Dynamic periods for indicators - page 5

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Yurixx >>:

С вашего позволения попытаюсь вернуться к теме.


Поставленные два вопроса слишком общие и абстрактные, чтобы можно было обсуждать их хоть сколько-нибудь практически и доказательно. Поэтому остается разве что философствовать, надеясь что никто камнем не кинет.

The questions have been formulated in a "general way" precisely because I don't have an answer for them. The problem is much wider than this one, but one has to start somewhere. If there are some general mechanisms of "dynamic adaptation" of whatever to market realities, they should work on this primitive touchstone.

1. IMHO, adequate algorithms exist, including for the period. However, one cannot separate this question from the related question "are there adequate or, equally, profitable TS".

I beg to differ. But here I will let's not agree. IMHO these are different problems and the fact that you have adequately described the history of price movements does not mean that based on this description you can build a 100% guarantee profitable TS (although the profitability of such a system should certainly be higher than that of the orlyanka).


And if the market doesn't have any regularities, there is no sense in discussing strategies, tactics, algorithms, etc.

If we prove that the market is "white noise" - then almost surely in order to build a profitable TS we won't apply methods of "harmonic components separation" and searching for sinusoidal periods in order to forecast future price movements on their basis. Simply, probability theory must be applied, not Fourier harmonics.

Since hardly anybody will post here a more or less grounded TS, to be able to discuss its algorithm, dynamic properties, adaptability, etc., the only thing left is to "think out of the box" and start "peculiar arguments". :-)))

why? if you have nothing to say about the subject, it's not necessary to fart the air at the forum. just wait - maybe somebody will have a sensible idea when reading this not-flooding and let's ease their reading and not fart about ;)

 
ForexTools >>:

Кто нибудь пробовал строить индикаторы которые сами адаптируют длину периода под меняющиеся условия?

Has anyone tried drawing candlesticks not at equal time intervals, but at equal numbers of past trades, or at equal volumes of trades?

 
sis12qw писал(а) >>

Has anyone tried drawing candlesticks not at equal time intervals, but at equal numbers of past trades, or at equal volumes of trades?


search for "equivolume charts" - more than once discussed

 
sis12qw >>:

А никто не пробовал строить свечи не через равные промежутки времени, а через равные количества прошедших сделок, или через равные объемы сделок?

All Stolen Before Us - A New Look at EquiVolume Charts

 
sis12qw >>:

А никто не пробовал строить свечи не через равные промежутки времени, а через равные количества прошедших сделок, или через равные объемы сделок?

Who. And for a long time - equio-volume is called. Applied to teak volumes - just "equi volumetric" will do.))

 
Nah, the question was about equal numbers or volumes of trades. This is already called balance curve trading.
 
Each candlestick has a fixed size in "height", and how long it takes to be finally formed is a matter of tenths. Such charts should reflect the speed of price changes. After all, this is also an adaptation to the set speed of the final value set by the price (at the same take or stop, for example).
 
Mathemat >>:
Не, вопрос-то был о равных количествах или объемах сделок. Это уже торговля кривой баланса называется.

Yes? There didn't seem to be any indication of your own deals in the question.

 
ForexTools >>:
Ну тогда я еще предложу обсудить еще один вид свечей "эквипунктовые". каждая свеча - имеет фиксированный размер по "высоте", а у ж за сколько времени она окончательно сформируется - дело десятое. Такие графики по идее должны отражать скорость изменения цен. В конце концов это тоже адаптация под заданную скорость набора ценой конечного значения (на том же тейке или стопе, например).

All stolen before us :)) It's a ranged graphic. One of its variants was posted on the forum by komposter. The link, unfortunately, is not at hand.

 
granit77 >>:

Все украдено до нас :))

I didn't suggest stealing ;) I suggested assessing whether such an indicator could be used as a "control indicator" when selecting the same RSI chart period. and if so, how exactly it could be done.

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