From theory to practice - page 1002

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Alexander_K:

I don't understand - how to deal with this mathematically. What's wrong with declaring one's own feeble mind and asking for help?

I do not understand - why, when the price exceeds all imaginable and unimaginable limits, in 98% of cases, it either uncontrollably goes back to the moving start point (conventional - to the average), or balances near a small loss, and in 2% of cases the price is following the trend, ruining everything and everyone.

This is definitely not SB.

I don't know how to mathematically define those 2% disasters - that's the trouble.

The trouble is that I've said a lot about what you've so readily stumbled upon.
Sorry, I'm getting tired of explaining.
Just going to watch people bang their foreheads against the wall thinking it's not a wall but a goldmine...what else is left...unfortunately...
But at least you're practicing, which is pretty cool! At least someone here is practicing and scientific, not just saying something out of the blue.
 
Martin Cheguevara:
The trouble is that I have said too much about what you are so eagerly stumbling upon.
Sorry, I'm getting tired of explaining.
Just going to watch people bang their heads against the wall thinking it's not a wall but a goldmine...what else is left...unfortunately...
But at least you have practice, which is already very cool! At least someone here is engaged in practice and scientific analysis, and does not say something out of the blue.

he writes correctly

price is not SB

a good start and the right attitude

So, the indicator is a quantitative measure of price movement, first of all (operational mathematics), but it's not a valuable guideline for practical application and prediction.

 
Martin Cheguevara:
The trouble is that I have said a great deal about what you stumbled upon so eagerly.
Sorry, I'm getting tired of explaining.
I'll just watch people banging their heads against the wall thinking it's not a wall but a goldmine...what else is left...unfortunately...
But at least you are practicing, which is already very cool! At least someone here in practice and scientifically with reason and arrangement, and not the bummer says something.

Let's speak frankly - general discussions are not enough for me, I need a specific direction of research (asymmetry was investigated in LS, remember?).

Roughly speaking - I need only one phrase from a knowledgeable person, such as "Research ...". That's it. A specific problem statement for the detection of the "trend/flat" parameter. I am convinced that there is such a parameter.

In exchange for this person - respect and a ready-made grail. Let him have two of them. It will not hurt.

 
Alexander_K:

Let's be frank - I don't need much general reasoning, I need a specific direction of research (as the asymmetry was investigated in the LS, remember?).

Roughly speaking - all I need from a knowledgeable person is one phrase like "Research ...". That's it. A specific problem statement for the detection of the "trend/flat" parameter. I am convinced that there is such a parameter.

In exchange for this person - respect and a ready-made grail. Let him have two of them. It will not hurt.

Forum on trading, automated trading systems and testing of trading strategies

From Theory to Practice

Martin Cheguevara, 2018.10.23 20:39

I gave a clear scheme of what to look for how to cost a system.


 

Forum on trading, automated trading systems and testing trading strategies

From Theory to Practice

Martin Cheguevara, 2018.10.23 20:49

I also have everything counting itself and without TV at all.

And everything works great. There is no calculation period even everything works by itself.

Here you are, use it to your health. I haven't seen a better one for trading anywhere and probably won't.

It really works in practice for me.

Unlike theory.

All you need is :

a) start of bar calculation on the current chart

b) analyzed timeframe

The further from the current bar the start of calculation, the higher the probability of the maximum adaptation to the price movement. Adaptation itself "adjusts" itself need only to take the beginning of calculation away from the current bar more than 1000 bars

everything.

 

Forum on trading, automated trading systems and testing trading strategies

From theory to practice

Martin Cheguevara, 2018.10.23 21:24


In the process of wrestling with the truth, delusion exposes itself...

It all makes sense... OK.

Sincerely wish for something to be found someday.... I can only wish you blind luck in your search on such a dangerous road as you have chosen...


 

Forum on trading, automated trading systems and testing trading strategies

From Theory to Practice

Martin Cheguevara, 2018.10.23 20:59

There are a lot of talented people in this thread, so can we move on to practice at last?) And take a chance to use collective intelligence?)What do you think?

Because I do not think, I'm even 99% sure, that you will find something in the next 100 pages, which will be dramatically better than this algorithm.

I could make it multi-timeframe, so that it shows all the latest levels of the last channel on all TFs.

But I already did it...it was of little use to the robot. That is why I simply threw the idea away and did not use it again.


 

Forum on trading, automated trading systems and testing trading strategies

From theory to practice

Martin Cheguevara, 2018.10.22 11:29

In my opinion, what really needs to be done here is to divide the thread into several components, namely:
Definition of risks 1.
2. Supporting and closing orders
3. Signalling system of trusted entry points
4. order system for trading in the market
5. Monitoring of trade orders
6. Determining the baseline and the most effective statistical indicators for adapting order tracking
7. Defining "flat" "trend" using recursive periodless method.
8. Analyzing each tool's characteristics and "degrees of freedom" to achieve profits based on the order system.
9. Analyzing and assessing the factor of deposit restore (initial and including maximum profit) after losing some part of it or after serial losses.
10. Study of "break-even" strategies when profit probability tends to 1, and loss probability to zero.
11. Research on the application of market tick volume "ripples".
12. Basic trading strategies using one order taking into account 98% randomness of the price in order to use small, although small, percentage advantages due to a slight shift of the probability distribution curve.
It goes like this... And each question requires two or three programmers and a mathematician... Why each question... because each question should be solved in parallel as each question depends on the others, it's easier and more efficient to connect so many factors when there are already separate ready modules but not combined at the beginning rather than at the end.
I would put the question "from theory to practice". I think with an intensive round-the-clock mode in two to three months would be a fully ready and effective product.Unfortunately, as already imprinted earlier, it's impossible to organize such a thing here. And in other places and forums all the more so, as nowhere have I seen such a close community like this hot and lively discussion of various topics ...

 

Martin Cheguevara:

The farther from the current bar the start of calculation, the higher the probability of the maximum adaptation to the price movement. The adaptation "settles" itself, you should only take the beginning of calculation farther from the current bar than 1000 bars

That's not why, buddy, that's not why.

the market may wait for your 5-10 calculation bars and then it will do what it needs.

But you're right, I'm not arguing

 

"2. The solution is to find the asymmetry of the two forces. The problem hereis the calculation period, which also needs to be adaptive so as not to be too sensitive or vice versa. So far there is no solution to this question."

found it ;)

process memory is like that ;)

1...9959969979989991000100110021003100410051006100710081009...1981
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