Ward 6 - page 20

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khorosh:
Without getting into technicalities, I just wanted to point out your tendency to idealise your achievements. You have a lag-free filter and an ultra-stable system. What is it - a love of pretty words or a desire to tease the forum members to provoke a discussion?
Dude spent a few years in his MathCAD and rediscovered the moving average. Now he wants to be scratched by the ear. Let's all praise him and stroke him, because he tried for several years for nothing?
 


Dr.Drain:
Так вот, если есть две кривые, и А извивается вокруг Х с большим размахом, разве не очевидно, что правило открытия сделок примитивно: если Х выше А - продавать, если Х ниже А - покупать... Так что проще плюнуть и наслаждаться статистическим перевесом не думая вообще ни о чем. Очевидно, что А = Х + (Х-А). Куда пойдет Х мы не знаем. А куда пойдет (Х-А) - знаем. Что еще нужно?

More on that point, Mr "obviousness". Not everyone has MathCAD, so it is far from obvious to many why the price has to return to your filter at least more often than the filter returns to the price.

 
There are no limiters. And it is unclear why you have circled these places. To the right of the second ellipse the steps are more obvious. But I have no particular desire to discuss the construction of the filter itself. It is a black box. Taboo. It just is :-) Only the trading system is demonstrated. And not the size of the profit itself. It depends on the frequency of opening trades, lot size, market sentiment and phases of the moon. The only thing demonstrated is the fact that the probability of TP over the probability of SL at TP=SL under real spread conditions is real.
 

If A is the price and X is the filter, then vice versa - if X is higher than A, buy. You are trading the price of the asset, not the filter.

And not just "above or below", but first find out the standard deviation and the maximum deviation and use that to calculate at what the minimum deviation is to open a trade.

 
C-4:
Dude sat in his MathCAD for a few years and rediscovered the moving average.
No one followed up on the example I suggested for fun with the inequivalence of the difference and ratio, where you can predict one of them as a straight line and see the slope on the other. And I just wanted to show that there's a regular SMA if you look closely. And I repeated many times that many constructions can be reduced to SMA, if you look carefully, the only question is if the author of the algorithm sees it. And you play a little silly song with me saying that I have SMA... well, well.
 
C-4:


More on that point, Mr "obviousness". Not everyone has MathCAD, so it is far from obvious to many why the price has to return to your filter at least more often than the filter returns to the price.

You don't need to have MachCAD to do that. It follows directly from the volatility relationship under the condition that price and filter are constantly intertwined relative to each other. They do not move away from each other, they are always side by side, but the volatility of the filter is less than the volatility of the original price chart. This is simply because it is a filter. If the task were to create a lag-free curve noisier than the price chart, I would draw it with my left heel in a minute. This problem does not exist. So, if you know that price volatility is always, at any interval, greater than the volatility of the filter, it can be reformulated as follows: if there is some delta between the price and the filter, it is liquidated to a greater extent by the price move to the filter and to a lesser extent by the filter move to the price. This is obvious, and it is a geometric representation of the probability preponderance.
 
Dr.Drain:
Something nobody has followed up on the example I suggested for fun with the non-equivalence of the further course of difference and ratio, where you can predict one of them straight and see the slope on the other...

No, let someone with sickle and hammer show the public how smartly one can buy and sell his own filter. And then let this someone show us how the faster A price doesn't have multiple unvolatile crosses up and down with this magic filter, and then believe me, we'll all be glad to scratch your ear.
 
Demi:

If A is the price and X is the filter, then vice versa - if X is higher than A, buy. You are trading the price of the asset, not the filter.

And not just "above or below", but first find out the standard deviation and the maximum deviation and use that to calculate at what the minimum deviation is to open a trade.

Once again. If X is above A, then A (price) is below X (filter) - buy. Precisely because I trade the price, not the filter. If the price is above X - sell. You probably just didn't read it carefully, it's obvious and there can be no question about it. And it's exactly "just above-below". Any additional considerations are shamanism with tambourine and trying to predict where the price will go in this particular case, which I am not going to do, but you, if you want - try.
 
C-4:

No, let someone with a hammer and sickle show the public how cleverly they can buy and sell their own filter. And then let this someone show us how the faster price of A does not have multiple unvolatile crosses up and down with this magic filter, and then, believe me, we will all here gladly scratch your ear.
Honestly, I did not understand what the author wanted to say. Reread it three times. Didn't get the point. Is there any thought in the quoted phrase? If so, please explain it more clearly. It is known that the only difference between man and animal is that he can formulate his thoughts with words. And the better he can do it, the more he differs.
 
Dr.Drain:
Once again. If X is above A, then A (price) is below X (filter) - buy....

".... the rule for opening trades is primitive: if X is above A - sell...." (C)
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