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There we go, now it's unclear again. The period 23 can be mooted on an older TF.
No, really, why onolitans adore period 200 so much?
Yeah, the old tale.
Everything in this thread is a fairy tale.
_ how to calculate it? _
How can it be calculated? You can't. You don't know where the price will go in the next period. You cannot know during which period the pattern that your system is exploiting will be realised. However, you know exactly one thing - the regularity will be realized, because it simply can't not be realized.
In addition, you know how this pattern has been implemented before, you know the most difficult periods of its implementation and drawdown at these periods. You need to take this knowledge into account and at the same time take the necessary "safety margin".
How can it be calculated? You can't. You don't know where the price will go in the next period. You cannot know during which period the pattern that your system is exploiting will be realised. However, you know exactly one thing - the regularity will be realized, because it simply can't not be realized.
In addition, you know how this pattern has been implemented before, you know the most difficult periods of its implementation and drawdown at these periods. You need to take this knowledge into account and at the same time take the necessary "safety margin".
I see) I just thought there were shorter routes.
Which is better then... a period of 200 or a period of 20,000?
Answer yourself a question - is a MA with a larger period more trendy than the price or not? Is there more trend component in it or the same as in the price - 50\50 (for a large period of history).
Seriously, why do onolytes love the 200 period so much?
There are 365 days in a year, which is 365/7=52 weeks. 4 trading days (do not count Fridays). 4*52=208 days. Subtract the holidays. There will be about 200 days.
Does everybody drink only on Fridays? Also a working day.
There is another option. I'll try it tonight. You're bound to like it, Alexey (both of you :) ).
Looking forward to something nice...