From theory to practice. Part 2 - page 17

 
denis.eremin:

No, not 10 trades.


Denis,
Would you mind posting the indicator?
Spin it, twist it.
 
Roman Kutemov:
Denis,
Would you mind posting the indicator?
Spin it, spin it.

It's not an indicator - it's a formula.

in the sliding window (7200) count the sum of price increments SUM += ts1 - ts0 and the absolute sum of price increments ABS += Abs(ts1 - ts0 )

then D = 2.5758 * (ABS/Sqrt(n sample size))

Buy if SUM < -D close if SUM >= 0

Sell if SUM > D closing at SUM <= 0

 
Maxim Dmitrievsky:

Knowing the statistics "on the other side", I prefer not to fantasise about all sorts of "atamans" and other forex ninjas :)

On the other hand, some people get lucky sometimes.

It's probably a kind of imprinting - it's difficult to get rid of the influence of those who strongly impressed at the initial stage.)

 
Alexander_K:


I've got bad news for you!

Only 13 trades, not 10.

7 down, 6 on the plus side.

Total balance is -22,270 points.

Check it out!

P.S. Everyone who "makes money on SB" is blissful.

 
Alexander_K:

...

Markovian processes, which the market is, are characterised by oscillating movements, certain rhythms and cycles. This is the set I use in my TS. Trends - yes, prevent me from getting closer to the Grail, but no more.

Then it is worth watching the video


 
They say you can make money on SB... So you say! Like the joke.
 
One million observations and thirteen orders - a statistically insignificant result
 
Alexander_K:

The aim was to show a result at SB. Let's make it 2 or 3 million. Whatever. But on the same condition. If you lose, you're out.

Judging by the published results, you lose.

Personally, I'm not wasting my time and computer resources on nonsense - 3 million

 
Alexander_K:

This is based on what results? The citizen who checked for the day and got the graph wrong?

The citizen plotted the graph correctly - those who published the formula got the sign wrong

 
Alexander_K:

I don't know if it's these or those. The graph is not drawn correctly. Why are you arguing?

I'm arguing because I've been following this bet. And you know that Eugene wrote the formula x0-x1, and it should have been x1-x0.