Ward 6 - page 15
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Good luck to you!!!!
Tell me about the lots...(NZDchf)
Telling the story.
See how it happens? It's not a lock, it's a probabilistic TS. There could have been two SLs. Easy. Every case is unique. But on average over a large number of trades... :-)
That's it. The pound is tired - there is confirmation.
From your picture I never understood what kind of confirmation you had in mind, up or down it was supposed to go. But from your post earlier with the suggestion to close and the promise of confirmation, I think you implied a move downwards. But I told you - an up move was more likely. That doesn't mean it had to happen. No, no, and no. But it was slightly more likely (I'm talking about a TP=SL scale of about 50 pips). This was evident from my lag-free filter. Now it also shows that it is more likely to go down - the rate does not have to go down, mind you, it will go wherever it wants, but it is more likely to go down.
shown 1 week = 5 days = 5*288 bars M5.
Investments can be made from 3000 ue onwards.
This restriction was removed a long time ago. Now it starts at 300.
There are no self-limitations. If a person makes a couple of thousand a day, he has long since repaid 300, 3000 or even 20,000. After that, you can do whatever you want without regard to the fact that you have money in your account. So it is only a matter of "decency". =)
And it makes no sense to invest in explicit martin even if the dude has his own capital of 100 thousand. He may of course believe with his money that he has learned how to "properly" prepare martins, but we know that. =)
The amazing is near, but it is forbidden! (Vysotsky).
What are the principles of positioning for this filter? Taking into account that the line is oblique, you probably cannot do without averaging or am I misunderstanding something?
The principle is the same. It is postulated (and it can be seen on the charts) that the filter (curve X on the chart) has less volatility than the original price chart (curve A on the chart). The measure of volatility I have is the blunt sum of all first differences between adjacent bars. This is more clear than some RMS. So, if there are two curves, and A wriggles around X with a large spread, isn't it obvious that the rule for opening trades is primitive: if A is above X - sell, if A is below X - buy. Yes, you can speculate about where the whole system will go in general (where X will go in particular). But it is futile. You cannot predict. It will go wherever it wants. So it's easier to spit and enjoy the statistical advantage without thinking about anything at all. Obviously, A = X + (X-A). Where X will go we don't know. And we know where (X - A) will go. What else do we need?
khorosh:
Can you define what is "lagging"? What is "smoothing" is intuitively clear. It is a reduction in the volatility of the filter output compared to the input. You have to "smooth out" but not acquire the lag. What is "lag" is not clear (strictly - not clear, intuitively, on a domestic level - quite clear). All filters have these two values rigidly connected. If you smooth it, you get lag. And vice versa. A good example is simple moving averages (SMAs).
As a result of long communication with a specialist in the filtering theory, I realized:
1. This is only true for linear filters. For non-linear filters, unlike linear filters, there is no strictly proven prohibition in principle on the existence of a "non-delayed smoothing filter".
2. About your "although I do not know how to express it in numbers" - it is not only your problem. The very concept of "lagging" cannot even be formulated in traditional language. For linear filters, everything is formulated in terms of the transfer function (AFC & IF). Absolutely all results described in the literature for non-linear filters belong to a narrow class of filters - "linear filter with slowly changing parameters". For such filters the notion of AFC/FF also exists (they also change slowly), accordingly the creation of a "non-lagged smoothing filter" is also impossible.
3. For arbitrary nonlinear algorithms the notions of AF/MF are meaningless, so the concept of lag, and the measure of lag are not defined in any way. And creation of a non-delayed (at least in common sense, "by eye") filter is not forbidden.
But I can't give strictly any definition of "not delayed". You can use a clever trick, go to the end, define it axiomatically, for practical application it is enough. Namely, let's call non-lagging a filter, in terms of which a game with TP=SL will show profit. It is elementary. Converse: if khorosh: thinks my filter is lagging, let him take any other lagging (even smoother) filter - for example a regular SMA - and try to repeat my tricks in public .
The amazing is near, but it's forbidden! (Vysotsky).