Predictive indicators - page 10

 
yosuf:

It is very difficult to find standard entry/exit conditions for all occasions and that is why they have not been invented yet. This problem was relevant 100 years ago and has not lost its relevance now. Conclusion: It is not a problem that can and should be solved, it is formulated incorrectly, hence it is insoluble. We should abandon this insoluble problem, because it reflects our desire to conquer the market without knowing its laws. Then the entry/exit problem should be formulated differently. We need a key to the lock, the code of which we do not know. So standards will not help. One has to look for qualitative and quantitative signals and try to group them under certain rules, accepting the inevitable loss of a part of the apparent profit. First you have to take the 55/45 level and be happy with it, then maybe look back at 60/40.


No. You don't need to look for any codes. Market dynamics, i.e. acceleration or deceleration, show where the best entry/exit points are. And also the range of deviations, like points. If in the Japanese price jump the signal jumps by 8-9 standard deviations from the mean, it is clear that this is an anomaly and financial disharmony like "financial earthquake" and then it comes back to normal, i.e. correction, but it doesn't simply return to normal, but jumps inertia much further, i.e. there will be aperiodic fluctuation, shift of the force vector (direction). Everything is reflected in everything.

The velocity is the first derivative, you can use either the linear regression angle or the 2 average shift . The MACD indicator, shows this. Acceleration is 2nd . OsMA indicator shows this. Changes in their amplitudes, i.e. wave oscillations, form "slides", peaks and troughs. When slowing down, "divergence" occurs, i.e. the subsequent peaks will be smaller than the previous ones. This is precisely the best time for entries and exits. When the peaks are rising, it is an increase in the trend, a "convergence". One can also use direct numerical data, e.g. measuring knee zig zags of different ranges and their ratios. Using them, we can also calculate the power vector and some other characteristics.

Here the main problem is the choice of period and the range of trading amplitude and time, short, medium or long term. We should see that indicators are in the resonance to the wave. On an invariable period, no one can easily get into a phase. They got it a couple of times or optimized them in the tester, and then did not get it. Taking into account that signal consists of a collection of waves, you have to use several meters, better multiplying period by 2, golden ratio, and classify it or do automatic tuning, as it is done in radio engineering, where receivers are automatically tuned after capturing signal. And you still need to do all this to fully match the real signal and noise immunity. If averages are used for filtering, understand how much they lag behind. If there are no oscillations and divergences, and the reversal occurs sharply, it is necessary to know whether it is an anomaly or not, i.e. the average deviation ranges.

And for the ranges of deviations from normal you need to know the average of each pair. GBP and JPY have quite different characteristics, like peoples characters, height, weight, movement and behaviour, and their cross GBPJPY (the child of such a marriage) is even more so. This property is used by "scalpers" for night trading, and by some for day trading, as well as by competent "averaging agents".

And of course if it is done in multicurrency mode, then it's great. The only normalized MACD in all major pairs in one chart, like a rainbow, shows immediately the relationship between the pairs. And if some pair has got out of the pile, it will surely come back, because it cannot stay in the abnormal state for a long time. The currency market is always auto-balanced, and the banks or large funds take measures to balance the market. Or they create an artificial disharmony, like the last one in Japan, in order to capitalise on it, but that is a matter of how lucky they are and how well they know how to do it. In this case a huge number of deposits are killed or stop-losses are licked, like people in an earthquake or war. If one pair is rising and the other is falling, for example USDPY is rising and GBPUSD is falling, in addition at night, this is manipulation, they sell the pound to increase the value of the yen. Some hours later they will sell it back, and in the morning, when the Euro wakes up, the GBP will go up, like in the morning break-down, and the Yen will fall down, if some scapegoat will not be found, like NZDUSD, but it will be seen when they go in the opposite directions.

But I have described this very general approach. Completely unconventional solutions are possible.

You'll get tortured with the codes, there may be millions of matrices...

 
yosuf:

3. All participants pledge to honestly transfer to me 10% of the profit from the possible use of the indicator and advisor in practice, which I will share equally with my programmer for his work, integrity, dedication and talent and for translating all ideas of the participants in the code of all kinds of programs;

hmm...

where is the word on how to share the losses or at least the risks? or trade on demo accounts and honestly share the demobucks?

Yusuf, you're right to agitate on Russian-language forums, because only the Slavs can give up everything for the idea, to live in debt and hope for a quick profit, to receive a salary of $ 500 for the main job, and to have a deposit in the DC of $ 1000. Try to agitate in English forums - the people there are richer, but about giving your money to a stranger - much less trusting, maybe they will explain you what the risks are, your suggestions sound like an old army saying: "First you smoke yours, and then each himself".

 
ANG3110:

And if you build a system based on forecasts, the forecasts must be more than 90% accurate. Otherwise, you cannot compensate for the inevitable errors that will occur.


Can you explain in a few words?
 
Figar0:

Could you explain it in a nutshell?

It is not just a matter of predicting the shape, but also of winning the difference between entry and exit.

Since the signal fluctuates widely, putting stops close is difficult. And you have to realise that you will gain in small portions and lose in large portions. But if the amount is "death", i.e. I don't care what happens to it, then I can take the risk with a lower percentage value of probability.

I have tried to build trading Expert Advisors based on predictions, but they leave much to be desired, because I was in a hurry and on weekends, so I have the impression that I need about this percentage of reliability. But it's a pity I can't be torn apart and the time of human life is not endless, otherwise I would have tried to do it more thoroughly and professionally and then I could have said more about it, more accurately and with more nuances.

 

Figar0:

ANG3110:

And if you build a system based on forecasts, the forecasts must be more than 90% accurate. Otherwise you cannot compensate for the inevitable errors that will occur.

Can you explain in a nutshell?

Yeah, why is that? I'd be happy with 55%.

 
joo:

Yeah, why? 55% would be good enough for me.


No, it seems that way, you have to do the wrapping carefully. The forecast may show the reversal correctly and the end of the bar will be in space where the position should be closed and not opened. And vice versa. I checked it using very rough conditions for entries and exits by changes of direction and strongly filtered the forecast because of that. Probably, good binding would be enough for 70%.

There, if the forecast is wrong, as a rule you lose much more, because you will most likely be standing against a reverse trend wave. And when the forecast is successful, due to the automation of the Expert Advisor, the robot will not succeed as long as all the conditions for opening or closing a position will be fulfilled.

In general, we have to add to the forecast an additional big orbiting of current data and the library of orders opening-closing.

 
ANG3110:


No, it seems that way, because we have to do the wrapping carefully. The forecast may show the reversal correctly but the end of the bar will be in space where the position should be closed rather than opened. And vice versa. I checked it on very rough conditions for entries and exits. Perhaps 70 percent would be enough in case of good binding.

If the forecast is wrong, you will usually lose much more, because you will most likely be standing against a reverse trend wave. And when it is successful, as I said, because of the imperfect automatics of the Expert Advisor you will be short.

Where, there?
 
joo:

Yeah, why? 55% would be good enough for me.

 
joo:
Where, there?


When using an Expert Advisor based on a forecast indicator.

For example, if you buy, you should try to catch the bottom price position in a short time relative to the short average, otherwise the EA will start to work, where the profit will be small. If this does not work, it's better not to enter, because the train has left. On the exit, one should use a good approach, e.g., using the parabolic, otherwise you will enter the zone where there will be no or even negative profit. If on a long distance one can "Breakeven", after the price leaves on 30-35 points from the opened position. So, the automation itself and its implementation will play a role here in addition to the imperfection of the forecast.

 
Mathemat:

Yusuf, this is yet another megaproject to cover up your unwillingness to understand the main point: to achieve regular profitability in trading financial instruments, you have to work hard for a long time. A brilliant model alone is not enough. It must at least be tested - preferably on the assumptions and the results of its use. On the premise it has been checked a long time ago (the result is false). But the practical results have never been obtained, because there is no trading system and no Expert Advisor.

But you do not want to work, you want to do everything by others - and get money for it:


1.Quite right, that is why I alone can drag out the study of market habits and the adaptation of ind. and sov. to its realities, especially without practical experience, which is why the idea of a working group arose.

2. In a strange way you do not cease to doubt the correctness of the initial assumptions that led to (18), which is the basis of the indicator and advisor and which so far plausibly describes the behaviour of price. If you question them, you should first refuse to use (18) as a basis for all future research as well, without understanding it.

3.You contradict yourself by demanding immediate results in the face of a huge amount of preliminary research, here the saying applies: hurry up .......

4. I want to engage not only the hands but also the minds of the participants;

4. you want to pass on the achieved level for free and yet you don't see that the commitment only comes with the extra income from the use of the jointly created expert. You have the ability to pick out individual sentences, bits and / or words from the overall context of a sentence, as the "Annals of the forum" thread shows, where, at your suggestion, I am exposed as no other than a buffoon, but I do not take offence at you for the sake of advancing the cause.

Reason: