From theory to practice - page 663

 
Evgeniy Chumakov:
I have an old com I am currently testing on euros since September 1, so I have been waiting for probably 40 minutes.

:((( That is, if you take an archive of several years, how long do you have to wait?

And I need to test all 32 pairs for at least 10 years.... Fucking hell.

 
Alexander_K2:

:((( That is, if you take an archive of several years, how long do you have to wait?

And I need to test all 32 pairs for at least 10 years.... Oh, bollocks.


I'm shocked myself. I'll have to look at the code, maybe remove extra calculations somewhere.

 

It was the second hour of the test...

All in all, I have about 3 hours on my computer for a month's test, a year of 36 hours.

 

Around September, I couldn't bear to wait any longer.


 
Evgeniy Chumakov:

Around September, I couldn't bear to wait any longer.


The grail... How I love money... To the point of madness.

Thank you, Gianni!

 
Alexander_K2:

The Grail... How I love money... It's mind-boggling.

Thank you, Gianni!

If you like it a lot, then you don't part with it. And if you like spending it, it means you don't love it. Such a paradox.)

 
Alexander_K2:

The Grail... How I love money... It's mind-boggling.

Thank you, Gianni!

Three deals? ))

 

Can I ask for a histogram of this amount. Maybe there's something interesting there.

 
Alexander_K2:

Why?

To be honest, I still can't give a 100% recommendation on window size...

I only have 2 arguments in defence of 24 hours specifically:

1. it has a pseudo-Poisson flow of tick quotes

2. it was used successfully by old Gunn.

That's it.

The 20 o'clock window shows part of the intraday impulses, the 30 o'clock window shows (preserves) the trend direction. The maximum time of trading activity is 19 hours.

 
Alexander_K2:

3. read the simple MA of this sum of increments in the sliding window.

4. we do not enter the trade immediately after crossing the upper limit of the channel by the sum of increments, but with MA>0

Why do you need this strange MA? Is there even one example when the black line touches the upper limit and the MA is < 0?

Reason: