Creating a positive IO - page 16
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Some years ago there was a topic on zigzags in this forum. I called it "h-zigzag" for myself. It is elementary. Suppose we move upwards and if the pullback happens by more than h points, the zigzag will change its direction. Downwards, the same thing happens. We trade based on signals of the zigzag. Trading can be profitable if the average amplitude of the zigzag is more than 2h.
Before trading on the instrument, I count the h-zigzags for the instrument on the hourly bar closes on the clock. For example, we obtain the following picture:
x-axis is a zigzag step, y-axis is the result of virtual trades for the instrument during the period of time with this step. The upper picture shows trading without the spread. The lower one - with taking the spread into account. Determine the comfortable size of the entry order and trade.
О!
Respect for being specific!
Unfortunately, forwards are also a thing of the past. It's kind of the future for the TS, but for us it's still the past....))
And we trade on future data....))))
The most important question is whether this positive MO in the past is needed for profitable trading in the future?
Ultimately it all comes down to a matter of faith. You either believe in your TS and that it will work in the future, or you don't. It doesn't matter how you come to that belief, through sophisticated forward testing or simply "by eye" looking at the results on history - the bottom line is the same, it's your belief.
Do you know what an uncertain quantity is?
Sanity)))
Some years ago there was a topic on zigzags on this forum. I called it "h-zigzag" for myself. It is elementary. Suppose we move upwards and if the pullback happens by more than h points, the zigzag will change its direction. Downwards, the same thing happens. We trade based on signals of the zigzag. Trading can be profitable if the average amplitude of the zigzag is more than 2h.
Before trading on the instrument, I count the h-zigzags for the instrument on the hourly bar closes on the clock. For example, we obtain the following picture:
x-axis is a zigzag step, y-axis is the result of virtual trades for the instrument during the period of time with this step. The upper picture shows trading without the spread. The lower one - with taking the spread into account. Determine the comfortable entry order value and trade.
Is it on 250 deals? Or how many are there?
This is always about the last three months. the number of trades depends on h
According to a statement made here earlier, if you find such a feature, it is likely to become known to all. And since it will become known to everyone, its presence will soon be NEEDED by the actions of traders. Why look for it then...?
You as well as theorists of the theory of faith always cite ideal cases if the system will work in the limit.... When it starts making money, it does not matter if it is one person or many, then the market will just swallow it, crush it, and it will die. Why would you want to take everything out of the market? Then the market won't care if the system crashes a bit, and you will live with it happily ever after.
It's always about the last three months.
Yeah, I don't know about that. I need a report from the tester, at least for a couple of H's, because it's not very obvious.
It's not from the tester. It's an indicator counting the closing prices on the clock. It sends the data to a file at a certain interval. I pull it up and look at it in Excel. I gave up on the tester a few years ago.
I see it's not from a tester. I'm telling you, it needs to be from a tester, at least. With normal statistics. Otherwise - 27, in response - 500, but why 500? - Why 27?
Well, in principle, you don't have to do it if you're too lazy. When I tested it, I got profit at best, but it worked in minus. Minuses at the expense of the spread.
I see that it's not a tester. I'm saying, we need to get it from a tester, at least. With normal statistics. Otherwise - 27, in reply - 500, why 500? - Why 27?
It was actually suggested that the idea was to see a positive MO. The tester is no authority. And, why race tests when you can create a tool that tells you whether to dig here or not. Also, the indicator has a basket of currencies at the input. It is practically impossible to get such a picture on any currency pair.
In the same way with the spread there is only a small positive island. The delay inside the spread really extends the positive range.