From theory to practice - page 133
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Hi!
What are you guys talking about?
I don't get it.
They don't understand that the price goes where it goes.
The price changes just like anything else in nature. The wind is caused by pressure differences. Pressure differences create non-equilibrium. Any non-equilibrium system will tend towards equilibrium, its zero point. As one respected person said, it is as inevitable as peeing.
The price changes just like anything else in nature. The wind is caused by pressure differences. Pressure difference creates non-equilibrium. Any non-equilibrium system will tend towards equilibrium, its zero point. As one respected person said, it is as inevitable as peeing.
The only thing that confuses me at the moment is that no matter how sophisticated I am, with a frequency of observation of price movement <=1 sec. the sample size (for confidence level =99.5%)must be DIFFERENT for different currency pairs.
This is extremely frustrating and tiring for me. Now I am forced to calculate the observation window for each specific pair.
Here's a look for the USDJPY pair:
On the lower chart are the forecasts for different observation window sizes. As we can see USDJPY needs to calculate its exact sample size for forecast reliability level = 99.5% and EURJPY needs to calculate another one... etc.
Most likely, next week I will switch to exponential frequency >= 2 sec. and so on, until I come to that frequency of observation at which estimated sample volume for all currency pairs will be approximately equal, i.e. it will be possible to talk about observation in common space-time.
Page #133, and it's only now that I realise that there's a lot of bullshit going on here.
If you have nowhere else to spend your time, volunteer your time, it would do you more good.
Page #133, and it's only now that I realise that there's a lot of bullshit going on here.
If you have nowhere else to devote your time, you could do more good by volunteering.
You've convinced me - I'm off to volunteer. I'll be back when you personally, having lost your last shirt and left yourself with nothing but barefoot noodles, ask me to return to the forum. I will read it from time to time.
Never mind that. It's interesting to read the musings and follow the trades.
Yes, I am also in favour of progression, but as you can see there are no trades here and probably never will be, just thinking about nothing at all.
The advantage of all this is that the account will never be drained because there will never be any trading on it.
Alexander, let me express my opinion on the use of such a powerful mathematical apparatus to implement the uncomplicated idea of a high probability of the price returning to its average value. To my mind it's like shooting sparrows with a cannon, or (in a modern interpretation) C 400 missiles at home-made drones. )))
Here's a test EA exploiting the same idea. I have used 2 indicators + lot manipulation with no higher mathematics. The run was done on TF M5 EURUSD from 01.04.2017. As you can see there are a lot of trades and there is no need to make them out of a large number of currency pairs.
...
Here's a test of an EA exploiting the same idea. Used 2 common built-in indicators + lot manipulation and no higher mathematics. The run was done on TF M5 EURUSD on 01.04.2017. As you can see there are a lot of trades and there is no need to make them out of a large number of currency pairs.
You have few trades and this is not enough to draw conclusions.
Here is the necessary minimum:
//---
But actually this is not enough. You need to test on all available history and on all symbols and timeframes.
Such systems are very much dependent on the spread and stop levels. Therefore, the tests should be conducted in different conditions at different brokers.
Only in this way there is a chance to build a stable system. But this requires a lot of resources and power. Otherwise, tests and the search for the optimal parameters will take forever.