From theory to practice - page 1563

 
Alexander_K:

So, I keep thinking - how come there are such serious failures in my TS? And is the moving average so innocuous?

Looking at the USDCHF for August 2019. The time window is a day. Working with thinned ticks.

We can see that it is. On the upper chart the moving average has gone way up and we have the deepest drawdown and shame (red arrow).

In the same case on the lower chart, without a shift, with expectation =0, we have a gorgeous trade.

However!


The variance in the lower graph is not the maximum over the observation window.

 
secret:

"We want to buy a Lexus, but the price doesn't suit us. We'll give him our price and we'll buy it. It's a great deal!"


What's essentially on the lower chart, it shows that price will converge with the average, which it eventually did, but how and where? The price along with the average doesn't care about anything.

 
Alexander_K:

Show me your schedule.


I don't have a graph. Put up a graph with a section of successful trades.


Take Maxim and convert the variance increment to this W-Lambert and put it in the NS. It may predict further behavior of dispersion, if the forecast is for expansion, then don't trade.

 
I don't get it)) Can't you see that the middle one is drifting all the time. Oh my God... So many pages.......)))
 

Alexander_K:

What's your timetable on that pair at the time?

There will be more pages as long as people like you keep their eyes glued to the monitor instead of looking for the Grail.




Just as long as people like you are looking ))))

It's a 600 12 hour bar model. There was a buy even visually. It's about 100pts up now. Still can go quite well.

 
Alexander_K:

Honestly - I'm sick of this forum. There was a specific question - how do you tell if there is a gigantic outburst, by what criteria.

Maybe we can do it by increments?
For example, sample the increments and average them out.

 

Yesterday I was spinning the zigzag, and I figured out an interesting formula for the increments and tried to apply it to the minutes,

got the results of the increments. (Where the sum of the period = 240 minutes).

I am attaching the file, if you want to see it, it's up to you.

Files:
 
Evgeniy Chumakov:

Is it OK that you're just missing a lot of ejection signals?

Not you of course...butAlexander_K...
 
Martin_Apis_Bot Cheguevara:

Is it all right that you're just missing a lot of ejection signals?

It's not you of course... it'sAlexander_K...

Che, do you even see how dreary this thread is!

Please - show me a chart of any strategy that on a USDCHF momentum move for 23 August 2019 would make a profit.

Silence... Only the backyard cat Felix put up some rubbish (probably a primus) and that's it. Ugh.

 
Alexander_K:

Che, do you see how dreary this thread is?!

Please - show me a chart of any strategy that on an impulse move USDCHF for 23 August 2019 would make a profit.

Silence... Only the backyard cat Felix put up some rubbish (probably a primus) and that's it. Ugh.

Hang on let me have a look)

Reason: