Building a trading system using digital low-pass filters - page 3

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bstone:
The lot size has not changed, because the answer was given according to my question, where I asked about some parameters in points. A constant lot size is exactly what makes it possible to estimate the values of interest. The 7-9 year turnover is not by itself an outstanding achievement :) The growth of the deposit by itself does not indicate anything. An experienced trader always looks at the more informative ratio of the profit in pips to the maximum drawdown in the same units. It is this ratio that actually allows estimating a ratio of a potential profit to the risky capital. So this ratio in this system is quite modest. Keep in mind that it is for a period of 7-9 years. I have seen systems that reach several times the value of this ratio in less than a year. That is all. Nothing personal.
The system must give deposit growth and only that. That is the goal of all trading in this and any other market. We go shopping with profits in our pockets, not points, not ratios or ratios. Even if all ratios are modest in this case. However, the system has not lost the deposit but even multiplied it during such a good period. That is the most important thing. And the system is more viable than many super systems that you have seen, as well as those that we have seen. we've all seen and heard a lot of things too, but what's the use?
 
mql4-coding писал (а):
The algorithm is simple Replace the series of quotes (close) with the first differences. I am pasting gbpjpy.


x=Close[i]-Close[i+y] right?

Well and by the above graph:

How to use it? The frequency is given? Then what to do with it, what is the principle of analysis?

 
D500_Rised:

The system should give deposit growth and only that. That is the goal of all trading in this or any other market.

You are missing the essence of risky investing, but I don't want to get into a discussion about it, as I am much more interested in the main topic of this thread and don't want to get off-topic here. You will understand what I mean when you read books on money management or work with a tangible amount of money in a real account.
 
mql4-coding писал (а):


Next, we generate filters (for a manual system), but for EA I use my own indicators on DLL.
(all investors' interests have coincided) I open a position. Closing is also according to the market.
There! What is the algorithm of the LF filter generation. How can we use the above chart? It shows a lot of different values, what exactly should we do with them?
 
bstone:

You miss the very essence of risky investing, but I do not want to get into a discussion of this problem, because I am much more interested in the main theme of this thread and do not want to engage in an offensive here. You will understand what I mean when you read books on money management or work with a tangible amount of money in a real account.

No, I am not and I understand you perfectly. I do not agree with the classical concept of this approach to analyzing the success of a TS

(Although based on it the size of the deposit does not matter, so I do not understand why you said "a palpable amount")

Not exactly with you.

You should not think that only fools in my face. And about the books, there are a lot of books but there are few good ones.
I'm not going to talk about it any further, there's no point.

 
bstone:
And what is delayed on the axes of the graph?


X-axis is frequency in hertz, filters are tuned to these frequencies (direct Fourier transform). The Y-axis is the signal amplitude at the output of the N-th filter.

.Edit. Wrong X axis, not hertz, 60 times more, because I used minutiae.

 
Prival:
bstone:

What is delayed along the axes of the graph?



The X-axis is the frequency in Hertz and the filters are tuned to these frequencies (direct Fourier transform). The Y axis is the signal amplitude at the output of the Nth filter.

In which application is the analysis done?
 
mql4-coding писал (а):
Prival:
bstone:

What is delayed along the axes of the graph?



The X axis is the frequency in hertz, the filters are tuned to these frequencies (direct Fourier transform). Y-axis is the signal amplitude at the output of the N-th filter.

In which application is the analysis done?

this is my work, in matcadet
 

mql4-coding

Please input white Gaussian noise to your algorithm and give me a picture. I would like to compare it with the previously posted one by close

 
Prival:

mql4-coding



Please feed a white Gaussian noise to your algorithm's input and give me a picture. I want to compare it with the previously posted one by close



This is not some special algorithm, but the usual finware spectroanalyzer.
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