From theory to practice - page 1279

 

Can anyone explain to me why the sum of the increments after exceeding the confidence interval goes to zero, but the price goes in the opposite direction.

What is the reason?

The variance is not constant?

The observation window shifts and the information is discarded?


Don't judge too harshly if anything))

 
multiplicator:
So what? my philosophy is that the market is a regulated object. and it is regulated, in most cases, towards stabilisation.

Mm-hmm. You're the I&C guy or something? Not bad. PID control can also be considered relative to the average as an assignment. I think that's what the machine was doing, but, alas, it was unsuccessful. The reason is that the system energy parameter was completely absent.

 
Alexander_K:

Mm-hmm. Are you the instrument maker or something?


What's that supposed to do? At least you know about the process, in the sense of what needs to be regulated in the process.

 
Evgeniy Chumakov:


What can this help? At least the process is known there, in the sense of what needs to be regulated in the process.

Well, the idea seems to be the same - when the mismatch increases, it opens a deal to return to the job. Only without additional parameter such thing will not work and Automat was convinced in it.

 
Evgeniy Chumakov:

Can anyone explain to me why the sum of the increments after exceeding the confidence interval goes to zero, while the price goes in the opposite direction.

Because the price is primary, it does not owe anyone anything. The sum of increments is a derivative of the price, a stationary form of the cyclical part of the price.

The sum of increments is a consequence of price, not the other way around.

Simplified model: price = trend + cycle. In this case, the sum of increments is one possible realisation of the "cycle".

Considering in this model only the cycle, and not considering the trend, you will regularly observe that "price went against the pose".

 
Alexander_K:

Well, the idea seems to be the same - when the misalignment increases, a trade is opened to return to the job. Only without additional parameter such thing will not work and Automat has made sure of that.


Well, the idea is kind of yes. But the process is known in full. There is a setting that, say, the temperature is so-and-so, so control it.

In our case we have to start with the question "The formation of price on the Forex market". Why it moves this way and that way.


p.s. I'm going to put a narrowing device on the bolinger channel to measure the pressure drop and the flow of money )))
 

Everyone has an irresistible urge to trade counter-trends just because the indices are lagging.

In other words, they are late when they should have been buying, and now it is probably time to sell.

But as soon as we introduce the notion "most likely", the problem of distinguishing between a trend and a flat starts.

At the same time we take a possible reversal point as a flat.

So a lot of problems appeared.

Isn't it easier to figure out first - why and by how much the indicator lags????

//don't ask me, I am not interested in such problems, I've already understood them.

 
Renat Akhtyamov:

Everyone has an irresistible urge to trade counter-trends just because the indices are lagging.


How can they not be lagging if you're already counting the past? If they were counting bars into the future, then ....

 
Evgeniy Chumakov:

p.s. I'm going to put a constrictor device on the bollinger channel , I'll measure pressure drop and money flow )))
This is the right way to go. In the end it will not only be as good as A_K's, but also much easier).
By the way, mechanical engineer Bollinger recommended exactly that).
 
Evgeniy Chumakov:


How can they be non-lagging if you're already counting the past? If they were counting bars into the future then ....

Some do, and quite successfully.
Reason: