The order, timing and potential of the trading process - page 5

 
Vladimir Baskakov #:
Stop talking nonsense all the time, take a pill already.

I shouldn't have reacted to your post, you're in your element.

 
Yousufkhodja Sultonov #:

1. ten-year-old idea

Read the article, looked at the indicator. The idea seemed to me similar to the Hodrick-Prescott filter: smoothing the time series in order to identify the longer term component, ignoring the short term noise movements.

However, all these attempts give rise to a sense of false predictability, where it appears that we have caught the price by the tail. Although in fact, price drives our curve precisely as a tail. Observe the blue/red lines on the indicator in visualization mode. Price goes first, then the line pulls up.

An additional self-deception lies in the constant recalculation of previous values already calculated earlier, i.e. in the redrawing of the curve. If you remove the redrawing, the points of the curve will coincide with a normal moving average.

There is no predictive power in this, Yusuf, unfortunately.

 
transcendreamer #:

then the point will be to continue moving along the constructed regression curve - which understandably does not always happen

That's what Drimmer says

 
Moreover, the price itself is a consequence of past events which brought it to this point in time!!!! Self-deception in the market is the saddest thing that can happen when you believe in something that does not actually exist!!!
 
Aleksei Stepanenko #:

I read the article and looked at the indicator. The idea seemed to me to be similar to the Hodrick-Prescott filter: smoothing the time series to reveal the longer term component, ignoring the short term noise movements.

However, all these attempts give rise to a sense of false predictability, where it appears that we have caught the price by the tail. Although in fact, price drives our curve precisely as a tail. Observe the blue/red lines on the indicator in visualization mode. Price goes first, then the line pulls up.

An additional self-deception lies in the constant recalculation of previous values already calculated earlier, i.e. the curve is overdrawn. If you remove the redrawing, the points of the curve will coincide with a normal moving average.

There is no predictive power in that, Yusuf, unfortunately.

I agree with you. Except for one point about the lack of predictive power:


Their chart shows that, the equities are near the values of the means potential and tend to rise gradually. However, as you correctly point out, this is not actually happening. If the theory is correct, then, there should soon be an increase in equity. If this does not happen, then we will assume that the theory has no predictive power.

 
Yousufkhodja Sultonov #:

I agree with you. except for one point about the lack of predictive power:


You can see from their graph that, equities are around means potential values and tend to rise gradually. However, as you correctly point out, this is not actually happening. If the theory is correct, then, there should soon be an increase in equity. If this does not happen, then we will assume that the theory has no predictive power.

Equity tends to balance with 0 at all times
 
Yousufkhodja Sultonov #:

If the theory is correct, there should be an increase in equity soon.


How soon will this "soon" be?

 
Aleksei Stepanenko #:

Read the article, looked at the indicator. The idea seemed to me to be similar to the Hodrick-Prescott filter: smoothing the time series to reveal the longer term component, ignoring the short term noise movements.

However, all these attempts give rise to a sense of false predictability, where it appears that we have caught the price by the tail. Although in fact, price drives our curve precisely as a tail. Observe the blue/red lines on the indicator in visualization mode. The price goes first, then the line pulls up.

An additional self-deception lies in the constant recalculation of previous values already calculated earlier, i.e. the curve is overdrawn. If you remove the redrawing, the points of the curve will coincide with a normal moving average.

There is no predictive power in that, Yusuf, unfortunately.

Yes, if the indicator had shown the reversal before the price started doing it, then yes, we could have said it was predictive. But alas, that is not the case.

 
Yousufkhodja Sultonov #:

I agree with you. except for one point about the lack of predictive power:


You can see from their graph that, equities are around means potential values and tend to rise gradually. However, as you correctly point out, this is not actually happening. If the theory is correct, then, there should soon be an increase in equity. If this does not happen, then, let's assume that, the predictive power of the theory is not there.

If you take a screenshot of "Market Watch" at around midnight terminal time + half an hour, the "Spread" column is of interest, at this time there is usually a 10-fold spread that gobbles up any micro-profit.

you say that the robot closes under the circumstances, ie signals, and how he only manages to open and close at 00:00

2021.08.10 00:00 Buy 0.06 USDCAD 1.2580 2021.10.15 00:00 1.2370 -101.86


ok so... buy at a gigantic spread and close)))))))))))

Whoever did this miracle is a jack of all trades. Unless of course you insisted on it yourself

and of course there was no close signal for 2 months, it looks like the robot is grabbing not the trend but against the trend, miracle robot)

 
Fast235 #:

make a screenshot of the "Market Watch" at around midnight terminal time -+ half an hour, I am interested in the "Spread" bar, at this time there is usually up to 10 times the spread, which will eat up any micro-profits

you say that the robot closes under the circumstances, ie signals, and how he only manages to open and close at 00:00

2021.08.10 00:00 Buy 0.06 USDCAD 1.2580 2021.10.15 00:00 1.2370 -101.86


ok so... buy at a gigantic spread and close)))))))))))

Whoever did this miracle is a jack of all trades. Unless of course you insisted on it yourself

and of course there was no close signal for 2 months, looks like robot is grabbing not the trend but against the trend, miracle robot)

Yes, you are right, this bug has to be corrected in the EA settings.