Suggest a topic for research - page 3
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
This is bullshit... let him research the topic - Is there life on Mars... or how to defeat ilan....
mokl = MQL.
threw it three times in fore...
And for the third time the old man threw martin into the green sea,
Martin came back with Uncle Kolya :))
I have been in the academy for a while now, I got better at some things, I started to program a bit better, I became convinced of the incompetence of the forecasting methods that were taught and that I did not go to. I`ve been eliminate the gaps and understood Forex).
If it is not a secret, which methods inspire confidence?
Look, there are two approaches: linear and linear, all our methods are linear in essence, we were taught AR, SS, ARPSS, etc. classics. Here if we estimate ACF and CHAFC of the first quote difference, we will see similarity with ACF and CHAFC of white noise, consequently the model y(t)-y(t-1) gives stationary error that is a good sign, stationary time series models will not give us adequate results as there is no lag in ACF and CHAFC (one of the criteria to start selection with), I built these models anyway and made sure of it myself. I concluded that in the linear approach a random walk model is appropriate and hence the best predictive value is the value at the previous point in time. But it is nonsense, isn't it? Who will trade like that?
I built the model and indeed for the first differences, y(t)=b*y(t-1)+e. Coeff. Always means and close to 1. And I found in a book, one how you can try to predict a random walk. After all we need in fact only sign of increment on the next step, because I worked with first differences, coursework not yet handed over, so I want to try, like when close to zero the situation is uncertain, and the further from zero the more likely that sign of increment will really be so.
The main idea is this: maybe the truth is far away and it is not correct to describe the behaviour of increment (first differences) of price as a random walk, but it can be done safely within the linear approach.
There are more conclusions, but they are trifles, I rather dispelled my own doubts.
Decomposition of the quotient into its components: "internal fluctuations" and "external influences", a separate study of their characteristics and, possibly, predictability. I can give you a hint in which direction and how to try to dig... I have not got around to it myself yet, but it is an interesting direction.
It's all a complicated mathematical apparatus, i.e. i should tell myself, i should master wavelets during this year, and then try to decompose (decomposition), the topic is really interesting, but complicated and time-consuming, it will take me more than 2 months, even if i *bash*. And it's summer, girls, basketball, tournaments, parties)
If you have a good MAKD EA, use a standard one (from MT4 delivery) and make it profitable for the last 5 years at least.....
hint - there's only one virtual trade in it and only one of them goes to real :)