Correlation of indicators - page 6
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Молодец. Хорошо сказал.
There is a lot of pathos. There isn't much teaching of the Michurians.
A hasty conclusion.
;)
Пафоса много. Обучения мичуренцев - мало.
Поспешный вывод.
;)
Let's just say... everyone read what they wanted to read there...
Well, yes, Peter did give the heat once he steadily emerged from his New Year intoxication.
I think the Correlation Question has been already solved correctly by Jura:
Насколько коррелированы первые разности цен на текущем баре с первыми разностями индикатора на предыдущем баре?
The question can be made even more correct if we do not limit it to the first differences of the indicator on the previous bar only, but its essence does not change much.
Everything else, i.e. whether the correlation of the differences of the indictors, or the correlation of the TS signals generated by those indictors, are secondary issues of subordinate importance to the Correct Question.
Concerning the correlation of TS signals... Well, I do not know how useful this question is. What is it for, this correlation?
Well, yes, Peter did give it the heat as soon as he got out of New Year's intoxication.
I think the Correlation Question has already been properly dealt with by Jura:
The question can be made even more correct, if not to limit it to the first differences of the indicator at the previous bar only, but its essence doesn't change much.
And if it is not correlated 99% of the time and the correlation is significant in the remaining 1%. As a result, for the whole interval we will get not what we need, but what we had longer. If you know how to detect exactly this 1%, you do not care about correlation of the whole period. Even if we talk about identifying buy/sell signals, their correlation with incremental price values will not give much effect. It is the input-output combination that is important. If we calculate the correlation in segments between entry and exit values of the signal (buy/sell) and price increments, the correlation should be observed. And it will not be indicative but depends on some properties of the system.
Input and output coefficients can be used. Described by Bulashov.
Input and output coefficients can be used. Described by Bulashov.
I'm too lazy to look it up, but it's probably to assign coefficients to each point in time such as -1 maximum sell, +1 maximum buy and everything in between? Or coefficients to each indicator value?
too lazy to look, but I guess it's to assign coefficients to each time point like -1 maximum sell, +1 maximum buy and everything in between? Or coefficients to each indicator value?
Not really. For the bai.
Entry=(OpenPrice-MinPrice)/(MaxPrice-MinPrice)
Outside=(MaxPrice-ClosePrice)/(MaxPrice-MinPrice)
For the sell is a little bit vice versa
The entry coefficient describes the drawdown, the exit coefficient the unloaded profit
In/Out ratio=In+Out ratio-1 Complex indicator, it is desirable to have it more than 0.2
Not really. For bai.
InPrice=(OpenPrice-MinPrice)/(MaxPrice-MinPrice)
Outside=(MaxPrice-ClosePrice)/(MaxPrice-MinPrice)
For the sell is a little bit vice versa
The entry coefficient describes the drawdown, the exit coefficient the unloaded profit
In/Out ratio = In+Out ratio-1 Complex indicator, it is desirable to have it larger than 0.2
Got it, thank you.
A correlation with a possible profit should be sought.
;)
The example on the previous page shows the distances to the nearest (future) ZZ from the points of CR, where the indicator values are in a certain area (some people call it a "PI!" signal).
You can see that they are getting there. :)
And sizes of TP & SL are visible.
Playing on the batter replaces statistics...
;)
Truly naturalists!