how to identify price reversal points - page 12

 
andreybs: I am not strong in the subtleties of terminology, but if I understood you correctly, then ...

I don't need to be misunderstood - these are common knowledge nuances of trading in financial markets.

andreybs : have you heard of singular analysis of non-stationary processes?

Singular analysis was passed by all 5 years ago and excluded from use, as not possible for analysis of financial time series, because of its overriding on them, due to non-stationarity of financial markets.

Andreybs : The technology is already far advanced. And one should not be afraid of it, but should learn to use it to one's advantage. I really wish I knew a mathematician who could help me to find a mathematical solution to my problems quicker.

......

Let's use modern methods

I agree that we have gone far ahead of the curve. But your method based on some magic oscillator doesn't feel like using these modern methods.

So you wanted to hear criticism - so let's criticise ))))

 
serler2:
Haven't read what's written on the 11 pages above. But the pivot points are very well respected if you cast a fibonacci grid
In my zigzag it applies. I will think about how to relate this to oscillator reversals. Not a bad idea.
 
LeoV:

Singular analysis was passed over by everyone 5 years ago and excluded from use as not possible for financial time series analysis, due to its overshooting on them, due to the non-stationarity of financial markets.

I agree that it has gone far ahead of the curve. But your method based on some magic oscillator does not evoke the feeling of using these modern methods.

Well, I am not afraid of re-drawing. Hordrik was overdrawn too. And here it is, a non redrawing oscillator based on Hordrick-Prescott.

I know how to apply the singular transformation without overshooting. The only difficulty is the calculation time. It's huge, even when you port the code to a DLL. If I manage to optimize the algorithm (have some ideas), I will use singular transformation to make short term forecasts. I was asked about exit points - in my TS the exit is performed using adaptive trailing or negative forecast (singular transformation will work here).

About my method... Well, you don't know him. You see one of the 5 indicators. I haven't described the TS anywhere. What makes you think everything is built on a magic oscillator?

 
mt4trade:
By the way, andreybs, do you read the private message?
Answered in private.
 
andreybs: Well, I can't be intimidated by overrippings.


Redrawing is the opium of the people!

andreybs : Hordrick was also redrawing. And here it is, a Hordrick-Prescott based non redrawing oscillator.


We've been through the notorious Hodrick's too. Of course, everything is beautiful on the history. But not on the real market...)))

Have you traded on the overripe in real life? If not, then your hopes of using a non-Reriased oscillator are hopeless. Accept it as a fact, because I don't want to go into a lecture, because the override was passed 5 years ago.

Andreybs : About my method... Well you don't know it. You see one of 5 indicators. I haven't described the TS anywhere. What makes you think everything is built on a magic oscillator?

About your method..... Of course I don't know it. I am only basing it on what you write
 
bibars:
Here are the MTS results on the same calculation algorithm as the indicator.

converted to 0.1 lot is comparable to mts trading for the same period, can you show on the period 2000-2007, any year or all at once
 
LeoV:


Rewiring is the opium of the people!

...

Have you ever traded on a rollover in real life? If not, then your hopes of using overframing without overframing are hopeless. Accept this as a fact, because you don't want to go into a lecture, because overframing was passed 5 years ago.

"You just don't know how to cook them." (c) :)))

My TS was quite successful trading on a demo account. Overbidding is not a sentence. It just needs to be used in a special way. Zigzags are overripe too but they help to build a channel.

 
andreybs:

"You just don't know how to cook them." (c) :)))

My TS has traded quite successfully on a demo account. Overriding is not a sentence. It just needs to be used in a special way. Zigzags are also overdrawn but they help to build a channel.

As Gleb Zhiglov said, "So be it"))).

Let's not throw around words - "You don't know how to cook them..... My TS.... successfully traded..... on a demo account..... so I'm a demo millionaire..... and so on, so on, so on...." ))))

First - what does it mean to be successful? One with $100 a month $100 is not enough, another with a million dollars $10,000 a month is a lot.

Second - a demo account and a real account - the big difference. The difference is in the quality of execution, if you are not aware of it. Hence, there may be various unpleasant surprises for you and your TS.

Therefore - open a BMM, and we all together will be pleased to observe and evaluate (each in his own way) your trade on a real account, and not on a demo, with an overpriced TS. Because a demo in words (like a demo on a demo) says little ))))

 
andreybs: My TS was quite successful trading on a demo account.
And in general, for people on this forum better not write such phrases, because "My TS was quite successful on a demo account", and then lost it on a real account - it is a real life situation, which many people know firsthand and have experienced in more than one DC....)))
Just for you, I understand, it may seem surprising ))))
 

LeoV:

That's why - open a PAMM and we will all be happy to observe and evaluate (each in his own way) your trading on a real account, not on a demo, with a redrawing TS. Because demo in words (like demo on demo) says little ))))


Don't race your horses... There will be a pamm in due course. :)

About the difference between a demo and a real I know. But if works in the Metatrader's tester, works in my personal tester, works on the demo, then the probability of successful work on the real is very high. This is a fact.

And I'm not intimidated by "surprises" either... :) A little earlier in this PPC thread I posted an answer in which I described how such surprises can be effectively dealt with. And that's not all...

In short, practice is the best test of theory. When I finish the MTS, I'll put it on the real account and then we'll talk about pseudo-rendering, about correlation of real trade simulation results and all the rest... Good luck to us all!

Reason: