From theory to practice - page 1392

 
Alexander_K:

My area of interest is working with thinned ticks (thinning methods, matching tick flow to time, etc.), moving averages (comparison, justification of choices, ...). None of this is even remotely.... I'm not interested.

So why limit your area of interest so much? You have to look at things more broadly. Yeah, and you have to take it easier on people.)
 
Alexander_K:

My area of interest is moving averages (comparing, justifying choices, ...).


In my opinion there is not much difference in moving averages, they are all lagging (looking backwards).

And if you compare the simple moving average with the median, the choice is the median.

Why?

If we count on what bar the price intersects with the average in the sample N, then in the median one, this value is almost always in the middle, and if not, it quickly recovers.

In a simple moving average this value floats over a larger range.

 
Yuriy Asaulenko:
So why limit the area of interest so much? You have to look at things more broadly. Yes, and people should be treated more simply)

Ah yes! I completely forgot....

Of course, I'm also interested in cycles in the market - are they there, what are they, are cycles fair now, what did Gunn work with, etc.

Yes, yes... This is one of the most conceptual things.

 
Alexander_K:

If someone naively thinks they can solve this problem secretly at home, they are a complete moron.

Especially when you consider that the problem has been solved by many people in one way or another. And exactly in secret, and at home.)
 
Evgeniy Chumakov:


In my opinion there is not much difference in moving averages, they are all lagging (looking backwards).

And if you compare a normal moving average with a median, the latter is the choice.

Why?

If we count on what bar the price intersects with the average in the sample N, then in the median one, this value is almost always in the middle, and if not, it quickly recovers.

And in a simple moving average that value floats over a larger range.

It's not like that.

If you work with simple Bollinger lines and see if Chebyshev's inequality is fulfilled there, you will find out that it is more suitable for a simple MA. But there is still a 2-5% difference. It can be explained by the fact that Chebyshev's inequality is valid for the so-called expectation, and not for MA.

Concerning the median, the Chebyshev's inequality is NOT valid in the market. Markov's inequality is probably true there and that is a different story...

 
Alexander_K:

Good.

But, I suggested a long time ago that someone should start a new theory thread. I'm sure it would generate a lot of interest.

Nope - no one has the slightest inclination to do so. I don't get it....

After all, if I hadn't opened this one and chatted with some people here (and some of them don't even realise that their 1-2 phrases have helped me considerably), I wouldn't have got anywhere.

If someone naively thinks they can solve this task quietly at home, they're a complete moron.

I personally finished the prediction with this result

the price chart is now automatically divided into trend and flat zones, i.e. if buying equals selling, it is flat

the signal is Formula Auto.

It's not a good start, let's keep watching...


 
Yuriy Asaulenko:
Especially when you consider that the task has been solved by many in one way or another. And it is in secret, and at home.)

:))) Well, so be it. What's the forum for then? To sell signals?

 
Alexander_K:

:))) Well, so be it. What's the forum for then? To sell signals?

The forum is to attract users to MQ products.) That's the main purpose. The rest is secondary.
 
Yuriy Asaulenko:
The forum is for attracting users to MQ products.) That's the main objective. The rest is secondary.

You're probably absolutely right.

 

I began to remember...

Somehow furious grail seekers disappeared from the forum : Doc, Novaya, N. Demko, Koldun, Automat, M. Kuznetsov, Vladimir (the smartest person!), ....

God knows - maybe they found the Holy Grail and now draw cash from it... I would like to believe it.

If not, come back! The Grail does exist and it's hiding in non-linear time and market cycles. Only its ears are sticking out. And we have to get our teeth into them and pull it out into the light of day.

Reason: