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It is ok if you find a market/instrument with stable H-volatility greater than two.
What is H-volatility?
Suitable if you can find a market/instrument with a stable H-volatility greater than two.
Look at the Russian stock market
What is H-volatility?
It's all described in detail here, there are even two Grails (without the quotes). One TS for markets with H<2 ("flat"), the other for H>2 ("trend"). If H=2, nothing will help you. I mean on such an instrument, the MTS with positive mathematical expectation cannot be built. (Without using additional information)
Stanislav Pastukhov "About some probabilistic-statistical methods in technical analysis" (pdf)
PhD thesis
2004
http://forex.kbpauk.ru/showflat.php?Cat=0&Board=math&Number=142956&Searchpage=2&Main=142956&Words=%C4%E8%F1%F1%E5%F0%F2%E0%F6%E8%FF+%CF%E0%F1%F2%F3%F5%EE%E2%E0&topic=&Search=true#Post142956
Have you personally used these grails in real trading?
You should start a branch and write what you want.
The branch is from the Automaton, after all. He gives the answers here.
Have you personally used these grails in real trade?
Growing up little by little ;)
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Right here ---> http://forum.roboforex.ru/showthread.php?t=11096
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more details on the beech --->
Growing up little by little ;)
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.
Right here ---> https://www.mql5.com/go?link=http://forum.roboforex.ru/showthread.php?t=11096
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more details on the beech ---> https://www.mql5.com
didn't find 255%.
82 - saw
not found 255%
82 - saw
yep, yep!