts" which is from TAU somewhere. It's a study of automatic tracking systems.

Sophistry. Opening a position in any case implies a forecast. If we expect price to go in our direction, then we think we know the future.