Cyclical patterns in the market - page 13
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To collect points on the history is not a problem, the zigzag is for you (or a small period, above it - buy, below it - sell). Much more important is the forecast of future movement...
Forecast?... (hee-hee).
Look at last year's "mockery" of the euro-franc. Are there still people who think the market is FREEDOM...?
We have got the forecasted volatility of 8 points at M5, let's multiply it by 144 candlesticks 8*144=1152, the price will pass by 5-minute candlesticks during the same 12 hours. The error in this point is 144 points, which is also not too much for such a great number of candlesticks.
So, now I know that the price at H1 will pass 372 points, and at m5 will pass 1152, so 1152-372=780 points, the price will pass only inside H1. And again, I do not know how the price will pass them, I only know the fact.
Here I have a feeling (i.e. I know that it is possible to build a profitable trade on this), that this data may be used to work, that these points, their number is known, we just need to collect them.
Not quite right. The dependence of price change on time is generally non-linear. It will be closer to the truth if multiplying by the square root of the number of bars.
In general, options are used to make money on volatility changes. In other cases one can hardly get anything useful from volatility prediction.
I have to disappoint you somewhat - this is only one of 3 puzzles that have to be solved in order to assemble a "mechanism" that WORKS (in all senses of the word). But the good news is that all the riddles are solvable.
So you take it upon yourself to claim that you've found a way to "not a bit past it"?
So you're claiming to have found a way to "not a drop past"?
Nah, that's too steep.
But deposit growth is ensured... and it takes a lot of effort for "Kolya" to come to the price...
Nah, that's too cool.
But, deposit growth is ensured... and it takes a lot of effort for "Kolya" to come to the price...
Then it's not clear why there are three riddles.
Personally, I see two riddles.
Then it is not clear why there are three riddles.
Personally, I see two riddles.
The first is how to follow the price trajectory in your trades without complaining about untimely entry/exit.
The second is how to collect your points while on the move.
Well, and the third is how to get rid of the disadvantage that the method of collecting points as trades follow the price has.
That makes three...
Meat:
Not quite right. The dependence of price change on time is generally non-linear. It is closer to the truth if multiplied by the square root of the number of bars.
In general, options are used to make money on volatility changes. In other cases it is hardly possible to get anything useful from volatility prediction.
Well here I come from the following considerations: we take APR (its value for the period) and we get that on average over this entire period the bars were of this size, it does not mean that there were no bars more or less, this is an average. Now if bars were equal, we would see that their average is the same, so we multiply this by the number of bars and we find how many pips the price has travelled in this period. Basically, it is a simple mathematics. But I don't understand where I should apply the root and what will give me, calculate the unevenness of distribution of bars in time, how should I do it? That would be... a different value altogether.
Currency options..... where to find those, I don't think they are traded, futures are, but options are.
On options there is an absolutely win-win strategy that gives about 20% p.a., but it's on a fund, without leverage, here if on forex this strategy, give a spliced 100....
The first one - how to follow the trajectory of the price in your trades without complaining about untimely entry/exit.
The second is how to collect your points as you go along.
Well, and the third is how to get rid of the disadvantage that the method of collecting points as trades follow the price has.
That makes three...
This is to reduce the drawdown or to repel losses.
The first one is how to follow the price trajectory in your trades without complaining about untimely entry/exit.
The second is how to collect your points as you go along.
Well, and the third is how to get rid of the disadvantage that the method of collecting points as trades follow the price has.
That makes three...
The second one is clear, to close in parts, the first one is not clear yet, and all the more so with the third one. But something tells me this smells like averaging + martingale...
By the way, if it's not a secret, how much profit do you get per month, and how stable it is, and is it possible to withdraw if you follow rules of the system precisely?
By the way, I can't find the sailor's formula, I've been googling, I can't find
https://forum.mql4.com/ru/46268/page4
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Here is the simplest detector receiver, a direct successor of Popov's device, and it shows this fact - there is no energy source in it, and it draws energy exclusively from ether, and whether there is a regular signal or noise - energy is extracted all the same - as long as there is a signal (vibrations) - in market terms - volatility - to be at least of some kind.
http://club.investo.ru/viewtopic.php?f=14&t=125786&start=30
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Brownian motion - of course, a purely random process and all that is described by Einstein - all refers to a normal (purely) random process - all the characteristics - search for it, you will find. If you are not lazy - find Peters E. book (or any other book about Hurst index, persistence, etc.). - Rephrase in memory stupid). By the way, the book Peters recently published in Russian and is not very expensive.
As to your, qxr1011, remark that all prices are not accidental, strongly, IMHO ... I take off my hat.
P.S. The purely random process is described most vividly in "the problem about the drunken sailor": a sailor leaves the tavern and makes N steps in a completely random direction. The question is: at what distance is he most likely to take these N steps? It is proved that the distance is proportional to the square root of N. Remarkably, this dependence - proportionality to the square root - does not depend on the dimensionality of the problem (i.e. along a straight line the sailor goes (one-dimensional problem), along the plane or in space (two or three-dimensional problems) - it is still proportional to the root of the number of steps (or to the time to count!)
So: we take this dependence (proportionality of distance from the starting point) as the measure of a purely random process. If our "process" (price) moves away from the starting point on average faster (farther) - the process is persistent, if less - it is antipersistent. In order to effectively count the persistence, you need the Hearst index.
If you take a chart of almost any financial asset, it will most likely be persistent... But if you "cut out" (not randomly!) consolidation zones, then the antipersistence is possible on this sample...
The main thing, IMHO, is the OBJECTIVENESS of this approach - and not the usual "you see, there is a "trend" and there is a "flat"...
http://club.investo.ru/viewtopic.php?f=24&t=126196
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http://club.investo.ru/viewtopic.php?f=6&p=183514&st=0&sk=t&sd=a
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I gave you the link to the formula https://forum.mql4.com/ru/46396/page2 and there are questions about it as well.