FOREX and ECONOMETRY. Theory, practice, forecasts and implications - page 21
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I don't know yet.
This will be the subject of a thread.
I don't know yet.
This will be the subject of a thread.
Tested in different "poses", from 2015.11.18 on the real Yusuf VS Artem indicator
Interesting stuff
I will first show you a bigger graph to get a better look at the results:
Initially we decided to describe the MA in the form:
MA =a0 + oO + hH + lL + cC
It is necessary to realize what we have got and program the indicator to be able to consider it in any TF and period. Now it was accepted: TF H1, period 20. The data is from the beginning of 20017 to the present time.
Oh Yusuf, you have learned how to predict the moving average - cool! Then I can offer you (absolutely free), a real, i.e. 100% grail. If you know the value of the moving average one bar ahead, that generally speaking means you know the future price one bar ahead. Really: MA1=MA0-Cn0/p+Cn1/p;
where MA1 - the next value of the moving average; MA0 - the current value of the moving average; Cn0 - the leftmost price at calculation of MA0; Cn1 - the future price; p - the moving average period;
After elementary transformations of this formula we obtain Cn1=(MA1-MA0)*p +Cn0;
In other words, by constructing the MA, for example, by closing prices of D1 and calculating its next value you will know today the closing price of the next day - opened in this direction and made a profit, and if the same is done for all pairs? In a year, all the money in the world will be yours.
However, there is one small thing - the next moving average must be forecasted accurately. But for an econometric guru like you, I think it's a piece of cake.
Tested in different "poses", from 2015.11.18 on the real Yusuf VS Artem indicator
Interesting stuff
I'm glad for you, but most traders still have a long way to go before they realize and understand this fact, since"Market Theory" is a completely different level of market representation. Good luck
Many users get bored, and if they have an education and more than one, which is not uncommon, there is always a reason to question, to throw all sorts of formulas, to operate with different theories ........
If you don't have an education, you have to be a practitioner. Out of all the tested indicators for the sixteenth year, yours has won.
There is such a thing:
So this is the processing and smoothing of the noise?
No. This is a check for "outliers" in the sample.
Outliers need to be removed.
If you buy euro futures, you have to have the currency you buy them with. All major currencies are linked to the dollar, that is, if you buy a euro futures for rubles, you kind of automatically sell the dollar and buy rubles, respectively, the dollar quotation decreases (a rough example), and you buy a eurodollar futures and it rises, but not because you bought it, but because before you performed a currency conversion operation and sold the dollar. And by buying a futures contract, you simply arbitrage the situation. If you don't do it, someone will do it for you.
You simply will not feel this misbalance, and as soon as you get ready to buy Eurodollar futures, they will automatically become unprofitable for you, because you already had in your hands rubles which earlier decreased the dollar value, accordingly Eurodollar futures already discounted this change. That is essentially an arbitrage that you will never have time to conduct... either you have to sell the quid immediately, buy rubles, and then buy Eurodollar futures before it has time to discount your sale of the dollar.
You don't have to beat the market.) You have to live with it in peace and harmony. And one should not even try to predict anything, because the future, with rare exceptions, is unpredictable. Then everything will work out. But that is a separate and difficult topic.