Activity Spectrum and AFC of MTS using the Moving Average advisor as an example - page 8

New comment
 

assol_7:

... In the AFC ... how is the price taken into account?

It doesn't. There are quantum frequencies on one axis and the result of expert trading on the other. The price is only needed to determine the quantum frequencies of the market.
 

Colleague, if "quantum frequencies" are determined by the trading results of the strategy (profits and losses) and the price is not taken into account, then how can we then manage the strategy using the data (price) that were not taken into account in the optimization process! Or it happens in another way, describe the algorithm.

 
assol_7:

... describe the algorithm.

Trade:
  1. We measure the quantum frequency of the market (price is needed)
  2. Compare this frequency with the frequency range of our Expert Advisor
  3. If the frequency is equal to the profitable frequency of our Expert Advisor, trade, otherwise we miss the signal

We determine the AFR of our Expert Advisor:

  1. Let's test our Expert Advisor on a selected part of history
  2. Allow it to trade on our signals at one frequency only (in my case it is 512 frequencies each)
  3. Analyze the resulting spectrum and select profitable frequencies, and then exclude profitable frequencies with excessive drawdowns
  4. Build a filter
At this point I suggest we close the topic.
 

Now the situation has become a little clearer, but what do you mean by "measuring the quantum frequency of the market" on the "AMPLITUDE" axis, do you put volatility, volume, liquidity or something else?

 

And colleague, no offence, I am only interested in your method.... If we measure the AFC of the market through volatility then the solution is very simple to algorithmise, the AFC of trades is even easier to obtain, everything can be connected in a fairly simple code!

 
assol_7:

... everything can be connected by a simple enough code!

I have 14 lines of code (MQL5).
 

Colleague, is it through volatility?

 
It is important to note that the first figure shows dozens of frequencies! So by "X" the last figure is 51, not 512! And if correctly understood, this is for the period 2006 to 2008.
 

Tell me what kind of price you are using to build the quantum frequency, ticks, bars (m1-D1) ?

That is, if bars then the quantum frequency is spread over the entire current bar, and does not change until it closes?

 
The key question is why in the author's case 512 frequencies came out.
123456789
New comment