What is the optimum depth of history for identifying a useful signal? - page 2
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Now that's really clowning. ))
A month begins in the day and a day in the morning, at least in trade, not astronomical. That's the clownery you tried to sell me, and now you're blaming me for it.
Trololo detectiveed.
You're the troll. If you've embarrassed yourself by trying to be witty, you should at least have the honour of walking away. What am I talking about, where are you and where's the honor...
Don't support this clownery. There was nothing in the answer that had anything to do with the question, just speculation about the starting point, whether it was the morning of the day or the morning of the month... Don't you feel it answers the question about the depth of history for analysis? Maybe, he wanted to say that the period of analysis is a day (approximately), if we trade on H4- a week (approximately), on D1- a month (approximately), etc. All this is rough, but nevertheless it can be justified. If you do not know what I am talking about, you can ask: What I am trying to do is to open a door, what I am trying to do is to open a door...
ZS. The notion of successful trading has variations too... I don't want to argue about it.
What he meant was that to decide if there is a signal to enter it is enough to analyse the quotes from the beginning of the day.
What he meant was that it is sufficient to analyse the quotes from the beginning of the day to decide whether there is a signal to enter.
Yes. If you hold a position for a few hours, that is enough to form a signal.
I think it's enough guessing about what he meant. But the highlighted is nonsense. If you make a decision on the opening of the day, then you trade on the daily or higher, then you do not need quotes for the beginning of the day, trade on the opening, the beginning of the day you need only for a more accurate entry if you are not only analyzing the day, but also the timef less than a day, but you trade on the day, and then you do not need quotes from the beginning of the day, but the whole day on a lower timeframe. The question was about the depth of history to get signals, not about making a decision having a signal, and in this version morning is not the right time...
Neither he nor I said that. The decision is made intraday, but only the quotes of the current day are used. Well, for example, if it is not clear in the strategy how to break the morning flat.
Actually, it is not as easy as it seems when trading on D1. For example, in EUR/USD, I have to analyze 450 trading days in a trending strategy and 850 trading days in an anti-trending strategy, which suggests the existence and influence of economic cycles. I have not found any consistent pattern in intraday price movements.
T=850 days since the beginning of 2013:
There are 1514 bars in the history.
Modelled ticks 2027
Modeling quality n/a
Chart mismatch errors 0
Initial deposit 1000.00
Spread Current (20)
Net profit 2118.52
Total profit 2366.08
Total loss -247.56
Profitability 9.56
Expected payoff 4.13
Absolute drawdown 423.90
Maximum drawdown 443.52 (43.50%)
Relative drawdown is 43.50% (433.52)
Total trades 513
Short positions (% win) 341 (96.77%)
Long positions (% win) 172 (92.44%)
Profitable trades (% of all) 489 (95.32%)
Loss trades (% of all) 24 (4.68%)
Largest
largest profitable trade 4.99
losing trade -39.05
Average
profitable trade 4.84
losing trade -10.32
Maximum number
continuous wins (profit) 220 (1060.23)
Continuous losses (loss) 7 (-171.81)
Maximum
Continuous Profit (number of wins) 1060.23 (220)
Continuous loss (number of losses) -171.81 (7)
Average
continuous gain 49
Continuous loss 2
T=450 days:
Bars in the history 1,514
Modelled ticks 2027
Simulation quality n/a
Chart mismatch errors 0
Initial deposit 1000.00
Spread Current (20)
Net profit 2276.91
Total profit 2382.13
Total loss -105.22
Profitability 22.64
Expected payoff 4.44
Absolute drawdown 183.29
Maximum drawdown 571.60 (38.18%)
Relative drawdown 38.18% (571.60)
Total trades 513
Short positions (% win) 133 (96.24%)
Long positions (% win) 380 (96.05%)
Profitable trades (% of all) 493 (96.10%)
Loss trades (% of all) 20 (3.90%)
Largest
profitable trade 4.99
Loss trade -11.95
Average
profitable trade 4.83
losing trade -5.26
Maximum number
continuous wins (profit) 194 (933.04)
Continuous losses (loss) 13 (-88.79)
Maximum
Continuous Profit (number of wins) 933.04 (194)
Continuous loss (number of losses) -88.79 (13)
Average
continuous winnings 82
Continuous loss 3
It is actually not as simple as it seems when trading on D1. For example, in EUR/USD, I have to analyze 450 trading days in a trending strategy and 850 trading days in an anti-trending strategy, which suggests the existence and influence of economic cycles. I have not found any consistent pattern in intraday price movements.
T=850 days since the beginning of 2013:
Bars in history 1,514
Modelled ticks 2027
Modeling quality n/a
Chart mismatch errors 0
Initial deposit 1000.00
Spread Current (20)
Net profit 2118.52
Total profit 2366.08
Total loss -247.56
Profitability 9.56
Expected payoff 4.13
Absolute drawdown 423.90
Maximum drawdown 443.52 (43.50%)
Relative drawdown is 43.50% (433.52)
Total trades 513
Short positions (% win) 341 (96.77%)
Long positions (% win) 172 (92.44%)
Profitable trades (% of all) 489 (95.32%)
Loss trades (% of all) 24 (4.68%)
Largest
largest profitable trade 4.99
losing trade -39.05
Average
profitable trade 4.84
losing trade -10.32
Maximum number
continuous wins (profit) 220 (1060.23)
Continuous losses (loss) 7 (-171.81)
Maximum
Continuous Profit (number of wins) 1060.23 (220)
Continuous loss (number of losses) -171.81 (7)
Average
continuous gain 49
Continuous loss 2