From theory to practice - page 1271

 
here's the thing...
I decided to look at optimal indicator periods for different months.
the result is the following, for the last 12 months:
710
150
400
60
830
320
70
330
80
140
560
300
is there any relation between these numbers? autocorrelation? Autocorrelation is negative here, -0.38. Anyway, this parameter changes very strongly, no smooth parameter change is possible.

"for any random graph you can find an indicator period, on which it will show a good profit".
 
multiplicator:
"for any random chart you can pick an indicator period at which it will show good profits".
This is known.
And if so, should it even be matched?
 
Yuriy Asaulenko:
That's known.
And if so, should it even be picked up?
For now I think it should. We'll see. There are still some things to check.
 
multiplicator:
here's the thing...
I decided to look at optimal indicator periods for different months.
the result is the following, for the last 12 months:
710
150
400
60
830
320
70
330
80
140
560
300
is there any relation between these numbers? autocorrelation? Autocorrelation is negative here, -0.38. Anyway, this parameter changes very strongly, no smooth parameter change is possible.

"for any random graph you can find an indicator period, on which it will show a good profit".

Use an adaptive indicator.

 
Yuriy Asaulenko:
Then listen again. Tics are dirt underfoot. Sometimes (occasionally) you do need them. But to collect them, process them and draw conclusions is at the level of nonsense.
But, once again, sometimes tics are really necessary.

Perhaps he needs the tics to explore something unexplored under a microscope, so to speak.

 
Renat Akhtyamov:

Perhaps he needs the tics to study them under a microscope, so to speak.

Whoever is pipsing needs them. A sharp increase in ticks per second can be used as one of the entry filters.

 
Alexander_K:

I work in the energy sector. CCGT, GTU, if that means anything to you. I have little to do with the nuclear industry (hello Alexey Ivanov) - only in terms of recycled water supply.

And to make money, I have to become a part-time banker.

That's why it doesn't work.

I do not argue, time will tell.

 
khorosh:

Those who are pipsing need it. A sharp increase in the number of ticks per second can be used as one of the filters for entry.

Pips, if it turns out to be profitable in the aggregate, is not bad.

the only thing that interferes is "if".

 
Renat Akhtyamov:

If it turns out to be profitable in the aggregate, it's not bad.

The only thing that interferes is "if".

Volchansky is pipsing and seems to have enough to live on, and even enough left over for women).

 
khorosh:

Volchansky is pipsqueaking and seems to have enough to live on, even left over for women).

There was no significant economic news in May, but summer starts in June.

and this is where the spikes come in.

let's see what Volchansky has to say after that

Reason: