From theory to practice - page 1135
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When it comes to the concept, yes. You can't find a better one. However, there is always room for perfection within it. From my perspective, these are the nuances that increase the likelihood of a positive outcome:
1. working with non-linear time. How this is done - I may or may not tell you.
2. choosing a different measure of the central tendency of the process than the SMA.
3. using SL and TP.
4. Neural network as a classifier of entry points (??? don't know, haven't used it).
etc.
In other words, if you squeeze out all the details from the idea, you get a sort of worker's grail.
The central tendency is a very important point, for sure.
Ha! Found the most ingenious post:
Forum on trading, automated trading systems and trading strategy testing
From Theory to Practice
Natalja Romancheva, 2018.09.23 20:50
Try to think about the fact that price movement events - ticks for the most part are not time-synchronised.
Decisions to make trades are made out of sync.
And you and the above researchers always have time on the horizontal axis.
And time, if we understand it as a measured order of events, on intervals of ticks is nearly always nonlinear.
Therefore all your statistics attached to linear time scale lame on both legs.
But on the intervals of a day or so the statistics will probably give results, because there is a rhythm there: the change of day, market opening time, the typical time of news release.
Figure out how to measure the horizontal dimension and you will be happy.
:-)
Strange that KinMax as the author of the idea of horizontal scale transformation hasn't touched this subject anymore and has poor results...
I want to report, especially for KinMax - horizontal scale should work with events(not necessarily ticks) but linked to time. I.e. the horizontal scale is a function of time.
Don't you get it? :))) If the Grail succeeds - I will tell you, as the author of the idea, in more detail what must be done and how it must be done.
Wait a month or two. Let's have a look at my state and then we'll discuss it.
I've started to notice that I too have started to talk in riddles and fog... :)))
I've started to notice that I too have started to talk in riddles and fog... :)))
It remains to buy a magic ball, learn to do magic hand passes and learn a couple of phrases like: "I'll tell you what was and what will be". Hang a sign saying "hereditary Mage in the third generation of white (black) magic," to give an ad in the local paper and the actual profit will not make you wait long. The background physicist will add his skills. ;)
I've started to notice that I too have started to talk in riddles and fog... :)))
It's called simply: getting bored of reinventing the bicycle
but you can't make it simpler?
The only thing left to do is to buy a magic ball, learn how to make magic passes with your hands, and learn a couple of phrases like: "I'll tell you what happened and what's to come". Hang up a sign saying "Third generation hereditary magician in white (black) magic", put an ad in the local paper, and you'll get your own profits in no time. The background physicist will add his skills. ;)
:))) In fact, working with transformed space-time metrics is such an unusual field of research that one can get bogged down in it forever and give false hope to those suffering.
That is, when I talked about stochastic processes, about kurtosis and asymmetry, these were generally understandable things. It was only possible to argue about whether it is possible to overcome the zero expectation by known methods.
As the practice showed, it is very difficult to overcome the conditional 0 and the process of market struggle, in this case, does not bring joy.
And turning to the studies of nonlinearity of the timescale, we come to absolutely different levels of abstract perception of market processes. One can reach the true grail, or one can just dump everything. There is no suffering around the zero expectation, and there can't be any more.
However, since I have moved to an unsupported research base, which cannot be found in books, then it would be logical to demonstrate the result first, and then move on to theory. If I want to by then :)))
Ha! Found the most ingenious post:
The statistics will probably give results in 24-hour intervals, because there is a rhythm there: change of day, market opening time, typicalnews releasetime.
I've written about it a thousand times)))
It is possible, of course, to speed up the research process.
The attached file is an archive of the second TF from Dukas.
Who knows Excel? How to convert Local Time column to decimal form to work with it as a set of numbers? I need information about time intervals between data from there.
I'm pretty sure, that instead of reply I'll get another spam email with coveted Signals, to which I need to urgently subscribe. But still...
It is possible, of course, to speed up the research process.
The attached file is an archive of the second TF from Dukas.
Who knows Excel? How to convert Local Time column to decimal form to work with it as a set of numbers? I need information about time intervals between data from there.
I'm pretty sure, that instead of reply I'll get another spam email with coveted Signals, to which I must urgently subscribe. But still...
here's the final version to make it easy to read
Good luck to you!
Sincerely
Che.
I've written about it a thousand times.)