From theory to practice - page 1209

 
Pictures without figures are not interesting for complete analysis. On the other hand, there may be stoplosses for the system and not as individuals, and this situation may not happen. One thing is certain. Stata is not enough, as it is with me.
 

It may be useful for the topicstarter to create a grail.

This project introduces an ABS absolute currency and through it calculates the absolute rates of all available currencies (the technology is described in the article "From currency pairs to absolute rates of individual currencies").

АБСОЛЮТНЫЕ КУРСЫ ВАЛЮТ НА 23.04.2019
  • 2019.04.24
  • www.abscur.ru
EUR/ABS = 19.6914 (0.08%) USD/ABS = 17.5242 (0.16%) RUB/ABS = 0.2749 (0.39%)
 
Evgeniy Chumakov:

It may be useful for the topicstarter to create a grail.

This project introduces an ABS absolute currency and through it calculates the absolute rates of all available currencies (the technology is described in the article "From currency pairs to absolute rates of individual currencies").

Looking ahead I will say that it will be the same as in any other chart. The portfolio can be constructed in any way. And the trading will be done only by TA.
 
Evgeniy Chumakov:

It may be useful for the topicstarter to create a grail.

This project introduces an ABS absolute currency and calculates absolute rates for all available currencies through it (the technology is described in the article "From Currency Pairs to Absolute Rates of Individual Currencies").

read

the basis of the calculation is based on:

there is a clear error here...

there is no linear relationship

for the ABS is nothing but a floating quid rate

 
Alexander_K:

The signal is switched off on purpose, so that those who suffer will not stare at it, but look for the "trend/float" key.

Sasha, hi.

Maybe there's a trend/flat key in the attachment? Take a look.

Files:
 
Alexander_K:

The signal is switched off on purpose, so that sufferers will not stare at it, but look for the "trend/float" key.

The "trend/float" key will not save you if you were in a flat and suddenly started trending, and you are already in a deal.
It will only protect you from not entering into deals during trend periods.

Sometimes they talk about a "calm/quiet" market.

The only thing they say is "impulse/flat" (you should only filter out impulses).


And on what period are you going to check the "trend/flat" key? on the period of the whole moving window, or on the period of the deviation from the average?

 
Alexander_K:

:))) Nah, that's even better:

The higher you go, the harder it hurts to fall)

IMHO.

 
Renat Akhtyamov:

read

the foundation of the calculation is built on:

there's a clear error here...

there's no linear relationship there

For the ABS is nothing but a floating quid rate.

Renat remember the topic about variance and the line which is displayed so that the price variance around this line is roughly constant?

can you give me some pointers on where to look?)
 
Martin Cheguevara:

Renat, do you remember the topic of dispersion and the line that is displayed so that the price dispersion around this line is approximately constant?

You can tell me where to look for it)

It is also a regression, but again there is a nuance, the sampling window needs to be chosen somehow. and it does not always have a constant size, depending on the state of the market the sampling window needs to be chosen as well.

 
Anatolii Zainchkovskii:

It's a regression, but again there is a nuance, the sampling window has to be chosen somehow. and it does not always have a constant size, depending on the state of the market you need to adjust the sampling window.

I understand... but I want to use a clever trick.

I don't want to regress with MNCs to find the most optimal line. I want to use the opposite method. I need to build a line with Mnc for example <=100 points.

Then the line will be adaptive and its period will fully depend on how the price behaves.

This way I will be able to register those points of time, where the price is most cyclical.


My entire system for identifying extrema is designed that way and it works - that means it will work, for sure.

I just need to somehow reverse the direction of the ANC.

that is, the search is not for a line but for the optimum NK around the line...
Reason: