From theory to practice - page 262
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Alexander, is a sine wave a non-Markovian process, as you understand it?
As an experienced demagogue, I will give a florid answer:
Any process that can be represented by recurrent formulas is non-Markovian
And how did you know that you were able to transform a non-Markovian process into a Markovian one?
and what, in your case, does that even mean :)
It gets quite complicated. Infinitely many mirror exponential distributions, each with exponentially varying lambda and multiplier X.
Because of the small number of data, the bottom of the logarithmically scaled graph is truncated, so it is clearer all the same.
It gets quite complicated. Infinitely many mirror exponential distributions, each with exponentially varying lambda and multiplier X.
Well, that's understandable. That's why it's cross.... In essence, cross is simply a factor between two majors.
However, it has ticks of two currency pairs and to understand it or see some logic... It seems to me that there is no logic there.
It's probably easier to look at the majors.
take a pair of fast muwings, after your signal wait for them to cross in the opposite direction, and only then open (if the crossing occurred above the signal level for selling, the opposite for buying)
you can take some adaptive ones, you can pull a stop order at a distance calculated on the last volatility
But you don't have a tester, so even going through the different options is a problemGood suggestions, but I have a hunch that if the author waits for a reverse muwings crossing to enter after receiving a "diffusion signal", he will kiss most, if not all, of his profit in profitable trades goodbye. This is a counter-trend system, all the best it earns if you jump from the very top of the divergence, and while all confirmations will gather that it has gone to the average, by this time it will reach the average!
Stop dragging is probably a better idea and I suggested it above in this thread, immediately mentioning that it is trivial. Advantages: it will not hurt profits in profitable trades, will not let you sit out losses and possibly protect you from Mega counter-trends, which can potentially lead to a loss of the deposit altogether! However, with this stop the author will have to say goodbye to 80% of profitable trades! This is a very good indicator, and I understand him psychologically. The percentage value of profitable trades will fall by dozens of percent using a stop loss.
The thing is that all imaginable trend detectors are lagging. I would really like Alexander_K2 to invent an inconceivable detector, which does not lag and will detect a movement before it begins. But what the hell, how the hell? I was reading about Hearst the other day, people don't like him. People who have tasted Hearst say it lags more than slides.
Cagliostro's crystal ball would help... ;)
We'll get it out of the future, not the first time!
Good suggestions, but I have a hunch that if the author waits for a reverse muwings crossing after receiving a "diffusion signal" to enter, in profitable trades he will kiss most, if not all, of his profits goodbye. This is a counter-trend system, all the best it earns if you jump from the very top of the divergence, and while all confirmations will gather that it has gone to the average, by this time it will reach the average!
Stop dragging is probably a better idea and I suggested it above in this thread, immediately mentioning that it is trivial. Advantages: it will not hurt profits in profitable trades, will not let you sit out losses and probably protect you from Mega counter-trends, which can potentially lead to a loss of the deposit altogether! However, with this stop the author will have to say goodbye to 80% of profitable trades! This is a very good indicator, and I understand him psychologically. The percentage value of profitable trades will fall by dozens of percent using a stop loss.
The thing is that all imaginable trend detectors are lagging. I would really like Alexander_K2 to invent an inconceivable detector, which does not lag and will detect a movement before it begins. But what the hell, how the hell? I was reading about Hearst the other day, people don't like him. People who have tasted Hearst say it lags more than slides.
Cagliostro's crystal ball would help... ;)
We'll get it out of the future, not the first time!
Not so much:
there was a sell signal, but price continues to rise for a while... we wait for the muwings to cross above the sell signal level, i.e. reduce the probability of catching knives
same thing with stop orders, we put a sell stop at the sell signal level, if price went against us by n-pips, and trails behind the price until it triggers
in both cases we get a better opening price for the signal, but we may miss some if the price goes immediately in the direction of the forecast. But in this case we can open in portions - some at the current signal and some at a better price. It may seem like a small thing, but sometimes it increases the probability of winning considerably.
Why do we need to know the tails of the time interval distribution? Do you want to find the exact formula? That is, if it turns out to be the product of some function by an exponent, then work exactly on the frequency of the exponent?
This is one of the main questions. I'm not ready to comment on it now, a lot will depend on your data which you will give, Alexander, I think even 300 000 won't be enough, I want more! Is it realistic? I've been thinking about it for a long time, I don't know, dr. I don't know, Dr. Trader, can you help me? As Alexander will provide the data, you need to mix up this sample in such a way as to clearly pull out the exponent, and all that remains is to identify what kind of distribution it is. I doubt it's logarithmic. But let's see...