From theory to practice - page 260
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Yes, EURUSD is there. The intensity resembles a sawtooth signal. Minimum in the Asian session (at night), maximum in the American session (in the evening). It seems that they form these 2 modes. But what practical use is it for me - I do not understand. Maybe a sliding window to make 12 hours? While - I do not know. And maybe there is no use, it's just a pretty picture...
That's right, it should be, there should be periodicity, there should be dynamics. I like your trading ratio and you can see that it works. Although for even lag reading intervals, there should also be periodicity, maybe less.
That's right, it should be, there should be periodicity, then the system reacts dynamically and adjusts to market conditions. I like your trading ratio and you can see that it works. Although for uniform lag reading intervals, there should also be periodicity, maybe less.
And why is there no 3rd mod - European???
And why is there no 3rd fashion - European???
Wait, come on, are you sure you're saying there's no European? There should be, only less American but more Asian, check.
Ladies and gentlemen!
Do not assume that today's and future posts on this thread mean that I have suddenly begun to have doubts about something.
Not at all! As before - I will send the model to those who need it and will open the trading signal from the 1st of April.
At this stage I am searching for a way to increase the percentage of profitable trades from 80% to 100% and nothing more.
Thank you.
Wait, come on, are you sure you're saying there's no European? There should be, only less American but more Asian, check.
There isn't one. It's kind of "smeared" between Asia and America because of the observation window = 4 hours. So I'm wondering - if we set the window = 8 or 12 hours, would that mean we'd still have a unimodal distribution, which by definition is easier to work with? I don't know... And there's no time for experiments anymore...
At this stage, there is a search for a way to increase the percentage of profitable trades from 80% to 100% and no more.
Can you give an example of these 20% unprofitable, what do they look like and when do they happen....
Can you give me an example of these 20% nonprofits, what they look like and when they happen....
There are examples on a thread somewhere.
But the principle is the same:
1. The price goes beyond the dispersion lines of the process.
2. The Nonparametric Skew asymmetry coefficient is quite high, on the order of 0.16-0.20.
So, 80% of the time it means going back to the mean, and 20% of the time, alas, it's only mid-trend. At best I get 0.
The asymmetry coefficient increases the quality of trades a little, but compared to the diffusion coefficient it is not noticeable at all.
So - the main thing, of course, is to correctly calculate the variance of the process, without involving RMS.
As we all know very well, one parameter is not enough!!! You need another one, like Hurst... So far I can't find it, because Hearst includes just the calculation of RMS, and there is no way to do it. This thing does not work as well as Nonparametric Skew...
Is it OK that dispersion and RMS are almost the same thing? ))) At least they have a strict functional relationship) Or have you invented your own variance?
It just stings the eye to see the incorrect treatment of commonly used terms, throughout branch.
Is it OK that dispersion and RMS are almost the same thing? ))) At least they have a strict functional relationship) Or have you invented your own variance?
It just stings the eye to see the incorrect treatment of commonly used terms, throughout branch.
The correct term, of course, is DIFFUSION instead of dispersion.
Maybe you meant to say "deviation"? It's just that both deviation and skewness and dispersion are entities everyone understands, they have formulas for how to calculate them. And what is "diffusion" in your understanding, numerically - no one has a clue) it would be respectful to the participants of the conversation to either give definitions of the terms or use generally accepted ones).
I was taught in physics class at school that diffusion is a process, not a parameter)