How can I tell the difference between a FOREX chart and a PRNG? - page 21
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In trading as a profession, it does not matter that you personally realised, realised the value or the throw-away value of a bond, a stock, a currency. It only matters when others realise this and it affects the price movement.
Well, tie together all your previous copypastes and numerous links and you'll see that it's all a cakewalk))
It seems as if they are the reason for this, the quotes. It seems to be advantageous to the kitchens that the client does not have a long enough tick/minute history.
It does not really matter for how long a period, let it be 1 month, but for all, in the public domain, without restrictions on downloading, why is there no official tick history (or at least a minute), the conclusion - because for everyone, who trades profitably, it will be different.
Only a few brokers provide it, and in MetaTrader 5 there is no possibility to test it at all, draw conclusions.
C-4:
There is an article by Statistical Carry Trading on how to make money on positive swaps using correlation.
Theoretically, there is nothing complicated or abstruse. And even in the screenshot to the article the answer to the question is drawn: "where does the money lie?
The other thing is that correlations can change sign to the exact opposite and then instead of earning you get a loss.
Simply put, solving one problem involves another: "how to predict the correlation sign?".
Yes, man, I read it. To be honest, I still don't understand where the money comes from. We borrow from our broker to receive a positive swap and hedge changes of rates with correlated instruments. But the broker somehow does not pay us more on swaps and the positive swap is always lower than the negative and we have to pay for the hedge with negative swaps and for some reason... However, I am ashamed to say nothing.
There's not much to understand, in fact the ready-made formula of linear regression is banal school arithmetic. Attached to the article is a script. We assemble the Expert Advisor for MT5 that opens two positions of two pairs in directions and volumes predetermined by the script, run it in the strategy tester on history and see that the author is not lying and the money was there.
But the problem is that the money was on historical data and the correlation may change in the future. I.e. if we learn to predict the value of the correlation coefficient for two related currency pairs, then the question of how one can make money on the correlation, if the future value of its coefficient is known, is not a problem.
I haven't really got into the subject of predicting correlation coefficients yet. I don't have time yet.
So, there is a topic for researchers. And it seems even more realistic than the fat-tails and other near-traders' botany. After all, there is no money to be seen even in the tester from nerd studies, only pseudo-scientific idle talk around the unknown.
It's late to join in, but I'd like to put my five cents in on the topic.
I will look at the topic from a different, but very close angle.
If you take any quotation, you can always identify areas with trends on it. It is at all TFs. So Nosko (in aatache) distinguishes two types of trends: deterministic and stochastic, which are generated by SB with drift. Either Nosko or elsewhere (and such publications are available) states that it is possible to distinguish a stochastic trend from a deterministic one only in limited cases.
They are often used in the social sciences for "correlations", because it has long been known there that technical "mean square" theorist methods simply don't work there. There's even a special non-parametric statistics package called SPSS for those people.
Let me correct a bit (just had to deal - both with the package and with users): SPSS includes different methods, not only nonparametric. But in the relevant environment it has a reputation as a package "for dummies" (the phrase "I program in Excel" comes to mind here, for example), because it cuts many features of statistical methods for the sake of usability. Basically, for students-statisticians it is a normal tool to learn the basics, but something real should be done in R, Stata, etc., and not everyone has enough brains for that.
Folks who needs a grail?
2007-2011 GBPUSD backtest, default parameters, tick data GMT+1 with European DST, EA GMT+2, risk 2, all systems
Modelling quality 99.00%
/ Deleted as a balance chart with no report header - Mathemat
Here is the real
I can give you plenty more examples like this.
They need some (defined by them) quantity of profitable traders for advertising and contests (otherwise no one will go to them) and the profit of these profitable traders is also controlled.
Is it not clear that all your efforts in developing profitable systems = 0, when there is no honest history for all, is it so hard to understand?
Folks who needs grails?
2007-2011 GBPUSD backtest, default parameters, tick data GMT+1 with European DST, EA GMT+2, risk 2, all systems
Modelling quality 99.00%
Here's the real one.
I can give you plenty more examples like this.
But they don't have any profitable plans to participate in these contests (otherwise no one will go to them) and the profit of these profitable traders is also controlled.
Is it not clear that all your efforts in developing profitable systems = 0, when there is no honest history for all, is it so hard to understand?
Why all the hysteria? I do not understand what the problem is? Find a brokerage house that has quotes. Download them. Test in MT4, transfer the code to MT5 and trade in this brokerage company with MT5. That's it.
Why all the hysteria? I do not understand what the problem is? Find a brokerage company that has quotes. Download them. Test in MT4, transfer the code to MT5 and trade in this brokerage company with MT5. That's it.
I do not like the trend, so there may disappear all those brokerage companies that have quotes because they are going to be switched to MT5 and they may just buy them.
Read carefully my posts in this thread about MT5, there aren't many of them and everything is very clear there.
I don't like the trend, so the units that have quotes may disappear altogether, because the transition to MT5 is coming and they may just be bought.
I don't like the trend, so the units that have quotes may disappear altogether, because the switch to MT5 is about to happen.
In a good way, it is not the broker's job to provide quotes. This may be hard for you to imagine, but bourgeois people pay about 70-200$/month for subscription to quotes from Reuters. I.e. provision of quotes is a business, but nobody wants to do this business for MT5 because the solvency of people in the MT5 ecosystem is under a big question mark.