Market theory - page 132
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
For example, based on yesterday's trading results, we look at the mood of the Leo and place the appropriate order and bluntly close it at the end of the trading day. And in the second variant, if the Leo's mood stays the same, we do not close the order, but let's go in this direction and close everything together as soon as the Leo's mood changes.
For example, according to yesterday's trading results, we look at the mood of the Lion and place the appropriate order and stupidly close it at the end of the trading day. And in the second variant, if the Leo's mood stays the same, we don't close the order, but we buy in this direction and close all together, as soon as the Leo's mood changes.
Yusuf, hello.
See bold: i.e., at the close of the current trading day we look at the "Lion" - the indicator has formed for the current day and will not be redrawn again.
So, in the dry residue, you have made an indicator that predicts the direction of the next day's close (relative to the known close of the current day) - at the beginning of the next day for Open[0] (not in the middle, not at the end!) - with such a high accuracy that the chart is almost straight line? How many profitable trades do you get by the one-day strategy, what is the proportion of the total?
To be fair, that's the biggest grail I've seen. But I highly doubt it.
PS: or maybe you're making a mistake, like looking at the Lion in the middle of the day and opening a trade from the beginning of the day to the end of the day, thus looking into intraday.
What do you want to separate from what?
Naturally grains from chaff.) Useful signal from so-called noise. Maybe split... With all that it implies.
If you want a useful signal to be smoothed, you need a low-pass filter.
Filters come in black, white and red )). Just kidding. It should be a bandpass filter, sifting out what you don't need and highlighting what you do.
The ideal filter is two-way, requiring both the past and the future to calculate it. A one-way filter inevitably shifts the phase and gives the visual effects of lag, advance, etc., this is inevitable as you can't know the exact value of the LPF at the present time without knowing the future.
Geez, what about audio recording? It's not infinite either, and is nevertheless perfectly handled by EQ. What do you mean by one-way? Does it mean that the audio recording is filtered with a lag? Why does it lag even on historical data, when it has both past and future in its arsenal? Somewhere there is an inconsistency ))
I, personally, am not in favour of filtering signals. I use all the information on an "as is" basis. My algorithm itself distinguishes the levels with the accuracy of tenths and hundredths of a pip. I do not recommend interfering with filtering of the initial signal. What else is needed - without any filtering:
So in the first variant you define profit in pips as the difference between the closing and opening price of the day?
Yusuf, hello.
See bold: i.e., at the close of the current trading day we look at the "Lion" - the indicator has formed for the current day and will not be redrawn again.
So, in the dry residue, you have made an indicator that predicts the direction of the next day's close (relative to the known close of the current day) - at the beginning of the next day for Open[0] (not in the middle, not at the end!) - with such a high accuracy that the chart is almost straight line? How many profitable trades do you get by the one-day strategy, what is the proportion of the total?
To be fair, that's the biggest grail I've seen. But I highly doubt it.
PS: or maybe you're making a mistake, like looking at the Lion in the middle of the day and opening a trade from the beginning of the day to the end of the day, thus looking into intraday.
How so? Your lion's line is nothing more than a smoothed raw signal obtained after running the raw data through a formula - one or more. Isn't it?
Yes
Man, what about audio recording? It's not infinite either, and yet it's perfectly handled by EQ. What do you mean by one-way? Does it mean that the audio recording is filtered with a lag? Why does it lag even on historical data, when it has both past and future in its arsenal? There's an inconsistency here somewhere ))
For already recorded data any filters are applicable, including infinite in both directions (the ideal filter would be exactly that). In any case outside the track the signal is zero and we will not have to integrate from -∞ to +∞. In reality, the filter is limited, and even if it's only a couple of seconds long, you won't hear a difference. And there will be no lag.
For real time data, lag is unavoidable.
Analogue EQ is a good example. But a live person generally won't hear a difference if the bass is lagged by 10 milliseconds. Note that the filter core here is 'one-way'.
In some cases, phase delay is unacceptable (the stereo picture is distorted), then digital processors are used in audio systems; they operate with a small buffer (e.g. 64 ms), but do not distort the phase. With such a filter, the core is limited to an interval of -∞ to +0.064 s.
- Why then the muwing lags even on historical data - you can put SMA(20) with an offset of -10 on any chart, here you have a "non-delayed" filter.
Yes, I do it like you told me, honestly, without any falsifications. It's not profitable for me to do something wrong myself. I don't look at Leo in the middle of the day, no such opportunity, the data is fixed, Wizard and Open only.
So you are saying that you were able to identify a strong pattern leading to profitable trading? Generally speaking, if you do a frequency analysis of the direction of movement a day ahead, it turns out that, at least, this parameter is independent of the nearest past prices, there will always be about 50% of guesses. What percentage of profitable deals in 2010-2011 do you have?