Making money on forex is impossible - page 42
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Any indicator that we all use is DSP. Also MA, in scientific terms DSP theory is a low-pass filter...
You receive digits, you do something with them (adding, multiplying, etc.) you process them. But you don't just do it for fun, you do it with a purpose. To isolate a useful signal. This is DSP. A big huge theory, with such notions as spectrum, Kotelnikov's Theorem, etc. is a very big and serious science. Thanks to it we have computers, radio, television, cellular phones etc.
DSP... respect )))) I'm from there myself...
I just made a tick arbitrage indicator, it's pretty cool.
Yes, you can, you can. 95% do.
95% use trading systems where a stop is unnecessary?
Let's say in our own, Brazilian way. They don't put their foot down for shit.
The 95% of those who don't use a stop is too much. But the 95% of those who delay exiting without using a trailing stop or worse, increase the stop in the hope that the market will turn around, it's more like the truth.
It's not much. At the end of five years, 99% comes to fruition.
That's not much. At the end of five years, it's 99%.
Is there any information about the average duration of transactions for these masses?
No, but according to one DC employee, earning clients hold positions for one to several hours.
On the aircraft, there is such a system as the Birch STR. A pilot knows that a missile is launched at him, do you think that knowing that a missile is flying at him, he is flying smoothly and in a straight line? )))
It's like the devil in the frying pan, and it throws out false targets like hell, it wants to live very badly. Ukraine shows that we are very good at making such algorithms and have done a good job on them, and I am glad that for many years I headed a research laboratory (the best in Russia) which dealt with these algorithms, among other things.
Did he work at Aviamotornaya?
I will try to answer. Many believe that if one analyzes ticks, one will make very short deals. This is not true. Ticks are needed to build "correct" digital filters (DF), as it is written about them in all books and textbooks. After all, there are a lot of radio engineers here, those who have studied digital signal processing (DSP), etc. If anyone can find a DSP textbook that says the raw data stream must be converted into a candlestick before analysis .... I will throw my degree in the trash.
I've been studying the market too, going through indicators, candlesticks, looking for mythical paternas, etc. until I realized that I have to use what you've been taught, something I know very well. I've been doing radar (the science of shooting down airborne targets), so there are a lot of algorithms and mathematical models that allow you to predict, in my case it's called the Highest TAR (NUT), it's at this point the missile is launched. There is a prediction of where the object will be after a certain period of time...
So in these algorithms, they use what you all know. What we were all taught in school. Path, velocity, acceleration (first second derivative, etc). Any of you can solve the problem. Given a car (scooter, pedestrian) is moving along a road with a speed of 5 c.u. and an acceleration of 1 c.u. Where will this scooter be in 5 minutes ?
And I started this thread https://www.mql5.com/ru/forum/105740 7 years ago. There are formulas there I posted them exactly. Any movement (and quotes do move) can be described by SRD (stochastic diff. equations). Stochastic means there is noise there, it needs to be removed. filtered out.
So in none of this theory there is no such thing, that would first make transformation in the form of candles and make measurements (estimation of acceleration speed of object at the end of candle, roughly speaking once per hour or day) this is bullshit, you cannot use candles, they distort information, and distort very well. The source material is tics. They are the ones to which mathematics should be applied. The same MA does not matter what to input, one can use candlesticks or ticks.
A simple example. Let's take one and the same trading system. Intersection of two Ma's. And we optimize it to the hilt. We feed one of them with one-hour candlesticks clowz (24 points in total) and try to profit from it. And in the second case, the ticks for these 24 hours and also optimize to the hell.... Which system will bring more profit? Which of these two systems (or rather a system of one tick crossing, the input data is slightly different, undistorted) will have a smaller drawdown .... the answer is obvious.
That's why I'm fiddling with ticks. I apply different mathematics to this series of data. In particular the same Renko, it's a digital filter that highlights the movement. A lot of people have written and noted correctly, the market may stay in place for half a day... As long as it is inside the brick, we do nothing, a new brick appeared, let's think.... This is only a small part of the trading system, but it is important.
I will return again to the example of two MA crossing (in its place may be any your TS, the one you have been working on for years). And a simple example is a buy signal (they crossed)... If the signal is green, you may buy it, but if it's red ? Maybe it's more logical to wait until it turns green I mean brick))) and buy it at the minimum ... Because it's simple and logical, we wait for the end of the pullback and buy from the minimum (and on the candlesticks, you can not see this minimum, you have to wait at least until the candle closes, but here it is immediately visible, clear and beautiful....
And now to the average holding time. The longest is almost half a year here this deal from the beginning to the end https://www.mql5.com/ru/forum/126769/page429#369908 The deal was opened in May and closed in September. In the process of its development I have been investing on the highs (from level to level with small stops). It was a very good trade, all the time sitting in profit and dividing profitably...
But not all the TCs are like that. There is an arbitrageur in Russia (2-3 transactions per day). There is an arbitrage in America, between pork and beef, where there are 2-3 weeks worth of transactions. On SME S&P500, there are only intraday deals through the night. My trade on futures on RTS Index is now 2-10 trades per day (sometimes I try scalping). I try to decrease this number. About 2-3 years ago I used to make 200-300 trades per day, but it is exhausting. Best variant is to open position, then go to profit using the smart method, but market does not let me take profits often.
So it is like this.
Thanks for the reply. It's even a real article, with all the answers for the future. It's more or less clear now how people deal with ticks. I understand that there are many problems with collection of ticks, their processing, storage. Each experienced trader has his own understanding of the market, his own experience. For me the market chart appears as the mechanism of mechanical clock with its gears and wheels, rotating in different directions with the only purpose to feed the hands forward. My Expert Advisor generates 5-6 trades per day on each pair from the 1-minute chart, and no more. Maybe, the tick chart may give me more output, but it may be too much trouble.
Let's say in our own, Brazilian way. They don't put their foot down for shit.