Ward 6 - page 12

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Dr.Drain: You would be right if the trades were opened randomly (by intuition or whatever). But if we
What difference does it make which algorithm. I'm evaluating the result statistically: I'm not interested in how it was obtained. I don't care if you open with Stratonovich's equation - there are few deals anyway.
 
The Ito-Stratonovic equation is a good model. But its predictions usually turn out to be no better than "naive", i.e. bluntly straight to the future, with no slopes. Such is the case. And then to solve it by setting the process memory a priori is naive. If the process memory is known, you can think of everything without Ites and -stonovic.
 
Dr.Drain: The Ito-Stratonowicz equation is a good model.
Well, I just put that name in as I'm not personally familiar with the equation :)
 
DmitriyN:
Let me explain again. On a long period of history (more than 100 bars) the ratio of increasing and decreasing bars tends to 1, i.e. 50/50. While the minimum ratio on the next similar period will be 30% or higher. Which means a price pullback of up to 50% (unless the bars are different in size).

I do not analyse the past in terms of how many bars were down or up. this is naive. the past is in the past. you should forget about it. i.e. i analyse the chart, but not the bars. i call my filter "non-lagging", which is why i call it "lagging". Here, for example, for eurodollar (week shown: 5*288 bars M5):

so... the trend may be down... meaning the scale shown... But I'm using my counter-trend strategy to buy GBPUSD. WITH TP=SL. For the price is bouncing around the filter. Which way it will go - up or down - I don't know. It's equally likely. But against this background, there is an upside probability, due to the fact that the price is below the respective end bar of the non-lagging filter.



 
Mathemat:
Well, I just put that name in as I'm not personally familiar with the equation myself :)

I got this file from your forum a long time ago.
 

I want to join the conversation and add a screenshot from your EURUSD demo account


Although I must admit that the overall balance looks better

 
Apparently trading counter-trends is still very risky - but should be enough for champagne (by the way, is there any locks in the algorithm? I mean, I saw it there)
 
Mathemat:
I'm just using this name because I'm not personally familiar with the equation :)

Mathematician, so it was shown by an example in real time, to feel the perniciousness of unsubstantiated statements, and again you do (you are a very good mathematician - pedantic). There's an economist, an academician, first-rate programmers, in short, all of them - but again, nothing works, the cart must be pulled by the rules, or at least all together :).

 
YOUNGA:

I would like to join the conversation and add a screenshot from your EURUSD demo account


Is it separate for EURUSD or something? That is how it should be. Steps. You get lucky, you get unlucky. The system is statistical. Or I don't understand what is shown in your picture under the EURUSD chart.
 
Useful stuff check out https://www.mql5.com/ru/code/8454 I even mean the other thing - for a strategy to be profitable as a whole it has to be each individually profitable too
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