Not the Grail, just a regular one - Bablokos!!! - page 159

 
Snegovik:


How did you come up with the idea of sampling 30 minute bars? Even the author pointed out in the comments that you should take a larger sample.

The gist of the idea is that there are MARKETING patterns. If the hypothesis is correct, then we will have time to take a profit before the synthetic rebuilds dramatically.


Who cares if it's 100500 or daily. You will hold an open position on a certain interval(number of bars), during which the correlation within this interval compared to the correlation of the entire sample will VERY unpleasantly surprise you. And then you'll realise that opening on correlation is like opening on crossover averages.
 
Al_Key:

It doesn't matter if it's 100500 or a day. You will hold an open position on a certain interval (number of bars), during which the correlation within this interval compared to the correlation on the entire sample will VERY unpleasantly surprise you. And then you'll realise that opening on correlation is like opening on crossover averages.

I was pleasantly surprised by it, because I did not lazy and analyzed the results of this work myself. So I know that synthetic will return to its MO sooner than drastically change its weights.
 
Snegovik:

I was pleasantly surprised by it, as I have not been lazy and analysed the results of this work myself. I know that synthetic will return to its MO sooner than drastically change its weights.

Well, since you are pleasantly surprised, please open trades on the real. The grail is almost in your hands. Moreover, we already have the recycle indicator, the only thing left is to take the money. One more question: how many times will it surprise you out of the total number of open positions?
 
Dima.A.:

If you sell lots with minus sign - sell, buy other lots. It seems logical. The autoupdate in this package makes no sense, it is for analysis. The idea itself is easier to put in the Expert Advisor, but it requires an algorithm for its use.

Uh-huh, got it, didn't notice there were negative and positive signs. And how do I buy all this by hand? On m5 while you buy/sell everything the correlation will disappear (by the way, someone wrote there). Wouldn't you rather use it at least on n1?


When you do not know how it is done programmatically, i.e., let's say the red one came out of the channel, then we sold the basket and immediately bought another one (prepared beforehand and prescribed with volume).

 
Dima.A.:

I'll say even more. I built this machine with internal optimization (calculation of lots not from recycle, but from volatility calculation), it is possible to work on synthetic currency pairs consisting of 15 pairs. I played with it and put it on the shelf.

It turns out that the author's idea is not working, because he earns on it?)
 
Al_Key:

If you are pleasantly surprised, please open the deals on the real account. The grail is almost in your hands. There is already a recycle indicator on it, the only thing left is to take the money. Another question: how many times will it surprise you out of the total number of open positions?


Are you reading through a word? Show me where I said I could take a profit? There is no such thing as a grail. And it's just an idea based not on "I think" but on statistical research. You need just as much, if not more, work to start profiting from it.

marker:

So the author's idea does not work, because he makes money on it?)

The idea is working, the author keeps repeating it and you can research it and see for yourself. About making money, see above.

 
marker:

So the author's idea isn't working because he's making money on it?)

It doesn't mean anything. The logic of selecting working pairs from the basket is not described. Thoughts are floating around, but I'm not pulling anything off the shelf yet...
 
Dima.A.:

It doesn't mean anything. The logic of selecting working pairs from the basket is not described. Thoughts are floating around, but I'm not pulling anything off the shelf just yet...

Yes, there don't seem to be any comments in the code.)
 
I don't mean the code.
marker:

Yes, there are no comments in the code)

I don't mean the code. It's not hard to figure out the recycle indulgences, even without comments.


For now I've stopped (as far as this subject is concerned) on synthetic trading composed of 2 pairs.

At first I was running, trying different parameters in my program. Then I transferred all this to crosses. Below are two screenshots, first one - synthetic trading, below - MT report on the cross. I.e. for the time being I haven't got time to analyze more pairs. My calculations may in general not correlate with Alexander's trading.


 
Dima.A.:
I'm not talking about the code.

I don't mean the code. It's not hard to figure out the recycle inductions, even without comments.


For now I've stopped (as far as this subject is concerned) on the synthetic trading consisting of 2 pairs.

At first I was running, trying different parameters in my program. Then I transferred all this to crosses. Below are two screenshots, first one - synthetic trading, below - MT report on the cross. I.e. for the time being I don't see the point of working with 2 pairs of synthetic pairs, I haven't got time to analyze more pairs. My results may in no way correlate with Alexander's trading.



I have a lot of experience in trading with pairs of pairs and I'm not trying to trade with them.
Reason: