Predictive indicators - page 11
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You should have doubts about the blue highlighted ones yourself - if you are a true scientist and not a naive novice who wants to be fooled.
If you question them, you should first refuse to use (18) as a basis for all future research without having understood it.
Already sorted out, Yusuf. The most direct questions about questioning the premise have been posed to you not only by me, but by several others in your big thread, closer to the beginning of the thread. See Vinin' s and alsu's posts. You brushed them off with scholarly mooching and self-praising.
I get the impression that you don't even really understand your "article".
You should have some doubts about the blue highlighting yourself - if you are a true scientist and not a naïve novice who wants to be fooled.
It's been dealt with, Yusuf. The most direct questions about prerequisites have been asked to you not only by me, but also by several other participants of discussion in your big branch.
Our task is to deal with (18), not the premise. You first deal with the prerequisites of Fibonacci numbers, forks ...., butterflies and other "strategies".
Sorry, but your famous (18) is a ratio derived from the ramblings of a blue mare.
As is well known in formal logic, anything can be deduced from nonsense.
P.S. Speaking of context: the premise is the context of your (18). And you now propose to deal with (18) proper, ignoring the whole context?!
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 far behind they are. 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 parameters 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 a 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 could be millions of matrices...
The apparent mystery of the market lies in the fact that contrary to our notions about inertia being inevitable, it is not there, and the apparent inertia is related to the conjunctions (18), where the price is allowed to move, for example, upwards simultaneously forming a downtrend, on which it jumps like nothing happened, keeping dynamics, but changing direction, like an object devoid of mass. Hence there are "sudden" changes in direction and values. It is useless to guess future price values or to build a strategy based on analysis of history. The market is always original and, as the participants correctly pointed out, one piece of it is not like another. There are billions of combinations that are easy to get lost in.
You're right, we need unconventional solutions, and the codes I indicated are roughly marked - maybe coefficients and parameters (18) will work as a code.
Sorry, but your famous (18) is a ratio derived from the nonsense of a mare.
As is well known from formal logic, anything can be deduced from nonsense.
P.S. Speaking of context: the premise is the context of your (18). And you now propose to deal with (18) proper, ignoring the whole context?!
The main thing is (18), and where it comes from it will be explained later, apparently I couldn't get it right in the article, I think. While the idea of the conclusion and rationale (18) may seem nonsense, it does not lose its power, the mystery of dispelling illusions, fundamentally changing our ideas about the market, and therefore difficult to perceive.
.....
3. All participants undertake to honestly transfer me 10% of profits from the possible use of the indicator and advisor
.....hmm...
And where is even a word on how we will share losses or at least risks? Or do we trade on demo accounts and honestly share demobucks?
Yusuf, you're right to agitate in 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 are like an old army saying: "First you smoke yours, and then each himself".
I am 100% willing to cover your losses, if they are really related to the malfunctioning of an EA that has already been brought up to speed, rather than your stupidity in interfering with its work. We must first get it up and running with the joint efforts of the "Russian-speaking forum".
I totally agree. If you pledge to make amends. I can start tomorrow.
This I have already announced, but subject to the failure of the EA and if you follow the trading rules established by all participants, not to chase imaginary profits, etc. etc.
This I have already announced, but subject to the failure of the brought in EA and if you follow the trading rules established by all participants, not chasing imaginary profits, etc. etc.
The apparent mystery of the market is that, contrary to our ideas about inertia being inevitable, it is not there, and the apparent inertia is related to (18), where the price is allowed to move, for example, upwards simultaneously forming a downtrend, on which it jumps like nothing happened, keeping the dynamics, but changing direction, like an object devoid of mass. This is why there are "sudden" changes in direction and values. It is useless to guess future price values or to build a strategy based on analysis of history. The market is always original and, as the participants correctly pointed out, one piece of it is not like another. There are billions of combinations that are easy to get lost in.
You're right, we need unconventional solutions, and the codes I've indicated conditionally, they're roughly marked - maybe coefficients and parameters (18) will work as a code.
Inertia is present in some places. At long trends not all market participants have time to understand that the direction changes and adhere to the old direction due to inertia. That is, as one American professional wrote: "Global trends take a long time to die".
Constant changes of direction are present, because there are two currencies, they are called "pairs". One day the total buying mass of one pair outweighs the other. But the constant component in the form of the slow averages is often well seen as a "war line". That is, we almost always have a slow longitudinal component, then short transversal ones, walking around the "centre of gravity". If the signal is decomposed into a spectrum, this is clearly visible. Everyone is trying to win on every millimetre of the market, scalpers will switch at a deviation of just 5-10 pips and at waves of 9 to 30 minutes. For the banks it's ripples in the water, they usually look at larger categories of 10 times at least 50-100 pips, and the time to do this is squared with the amplitude. The period of a wave increases as the square of the amplitude, if you don't believe me, at least take the standard deviation characteristic by smoothly changing the period and then approximate the dependence by a power function.
You get approximately A=B*MathPow(C); where C will be approximately 0.5 and B will depend on the "growth" of the currency pair. The largest growth in this case will be observed for the joint child of the pound and the New Zealander GBPNZD, i.e. potentially the most profitable pair, but there is a huge spread too.
Among other things, now, as professional observers say on the TV channel RBC, market trading is 50% automated, and everyone has his own parameters. That's why the power vector is changing rapidly, now to one side, now to the other. And the overall balance of trading funds and deals changes slowly and gravitates towards time zones. European pairs are active during the day and relatively passive at night. The amplitude of the GBPCHF cross in the daytime is 5.5 times higher than at night. Amplitude changes, i.e. the spatial component, for example, increases in the daytime, and the time is compressed. At night, on the contrary, space is compressed and time increases, the market is dragged for a long time. The space and time interact with each other. Therefore it's impossible to use indicators with a constant period within the whole range. It's made constant purely due to imperfection of calculation tools and trading programs. The period in your polynomial is also constant. But why?
What difference does it make compared to the intersection of 2 averages? I suspect there is none, it just looks like a nice smoothly decaying line, and the flips will be proportional to the intersection of 2 averages with the same inertia of 0.25 to 0.5 of the period. Then why all the fuss.
And most importantly, it doesn't predict anything. There's a difference between drawing a decaying, supposedly predicted line based on the period of past data and mathematical probability prediction, which directly draws a likely trajectory with all the twists and turns and with decent confidence and without any inertia or lag.