Theorem on the intersection of two MAs - page 6
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Something wrong with it -- or is it understated on purpose? I haven't looked at the code yet, that's why such silly questions.
is because of the graph reflection property, the exact value in the top left corner. Displayed with comment
...
I did a little more digging (in terms of mathematics) of the intersection of MAHs-optimizer TC and came to the conclusion that it is in fact a bad bandpass filter, which when running the optimizer simply scans the quotient in search of the dominant harmonics! That's the kind of veiled spectroanalyzer this crossing of the two Machs is.
In terms of the task at hand, this is the best ... well, what to call it... calculator of required parameters of a price series. You can calculate expectation, spectrum, filtering etc. for this series and then combine them all and apply to TS, but it's all indirect characteristics. But the result of running in the tester gives necessary numbers at once. And we can say - in such a period of time the market was in the state of 23, for example. And that's all. (Yes, yes... as in the joke: "Petyka, the market? 23! " ... and everything is clear)
This is a hypothesis.
Now the question arises - is this hypothesis correct from a mathematical point of view, is it possible[thus] to assign a certain number to each segment of the series and get a function - the dependence of this parameter on the bar number roughly speaking, what is the form of this function and its properties - well, continuous or not, etc.
Practically, this can be obtained by running in a tester. Then we should consider theoretically - how the chart intersects the price, what affects the profit/loss value and in what limits the parameters should be to obtain the profit.
And then try to connect this parameter with the known calculation methods - if it can be calculated as one of the harmonics, it's good. So, we don't need to run it in a tester, but can calculate it directly from a series.
is because of the graph reflection property, the exact value in the top left corner. Outputted with comment
Anyway, I liked it in real life, it's great, it displays correctly, I just saw a peculiar piece in the picture.
One more thing I wanted to say. A pair can also be expressed in 2, 3 ... intermediate, you don't take that into account.
I'm digging in the same direction now, compared it to mine -- very similar results.
Except mine's more fundamental, much more so. But also harder and slower, very much so.
I've admired it in real life, it's great, it draws correctly, it's just that the picture is specific.
One more thing I wanted to say. A pair can also be expressed in 2, 3... intermediate, you don't take that into account.
I'm digging in the same direction now, compared to mine.
Except mine are more fundamental, a lot more. But also more complicated and slower, by a lot.
I've got, like, 12 different currency pairs. Do you have any other ones involved? Care to share? And how do you synchronise everything ? I just have a feeling that there is something wrong with it, although at first glance it looks right.
reworked the gaffe on the ticks . Funny thing, the lower the aggregate trading volumes, the lower the blue.
1.7-2.5 during the day, up to 4.7p at night (maybe even 6p was there), and also, you can see the synchronicity is broken at night
In terms of the task at hand, this is the best ... well, what do you call it... is a calculator of the required parameters of a price series. You can calculate expectation, spectrum, filtering etc. for this series, and then combine them all and apply to TS, but it's all indirect characteristics. But the result of running in the tester gives necessary numbers at once. And we can say - in such a period of time the market was in the state of 23, for example. And that's all. (Yes, yes... as in the joke: "Petyka, the market? 23! " ... and everything is clear)
This is a hypothesis.
Now the question arises - is this hypothesis correct from a mathematical point of view, is it possible[thus] to assign a certain number to each segment of the series and get a function - the dependence of this parameter on the bar number roughly speaking, what is the form of this function and its properties - well, continuous or not, etc.
Practically, this can be obtained by running it in a tester. Then we should consider theoretically - how the chart intersects the price, what affects the profit/loss value and in what limits the parameters should be to obtain the profit.
And then try to connect this parameter with the known calculation methods - if it can be calculated as one of the harmonics, it's good. So you don't need to run it in a tester, but can calculate it directly from a series.
I used a method of accumulation with writing it down into a file and then comparing it during next passes. I used two MAs intersection up to five MAs fan.
Re-did the gaffe on the ticks . Funny thing, the lower the aggregate trading volumes, the lower the blue.
Daytime 1.7-2.5, nighttime up to 4.7p (maybe even 6p was there), also, you can see the synchronicity is broken at night
A strong bias is given by AUD and NZD. Disconnect it and you will see. Therefore, the "true=exact" rate is Bid+(Ask-Bid)/2 + correct compounding (accounting for measurement errors = spread). It will be even more interesting. If you want to use these terms, you should ask a broker who will do the processing.
Z.U. It's a pity MT does not give the history in the right form, and does not seem to intend to do so. Therefore, the performance only look real.
I seem to have 12 different currency pairs. Do you have any others involved?
All the main ones available.
Care to share?
Well for public access I don't want to put it up yet, but for the individual interested... Why not? But a little later, I'll have to get it up to speed.
And how do you synchronise everything ?
Yes.
The red one's mine, the blue one's yours.
What if we do the opposite?
Not to optimise the MAs for the market, but to find a tool for the MAs???
...
- Если работать на себя, а не на грант, правда будет в теореме о пересечении двух МА.
Looks like the truth!
;)