From theory to practice - page 461
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How do you determine that???
I exclusively use the built-in functions in VisSim, and I trust that system. If it determines ACF incorrectly - that's what I'm talking about.
That leaves hope for entropy (non-entropy)... Let's try it...
Alexander, I've already said that the price moves in a pattern. You are digging in the wrong place. And if there, am I wrong?
My dissatisfaction and resentment of the ACF has to do with this.
A trade just closed at almost 50 pips:
Well, okay, great.
But, look at the entry point. At that point, the ACF was <0, and there was an outlier of confidence level = 99.95% for a normal distribution!
So what force dragged the price further down??? I don't get it...?
It turns out that here is something else.... Mystery!
Yes, I'm pleased with a great deal - but, where's the guarantee that the price won't jump into the deepest negative next time at all?
Alas, ACF doesn't give those guarantees...
When you learn to use the Strategy Tester you'll be in the profit by ACF, and as soon as you learn to use the Strategy Tester... You'll write that the tester is lying and the results are different in real trading
We don't know why we started to use these strategies, we cannot do it properly. For the suffering of realizing the truth is sweeter than a quiet life of self-deception.
ZZZY: Don't take it personally, I remember myself, about 6-7 years ago, I also worked, and I didn't want to learn MQL, did everything in Delphi, everything worked, but then time passed, I don't know how, but I started to learn MQL, tested other people's strategies in the strategy tester, learned to use the strategy tester and ... And then I tried to analyze what I had working in the strategy tester, and it didn't work there! ))))
Igor Makanu:
I did everything in Delphi, everything worked, but then time passed, I don't know how, but I started learning MQL, started testing other people's strategies in the strategy tester, learned how to use the strategy tester and ... And then I tried to analyze what I had working in the strategy tester, and it didn't work there! ))))
So what is the difference between Delphi and the tester?
So what is the difference between Delphi and the tester?
The tester is cooler, you can visually analyze how the Expert Advisor trades and how the indicator counts, I was not planning to write my own tester in a third-party programming language, I just used ready-made libraries in DElphi for mathematical calculations, part of them I visualized in Delphi
Then I've been craving for ticks, arranged my data transfer via DDE, and then... Then I switched completely to MQL
If you remember yourself and look at the feelings of others (everyone goes in one circle), you can do everything with MQL, and the only question is time and reading the materials on this site
Link to a very important post:
Forum on trading, automated trading systems and trading strategy testing
The market is a controlled dynamic system.
Oleg avtomat, 2018.08.16 09:40
.
We are interested in non-stationary processes, though. (I underlined)
(with stationary ones everything is clear).
You should understand that tau is an argument of the autocorrelation function. Different tau will have different ACF values. That is, with tau=const we get one point of ACF. Do you understand that?
So what force pulled the price further down??? I don't understand... where is the guarantee that the price won't jump into the deepest negative next time at all?
Alas, ACF makes no such guarantees...
You're getting an F in maths again.
Random process is called random because there are no guarantees.
You will never be able to determine every single entry point. You can only determine it byaveraging over a set of points, plus minus some error.
Link to a very important post:
Actually, these are the basics, knowledge of which is assumed by default.
Link to a very important post:
and in other words, the acf of an unsteady process is wild
My dissatisfaction and resentment of the ACF has to do with this.
A trade just closed at almost 50 pips:
Well, OK, great.
But, look at the entry point. At that point, the ACF was <0, and there was an outlier of confidence level = 99.95% for a normal distribution!
So what force dragged the price further down??? I don't get it...?
It turns out that here is something else.... A mystery!
The nature of this force may be different. Revolution, war, sanctions... news in short. Look what happened to the Turkish lira USDTRY from August 10 onwards. This is something which does not fit in any statistics, it is a black swan. Nassim Taleb "Black swan".
And this is not a mystery, but a peculiarity and insidiousness of financial markets, repeating periodically.
Yes, I am satisfied with a great deal - but where is the guarantee that the next time the price will not jump into the deepest minus?
Alas, ACF makes no such guarantees...
There are no guarantees and there cannot be any. And the limitation of losses is used in order not to lose more than one transaction earned in six months to a year. In the simplest case, there is a stop-loss. Unfortunately, it can also trigger during the crisis with the huge slippage. But in general case strict stop-loss limitation gives at least some guarantees from instant ruin compared to closing a position according to a condition. And one does not prevent the other.
and in other words, the acf of an unsteady process is wild