From theory to practice - page 673

 
Variance gamma process - Wikipedia
Variance gamma process - Wikipedia
  • en.wikipedia.org
There are several representations of the VG process that relate it to other processes. It can for example be written as a Brownian motion with drift subjected to a random time change which follows a gamma process (equivalently one finds in literature the notation Γ ( t ; γ = 1 / ν , λ = 1 / ν ) {\displaystyle \Gamma (t;\gamma =1/\nu...
 

As my grandfather used to say: 'When you go to the toilet, don't just sit there - think about something'.© Dmitry Nagiyev


Here are the results of the test from September to today on the eurusd pair.

How it differs from the original version:

1 - The price value from the M1 bar is taken differently.

2 - Instead of 2.98 fixed multiplier in the variance formula D = 2.98 * (Summa(Abs Return)/Sqrt(t), we used a dynamic multiplier.


At this point we can assume that the law Summa(Abs Return)/Sqrt(t) works in principle. The thing is this multiplier or as Alexander calls it - the quantile.

This test, of course, is not an indicator, but probably we can conclude that the formula for calculating the dynamic quantile is correct somewhere!

 
Олег avtomat:

you won't believe it... but what I was looking for, I found. And it's not just one solution, but a chain of solutions. Without finding a solution to the previous problem, it is impossible not only to solve it, but even to formulate correctly the next problem. Although I don't think it's clear to you... You see only arrows, you cannot see beyond them.

Having found a solution to the current problem, I do not stop, but keep digging further and deeper.

But you cannot understand why and why I do it.

I don't need your hints, you bloody hinter... Will you take part in a contest with real prizes? Or don't you want to? If you want to take part - I'll tell you where.

I can continue my branch if you want.

Yes, it would be cool, better a new one, which will be in 3-4 messages briefly described what I achieved and how it gave results ...

as i understand it, philosophically what i have worked for you is called finding the bifurcation point of the moment of transition between atractors...roughly speaking...

it looks like a focus of energy on a small stretch of time...with the system itself not ready to accept this energy and behaving unsteadily before evolution.

 

Maybe I'm missing something, need money - Ishimoku, let's say, to help. If you don't need it? Then... :)
Some traders have MA(9) on the chart. On the market the liquidity providers with their large lots are chasing the money that has already been placed or has been announced in the form of orders of various kinds. Voluntarism in its purest form. And there is an indicator RSI, for example, to play on the pullbacks, and then only for the corridors. I've already lost track of it. I'm sorry. Forgive my stupidity, explain in our own way, in our own way.

Ishimoku indicator

Ma 9

 
Oleg Papkov:

Maybe I don't understand something, if you need money, the Ishimoku will help. If you don't need it? Then... :)
Some traders have MA(9) on the chart. On the market the liquidity providers with their large lots are chasing the money that has already been placed or has been announced in the form of orders of various kinds. Voluntarism in its purest form. And there is an indicator RSI, for example, to play on the pullbacks, and then only for the corridors. I've already lost track of it. I'm sorry. Forgive my stupidity, explain in our own way, in our own way.


The movements of everyone in the market are about 99% likely to eventually overlap you have no idea how narrow the green profit corridor is.

Unless, of course, you plan on not losing your deposit and want to make money in the long term.

The real reason for this is that you don't want to lose your deposit and you don't want to take profits in the long term.

 
Martin Cheguevara:

movements everyone in the market is about 99% likely to eventually overlap you have no idea how narrow the green profit corridor is.

And even simpler, please make me feel, here is an approach, a trading system of actions and rules that will bring profits. Here's the TS on MA9. H1 timeframe.

Ma9 with explanations

 

I will come back exclusively and only with +25% or more per month. Otherwise, it's all nonsense and empty-headedness. It's not right for me to embarrass myself with zero profit in my pocket.

 
Oleg Papkov:

And even simpler, please make me feel, here is an approach, a trading system of actions and rules that will bring profit. Here's the TS on MA9. H1 timeframe.


This is what you think it will do manually. Try to trade like that for a year or two and you'll see what I mean.
Somewhere I have a special software on mql4 to open when testing trades manually...
 
Evgeniy Chumakov:

At this stage we can assume that the law Summa(Abs Return)/Sqrt(t) works in principle. It's all about this multiplier, or as Alexander calls it, the quantile.

This test is certainly not an indicator, but probably can draw some conclusion that the formula for calculating the dynamic quantile is somewhere correct!


If you manage to do it, it will be an unreal breakthrough in the improvement of results. I am not able to do it...

And yes, Eugene - you do not need to post your algorithms here. Let it be your personal victory. But, you are welcome to post the real state + phrase like "made by motives of this branch with calculation of dynamic quantile" or any other brief description. It will inspire a lot of people, and this moment in life is worth a lot.

That's all for now. Good luck to all!

 
Martin Cheguevara:
You may think that it works by hand. You may try to trade for a couple of years and you will see what I mean.

I agree, manually is difficult. It's a hassle. I've made my own automatons, which I'm happy with, whatever you say about the way of trading. I have somewhere an Expert Advisor on MA, it's not on the site, only the parameter is 18, not 9. I also opened it on different signals. I have also obtained satisfactory results on accounts with zero spread and commission. The TS works. I do not want to look for it. I will not look for it.

Reason: