Random Flow Theory and FOREX - page 5

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SK. писал (а):
vaa20003 wrote (a):
 In the last 2 weeks DS has burned 8 trades open in the right direction and on time. He just removed the trailing :). And instead of +100 pips you get -60.
What do you mean by "took away trailing"?
I put SellStop. I set Trailing Stop at 15 pips. Price went down, opened an order and price went down by 100 pips, turned around and went up by 180 pips. Order should have closed at 85 pips, but it closed at SL.
I used to think that with pending orders no TS was placed, but it worked from time to time.
 
lna01 писал (а): But if I get in the mail, say, the same books that were sent toMathemat and the ACF algorithm instructions, the chances increase :)
If Prival doesn't mind, I can send them to you myself. What size attachment can you accept?
 
vaa20003:
SK. wrote (a):
vaa20003 wrote (a):
 In the last 2 weeks DS has burned 8 trades open in the right direction and on time. He just removed trailing :). And instead of +100 pips you get -60.
What do you mean by "removed trailing"?
I put a trailing stop of 15 pips. Price went down 100 pips, turned around and went up 180 pips. Order was supposed to close at 85 pips and it closed at SL.


What should have happened if stoploss was at -60 pips and price went down to -100 pips first?
 
SK. писал (а):

I think this thread, and several similar ones from the last history of the forum, are very useful. If the authors try very hard, one could come close to describing one of the threads:)


Thanks, I participated in the discussion of stochastic resonance, market phase analysis (sorry the author deleted the thread). And the discussion in these threads inspired me to create this thread to try to represent my view of the market in a holistic manner. My attempts to make calculations in this direction lead to huge computational and time costs. I tried to specify my wishes to MQL5 but the debates almost resulted in my being banned :-(. SK. You were right to say that perhaps by the 3rd year interesting trading systems will appear, but will we be able to see them, as the question with the counter where you can put and choose a quality product IHMO not resolved.

Z.I. I won't be able to pick it all up on my own, join in.

 
Mathemat, of course, send it to me and maybe even post it somewhere in the public domain. I will try to put all the explanations on the forum for all questions to the extent of my literary abilities and, most importantly, time. Most often in words and pictures I can give explanations better and faster, you can use Skype I'm almost always there.
 
Mathemat:
If Prival doesn't mind, I can send them to you myself. What size attachment can you accept?

I found this in the Yandex rules:
!Please note that the total volume of incoming and outgoing messages together with the attached files must not exceed 20 megabytes.
 
20 don't go 5 at a time, that's the only way I got Alexei to pass these books on to you.
 
vaa20003:
Put a SellStop. I set a trailing stop of 15 pips. The price went down, an order was opened and the price went down by 100 pips, turned around and went up by 180 pips. Order should have closed at 85 pips, but it closed at SL.
I used to think that with pending orders no TS was placed, but it worked from time to time.

I still think TS on pending does not work in principle. I guess you are wrong in your reasoning.
 
It seems to me that the mill is more productive...
No one knows what gravity is yet and you're jumping on the market. Math Mathémat, stop throwing your brains around and get on with your work :)
Losers on the 5 minutes look for solace in the watches... Losers on the clock seek solace in the day... Soros himself said that the quid will continue to fall - neither technology, nor the fundamentals could stand the Bison game - it's not bulls and bears. A lot of people are down. Anyway, the coin - is it mathematically possible to describe its behaviour? Yes? And now the question is: why?
It's better to be the one who flips the coin... that's when you make a profit. The rest is a myth... I haven't spoken to Borispoltz, but I think forex is a setup. He's just a businessman...
All of the above is solely my IMHO. It's like in the cartoon: "throw down the gun, but swim fast".
The market will never work for you. It's not the truth, but it's much more likely to be true.
oh... sorry for the incredibly wild offtope. :)
 

I will try to explain ACF by example, let's say we have two data sets, the first 0 1 2 3 4 5 and the second 10 11 12 13 14 15, if we calculate the correlation coefficient (CC) of these data sets it = 1, ie knowing the first set we can accurately calculate the second, if the second set was 15 14 13 12 11 10, then the CC would be = -1, ie when one set increases, the second is reduced in the same proportion.

The ACF (autocorrelation function, is a comparison of the array to itself only shifted in time. At shift=0, ACF =1, as the original data exactly matches itself. When we increase the shift, ACF starts to change, dangling between -1 and 1, zero means no correlation.

If the ACF of the quote stream was all the time =1 eh what a grail it would be :-).

I got the pictures, I posted them above. But they are just for 1 sample, I think ACF should vary over time (it certainly does for the grail would have been found long ago), but if we find the function that approximates it and only if we find parameters of this function it will be a significant step forward

What ACF analysis gives us

1. to construct a more or less adequate model of time series.

2. to determine the time during which the process is correlated, i.e. the time by which we can predict the behavior of the curve

3. ACF can be used in many ways, even to make trading decisions. The main thing is to understand how ACF behaves in different time intervals

Thanks Mathemat for the link, it's more scientific here

http://www.statsoft.ru/home/textbook/default.htm

This is not the right place to look for Time Series Analysis, specifically the ARPSS

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