From theory to practice - page 1561
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
I don't think I had anything in there about time out. The price increments are summed up until they reach a certain value, and it is not known in advance how many bars it will take.
I must have misunderstood your message.
As an addition, just to think, the charts have surges of volatility associated with time, usually it is associated with the news, I am trying to be a real chartist and do not consider such a fact as news
so if in the strategy tester optimizer to get TS with more or less stable results, it takes XX hours, if we look for the same strategy on a derived chart in fact in a logarithmic scale then the search for the same TS will take 3 times less time, and TS will have the same parameters as in the genetic optimization of the regular chart, there is certainly a drop in profitability, but it is expected, the scale of price movements slightly different, but the TS finds clearly
So what is the point of this? - If there are ways to transform the price without losing information, most likely the derived charts will more clearly indicate the statistical properties of prices, imho
ZS: as an option - here on the forum in the articles is Box Cox, the material is very well filed.
So who decides whether to discard the hypothesis or discard the number) liquidity is different, the gap may return or it may continue.
If the DC agrees to discard the quote, the hypothesis can be retained)
Constructed a CUSUM map according toGOST R ISO 7870-4-2013 for GBPAUD for August 2019:
See - bottom chart.
Nothing interesting in my opinion....
Constructed a CUSUM map according toGOST R ISO 7870-4-2013 for GBPAUD for August 2019:
See - bottom chart.
Nothing interesting in my opinion....
I'm not familiar with the gosts, but as far as I understand they suggest applying the method directly to the raw data. Everything is not quite that simple here - the autoregressive equation modeling prices is built and CUSUM is applied to its residues and autoregressive coefficients are recalculated each time a discrepancy is detected.
Autoregressive ratios serve as indicators, on the basis of which trading decisions are made.
Why doesn't anyone look at the spread and commissions?
Keep on fiddling with shit.
Put yourself on two terminals at last, ilan , and ilan with reverse.
Honestly, I am sick and tired of this forum. I had a specific question - how to determine that there is a giant overshoot, by what criteria.If the only criterion is OM, how do I get it into the terminal, or how do I calculate it.
The answer to this question was a bunch of Vysotsky's waffling, high philosophy with accusations of my signals and just plain stupidity.
What is there to talk about?
Anatoly - this is not addressed to you specifically, but simply to discuss the pointlessness of all forum initiatives.
Open an account on the stock exchange and do what you want.
All data is available.
Your OM is rubbish
Your OI is rubbish.
Is that for sure? Have you tested it in practice? If so, thank you. Time is saved on research.
Is that for sure? Have you tested it in practice? If so, thank you. It saves time on research.
You'll save even more time when you put two Ilans in.
Maybe you'll have an epiphany.
<I don't need 5-10-20% a month. I earn as much as many people would never dream of. Why should I fuss over a spear?! It's all or nothing- and no other way.
Found this Gorchakov's account.
200% in 2.66 years. That's a compound interest of 3.5% a month.
14% drawdown.
Ph.D. in mathematics, a big-time matstat expert.
Cafes do 3.5 and you say 30. ))
Found the account of this Gorchakov.
200% in 2.66 years. That's a compound interest of 3.5% a month.
14% drawdown.
Ph.D., matstat expert.
Cafes do 3.5 and you say 30. ))
Well, my sentence was too exaggerated and I apologise for it (it's not nice to brag), but it doesn't change the point.
Let's count.
Well, let the salary in Moscow = 100,000 rubles. (1.500$). How much should I have on deposit, to earn in the market as much at +3.5% per month? Approximately $ 45,000 ! This is about 3,000,000 rubles, a one-room flat in the suburbs!
No, it's no good... +3.5% is rubbish at big risks.
We need to work and look while there is still time.