Ward 6 - page 60
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I don't put positions in the direction of the filter line. As much as possible. I set it to return to the filter. I was already asked about it and I reasoned about noisy operation of numerical differentiation in principle and that in this case the initial curve itself is unsuitable for it because it is not smooth. I simply cannot know the "direction of the filter". It does not exist. The number of positions, lot size, pairs to open, when etc. - everything is out of the question. Does it matter? The market will average everything.
All the time talking about non-delayed wagons, it's not a problem at all, you can build a wagon starting with a tick inside a minute. The question is whether the movement will continue in this direction. I.e. the signs of a reversal are more important.
I absolutely agree. I do not understand why the emphasis is put on the fact that the filter is not lagging. If hypothetically some perfect non-lagging indicator is used in trading, the strategy should be in the direction of the trend. Only in this case we could take advantage of the lack of lag. However, if the indicator has no predictive properties about the beginning of a trend, the absence of lag is of no use. The author's TS uses counter-trend strategy as far as I understood it. Therefore the absence of a lag is of no use here. The author has constructed some reference curve similar to pivot levels. I think some existing indicators can be used as a reference curve as well, not necessarily this lag-free genius filter. The market has been predominantly retraceable lately, which makes it possible to use counter-trend strategies successfully. Even Ilans, which are known to work against the trend, if the parameters are chosen correctly, have not been losing since 01.01.2011.
However, if the indicator has no predictive properties about the beginning of a trend, then the absence of a lag is of no use. As far as I understood the author's TS uses counter-trend strategy. Therefore the absence of a lag is of no use here.
Exactly. You are right to understand why trading counter-trends. The lag is nevertheless fundamentally important. Try to do the same tricks on the charts or on your pivots. You'll get an abomination.
And, what will happen to the orders? Are we going to average by adding lots?
Yuri, maybe you can understand where the extra information from the 2 currency pairs comes from? I'm trying to figure it out, but I don't understand it.
That's exactly what I am. It is not my fault that in some indigenous languages the natives solve their complexes by introducing artificial plural references to themselves. In, say, English, there is no such idiocy. You and you. By name.
That's incredible. In linguistics it's pure Stalin!)
English has "you" and "you". Now it's "you" -You. "You" sounds almost like Russian "thee" is an obsolete word.
It is possible to use curves designed similarly to a level trigger (Schmidt trigger) for support. The level switch of the reference curve will be almost instantaneous.
The word "you" is now used -You.