From theory to practice - page 493

 
Dmitriy Skub:

I don't get it, have you given up?

It seems so. So, when working with sample volumes, you need to know what the distribution with its moments is now. Oh, please - that's crazy... Increase the sample volume to infinity? :)))

We need new ideas like air... Preferably not related to concepts like "sample size" or "moving observation window"...

This branch is finished.

Bottom line: stupidly 0% profit in 5 months of trading. No joy, no sadness... Indifference.

 
Alexander_K2:

Oh, please - it's crazy...


What did you expect? It's just not going to happen.
 
Alexander_K2:


We need new ideas like air...


Idea 1 - Dynamically change the window until the distribution corresponds to the desired one.

Idea 2 - Compare the current histogram for n periods with histograms of statistics for n periods (from history); if the correlation is positive, we can assume that the areas are similar and the situation will repeat as in the past.


Bullshit, of course, but.....
 
Alexander_K2:

It seems so. So, when working with sample volumes, you need to know exactly what the distribution is now with its moments. Oh, please - that's crazy... Increase the sample volume to infinity? :)))

We need new ideas like air... Preferably not related to concepts like "sample size" or "moving observation window"...

This branch is finished.

Bottom line: stupidly 0% profit in 5 months of trading. No joy, no sadness... Indifference.

First of all, 0% is already a decent result. You may say that you entered the 5% of traders.

Secondly, for such a system I would increase the number of trades per day/week and add a non-linear filter. This would shift the MO to the plus side, with an adequate filter.

All IMHO.




Close
 
Dmitriy Skub:


Secondly, for such a system I would increase the number of trades per day/week


In what way? If a trade depends on a breakdown of the variance interval. The bigger the window the wider the channel, the fewer the trades.

 
Evgeniy Chumakov:


In what way? If a trade depends on a breakdown of the variance interval. The bigger the window the wider the channel, the fewer the trades.

That's for Alexander to know better - his task.
 
Alexander_K2:

It seems so. So, when working with sample volumes, you need to know exactly what the distribution is now with its moments. Oh, please - that's crazy... Increase the sample volume to infinity? :)))

We need new ideas like air... Preferably not related to concepts like "sample size" or "moving observation window"...

This branch is finished.

Bottom line: stupidly 0% profit in 5 months of trading. No joy, no sadness... Indifference.

So constantly adjusting to a departing train, maybe look for a quasi-stationary parameter at least to push off something, dynamics won't help
 
Novaja:
So constantly adjusting to a departing train, maybe look for a quasi-stationary parameter at least to push off from something, the dynamics will not help

The idea of entering against price movement is inherently flawed and trying to make a profitable TS on that basis is a waste of time. You need to look for ideas on how best to join the direction of price movement. I assure you, such work will be more fruitful.

 
khorosh:

The idea of entering against price movement is inherently flawed and trying to make a profitable TS on that basis is a waste of time. You need to look for ideas on how best to join the direction of price movement. I assure you that such work will be more fruitful.

Have you found any?
 
Novaja:
Have you found it?

What I wrote above is the conclusion from my results. And it is enough to have a knowledge of elementary algebra and geometry.

Reason: