Discussion of article "The market and the physics of its global patterns"
Looks like the robot is now accepting articles as well.
It's only a little bit left for robots to write articles. but I think even this article will surpass Santa Barbara in terms of usefulness.
I think the pictures are not loading due to site glitches, which doesn't save much.It's only a little bit left - for robots to write articles. but I think even this article will surpass santa barbara in terms of usefulness.
I think the pictures don't load because of site glitches, which doesn't save much.Yeah, the point was lost there, never came up..... Maybe they stopped paying for them?
I have pictures, you can tell a lot from them too.
Bring back the MagicNumber articles
Those were the days! Monitors were big and you could live on $200 =)
Okay, I've been rambling, and I'll be done...
Those were the days! Monitors were big and you could live on $200 =)
All right, I've rambled on and I'll be done.
You can check it with the Weierstrass-Mandelbrot function, e.g., as here.
The goal is to check whether the algo can find regularities where they clearly exist. If yes, then rotate quotes in different ways, such as filters by time, seasonal patterns, and so on. I.e. limit the search space.
- 2018.11.07
- www.mql5.com
It's only a little bit left - for robots to write articles. but I think even this article will surpass santa barbara in terms of usefulness.
I think pictures are not loaded because of site glitches, which does not save much.The article on moderation sent already such )) on his software. Just realised what you wrote ). I don't know if it will be posted before the new year. Then there will be a fourth one, here's a look. It doesn't even need any functions, just a linear polynomial and that's it, and I'll put Fourier in soon. plus I've already implemented almost integration with CTrader, it was quite easy, Ninja trader is next ) here's the video, it's still raw, I'll probably re-record it later, it's too long and boring.
https://www.youtube.com/watch?v=LhY_dN6d0lE&t=1560s
Too bad I don't have enough time for all the ideas yet.
Yeah, good bruteforce. I do it myself, only through machine learning models. Often, patterns are found better if you limit the search to specific hours, i.e. open trades only at certain times. For example, there is a different optimisation for each hour of the day.
In the market there is a popular bot from one author (in the top), he picked up such filters that only the beginning of the London session is traded. That is, trades only at the opening of the session. Passes tests for 20 years. It's cool. I don't have such a long time, but it's not bad either.
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New article The market and the physics of its global patterns has been published:
In this article, I will try to test the assumption that any system with even a small understanding of the market can operate on a global scale. I will not invent any theories or patterns, but I will only use known facts, gradually translating these facts into the language of mathematical analysis.
This is where we need the MetaTrader 5 tester. MetaTrader 5 allows testing a strategy using real ticks. Unfortunately, real ticks exist for a relatively recent period for all currency pairs and instruments. I will test the system version for MetaTrader 5 over the last using real ticks and very strict spread requirements to see if the system works in 2020. But first, I will test the system in the "Every tick" mode on the previously used period:
This testing mode is not as good as the one using real ticks. However, it is obvious that only a very small part of the signals from the initial result remained here. Nevertheless there are signals that cover the spread and even give a small profit. Also, I am not sure about the spreads which the tester takes from deep history. In this test, the lot was 0.01, which means that the mathematical expectation is 5 points, which is even higher than that of the original test, although the chart looks not very good. This data can still be trusted because there is a huge sample of 100,000 trades in the initial test behind it.
Author: Evgeniy Ilin