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Статистика повторяемости и все такое... вот я себе был сделал индикатор, находящий максимально похожие участки на истории
It's actually an interesting idea. Have the results not exceeded expectations? Maybe Spearman is not the best solution?
I wish there were a multilayer neural net for such a case - they are friendly with recognition, but finding the right architecture and selecting input data may take years. And if there are also combinations of patterns, it would take a whole brain to build...
EURO - FUNT
Black line - current price (2009).
Blue - 10 years
Red - 5 years
Вообще идея интересная. А что, результаты не превзошли ожидания?
and there were no particular expectations - I knew what I was writing about and why, and what to expect from it.
These are "check shot" indicators - they help tip the scales in selecting almost equal signals from other sources ;)
Это индикаторы "контрольного выстрела" - помогают склонить чашу весов в выборе почти равнозначных сигналов от других источников ;)
Yes, control shots are an essential element in our work (From the trader's killer code)
... One should not look to the future but to the past. It's already happened there and if it happened then under similar conditions, it's likely to happen again now. Recurrence statistics and all that... I made an indicator that finds the most similar areas on the history - isn't your dream implemented in it?
I have paid attention to this indicator about a year ago: It's really original and interesting. Now a question: how is it in combat? >>Expert based on it.
Specify the TF, please.
:)
еще с год назад обратил внимание на этот ваш индюк: ВесчЪ действительно оригинальная и интересная. Теперь вопрос: как он в бою? Эксперт на его основе
For manual trading the indicator is ready at its best, I use it quite regularly - decisions are made much more calmly with it.
I have not tried to make an Expert Advisor and it hardly makes sense (to make it ONLY on this indicator).
>> do you have any experience of using it in any robot as a filter?
а есть опыт его использования в каком-нибудь автомате в качестве фильтра?
No. I'm still trading 'manually'. I don't have an expert who I can trust with FULL automatic trading. the only automatic trawl, and I switch it on manually when I feel like it.
I use one of these )))) It has no parameters, unfortunately )))