Building MTS on price chart analysis is UTOPE!!! - page 8

 
Mathemat >> :

I don't know, RomanS. The main thing here is not profitability, I guess. Basically, if we assume that signals for these two pairs are independent and probability of misses for each pair is 33%, then it turns out that probability of a strong miss on their product (i.e. EURJPY) is small, 0.33^2 = 11%. The remaining 89% is either an exact hit or, roughly speaking, an approximate breakeven.

Actually, it requires evaluation of mathematical expectation of a deal which may cause much fuss.

Can you explain why 33%?

 

If the take is equal to the stop and the profitability is 2, you get about one loss per two gains.

 
Mathemat >> :

If the take is equal to the stop and the profitability is 2, you get about one loss per two gains.

>> I see, thank you.

 
sab1uk >> :

Is there any point in discussing which method is better?

It is more important to know what to do with the results of the analysis

Here are the different methods for calculating filters.

The first four are standard methods. Not of interest.

5. 2nd order Butterworth filter.

6 and on are my method based on the Fourier transform. The numbers (2, 4, 8, 16, 32, 64) in the name of the method is a conditional selectivity (the number of maximum periods to calculate the filter). The greater the selectivity, the more history is needed to calculate it. The more selectivity is needed to calculate it, the less relation the curve has to the current situation, but the better it is for prediction. Because the curve becomes indistinguishable from a sinusoid.

I wonder, Ilya, who and how will be able to use it... :-))

 
Zhunko >> :

Here are the different methods of calculating filters.

The first four are standard methods. Not of interest.

5. 2nd order Butterworth filter.

6 and on are my method based on the Fourier transform. The figures in the name of the method are the conditional selectivity (the number of maximum periods to calculate the filter). The greater the selectivity, the more history is needed to calculate it. The more selectivity you have, the less relation the curve has to the current situation, but the better it is for prediction. Because the curve becomes indistinguishable from a sinusoid.

I wonder, Ilya, who and how can use it... :-))

I looked at the picture and I got scared. Is it really possible to work with THIS? And most interestingly, do you really believe in THIS?

 
laanaa0708 >> :

Looked at the picture and got scared. Is it really possible to work with THIS? And the most interesting is whether you yourself believe in THIS?

...uh.... Yeah...

You must be the first candidate for atheist...? :-))) Although, that's also a belief...

Mathematics and spectral analysis are not subjects of faith?!

With what you don't believe in, I make highly accurate predictions. I think that is the very first thought that should come to mind after looking at this graph.

 
Take a look at this. It'll be easier than before...
Files:
 
Zhunko >> :

...uh.... Yeah...

You must be the first candidate for atheist...? :-))) Although, that's also a belief...

Is mathematics and spectral analysis a matter of faith?!

I use what you don't believe in to make highly accurate predictions. I think that's the very first thought that should come to mind after looking at this chart.

What the hell are you doing....

Yeah, if it's no secret, how far in time do your "highly accurate predictions" extend. No offence, I'm really curious.

Maybe you should "dig in the wrong place"?

 
laanaa0708 >> :

What the hell are you doing....

Yeah, if it's no secret, how far in time do your "highly accurate predictions" extend. No offence, I'm really interested.

Maybe we should be "digging in the wrong place"?

For as long as you like. The closer the forecast (in equal volume bars), the more accurate it is. Actually, already explained it all...

I'll post a picture sometime.

 
Zhunko >> :

For as long as you like. The closer the forecast (in equal volume bars), the more accurate it is. Actually, I've already explained it all...

I'll post a picture sometime.

Let me have a better look at the score.

Reason: