Ward 6 - page 67

 

Dr.Brain:

upload your filter to csv or txt file...with format -

date, cloze (Eurodollar preferably), filter

at least a spin...

 
Vizard:

upload your filter to csv or txt file... format - at least we'll spin it... date, cloze (eurodollar preferably), filter -at least we'll spin it...

Good suggestion. I will now run the calculations. Due to inefficiency of algorithm implementation, computation time is growing terribly (like x in cube) depending on the length, on which it is calculated. So I will limit myself to 10 thousand M5 bars. On the pounddollar as a rather volatile pair. Unfortunately I don't have the .mcd files handy. I'll post them tonight.

 
Dr.Brain:

That's a good suggestion. I'll run the calculations now. Due to the inefficiency of the algorithm implementation, the computation time grows terribly (like x in a cube) depending on the length at which it is computed. So I'll limit myself to 10 thousand M5 bars. For the pound dollar as a rather volatile pair. Should take at least half an hour.


I'm in no hurry... I can do it in the evening or tomorrow... If it's not too much trouble I'd like to look at the Eurobucks... thanks...
 
Vizard:

There's no hurry... I can do it in the evening or tomorrow... if it's not too much trouble I'd like to look at the Eurobucks... thank you...
I'll post the Eurobucks no later than the morning MSC. At least one intelligent question followed. Otherwise people only yell in hysterics when they see a miracle of deposit growth for no apparent reason.
 
DmitriyN:

Michael, do you always have an even number of open orders or does it not matter? What happens if you only open orders on one pair?
If the orders are on one pair - an ugly balance line
 
I always have an arbitrary number of orders on a shoot and forget basis. Then they are held up to TP or SL. In the morning we had an order on USDJPY dated June 25th, this time with TP=SL=50 pips... And what is the sense in an even number of orders if each of them is independent of the other? If we open one pair, it will be the same as if we open two or three or twenty. The system does not depend on anything. The parameters simply do not exist. Therefore, it is super stable. Can I ask for the current balance/equity values?
 
YOUNGA:
If the orders are on the same pair - unsightly balance line
What makes you think so? You can take the stack and hand-pick trades on any one pair. At the same time you can post the results of your "research" here. And I will laugh. You can also show several curves in one picture, corresponding to the results of trading on several separate pairs. By the way, I would even be interested to look at it.
 
Dr.Brain:
I'll post the Eurobucks no later than the morning MSC. At least one intelligent question followed. Otherwise people only yell in hysterics when they see a miracle of deposit growth for no apparent reason.


I do not know what to do with it, I cannot do it at all. So I will ask you this, I don't know if anyone has already asked.

Does your filter depend at all on the row to which it is applied, or not.

If you give you, say, a series of numbers of unknown origin, and apply your filter to it, will there be such tricks, if your condition about Gaussianity persists?

 
Nikitoss:


Does your filter depend at all on the row to which it is applied, or not.

If you give you, say, a series of numbers of unknown origin, and apply your filter to it, will there be such tricks, if your condition about Gaussianity is kept?

A filter must "depend on the row". That is, its shape must be similar to that of the original graph. Otherwise it is not a filter. If the distribution of the first differences in the series you planted is white (in particular, Gaussian) noise, the probability of TP=50% will be demonstrated. There are no miracles.
 
Growing up, I see :-) Ookey-dokey :-)
Reason: