Activity Spectrum and AFC of MTS using the Moving Average advisor as an example - page 7
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Colleague, it seems to me that there is some inconsistency, the trading strategy signal is not yet a result, the trading strategy signal cannot be converted into a signal that is subject to filtering, because our previous data is based on the frequency of profits and losses? And in the trading strategy signal, only the signal time is real yet, there is no profit or loss! So the question arises: Does the filter controls the trading strategy through the trading time?
You might as well ask what kind of EA is meant :-)
I believe the term "quantum frequency" is somewhat misleading in the sense it is applied here, as we are dealing with the results of strategy trades that are generalised using a particular "quantum" window on frequencies. It is rather a search for the distribution law of strategy trades in tabular form! If, after quantization, we order them, we will get one!
Some kind of example would be nice.
Here's the period of the 2 waving in the EA to the intersection of the waving - is this the "quantum frequency" of the EA?
Quote without mistakes, please :-). Otherwise mine-your-own-advisor...
Some kind of example would be nice.
Here's the period of 2 wagons in the EA to cross wagons - is this the "quantum frequency" of the EA?
No, the author's "quantum frequency" is the number of deals with some result falling in the chosen range and it's the same principle as the one used in preparing the table law of deal distribution. I don't understand how it can be transformed into a trading signal or create a filter based on it. It is clear to me that the filter will mainly move the time windows! But for that to determine the time windows one should not count one "quantum", again according to Author, 16 hours!!!
No, the author's "quantum frequency" is the number of trades with some result falling into the selected range, the principle is the same as for the tabular law of trade distribution. I don't understand how it can be transformed into a trading signal or create a filter based on it. It is clear to me that the filter will mainly move the time windows! But for that to determine the time windows one should not count one "quantum", again according to Author, 16 hours!!!
You wrote at the beginning of the thread - "There is no time on these graphs. Profits and Losses are decomposed into quantum frequencies... collect the RESULTS of the trade and sort by quantum frequency, then analyse and plot the activity spectrum and AFC." From this post you clearly indicated that the analysis was based on strategy trades? Then could you clarify what "market information" means? Or am I misunderstanding something?
The quantum frequency of the market has nothing to do with trades - it is given by a frequency meter (function) which has market information as input ...
So in addition to transactions we also analyse price, you didn't write about that and the pictures you posted don't show it, In the AFC ...how is price taken into account?