From theory to practice - page 1668
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open, run tests on history ... =profit?
ZS: I doubt it wouldn't be another 50/50, would it be that easy .... well kinda like Buffett's smoking on the sidelines
ZZZY: if you draw a lot of trend lines on the history, and then scroll through them with the tester, then there will be trades from which the price will repeatedly bounce..... an accident? a regularity? ... imho another 50/50 for with a lot of data - OHLC and with a lot of lines there will always be coincidences ;)
Of course it's not easy, the indices are slow.
how do they do it - sell on the decline?
here's the question...
then how do they do it - sell on the downside?
that's the question...
where is the information that all lawyers are engaged in speculative trading rather than servicing other interests? - hedging? buying currency with delivery? servicing option contracts.....
where is the information that they are getting anywhere?
all in all it's just another guessing and inventing the almighty Yurick who knows where the price will go, all you can do is make a hypothesis and then confirm or deny it, but here... well at the very least you have to get off your ass and do something, it's harder )))) than guessing...
where is the information that all lawyers are engaged in speculative trading rather than servicing other interests? - hedging? buying currency with delivery? servicing option contracts.....
where is the information that they are getting anywhere?
all in all it's just another guessing and inventing the almighty Yurick who knows where the price will go, all you can do is make a hypothesis and then confirm or deny it, but here... well at the very least you have to get off your ass and do something, it's harder )))) than guessing.
They seem to have a negative spread relative to ours.
There's no other way.
I've been looking all over for it. I can't find it, for Christ's sake.here is the pattern (recall, the price was falling):
open positions are "dead ends" with negative profits at the end of the day.
short - SELL, long - BUY
If the price goes up, how will the bottom line change?
it's no longer a random pattern, such a summary can be opened for any day
What you wrote is an unsubstantiated assumption,
P(x) = (x/X)*100, which is the formula for the probability of occurrence of event x among all events X by which the primary conclusions about the pattern are drawn.
is it that hard to distinguish one from the other?
What you wrote is an unsubstantiated assumption,
P(x) = (x/X)*100, and this is the formula for the probability of occurrence of event x among all events X by which the primary conclusions about the pattern are drawn.
is it really that hard to distinguish one from the other?
Probability of chance is a special case of regularity
I'm not interested in that.
the probability of chance is a special case of regularity
I'm not interested in that.
to each his own...
Zhenya, there is an article like this:
https://www.mql5.com/ru/articles/1570
There are also EUR and USD indices separately (although they are not in MT4 terminal), but I have never worked with them.
I'm still worried about those giant instant price jumps of EUR/USD. Where do they come from? They destroy all the strategies, people become depressed and cry. Not good.
Coupled with these jumps, the distribution of increments resembles a Cauchy distribution (or Lorenz form).
What is the Cauchy distribution? Where does it come from? Correct - it is the quotient of two normal distributions.
So, if EUR/USD itself is a Cauchy distribution on the level of accretion, then separately EUR and USD increment distributions are normal distributions.
Why is it important for us to find a Gaussian distribution? For one simple reason - the model of Ornstein-Uhlenbeck return to the mean process is based on it, moreover using Lyapunov's TFT for the cumulative sum of independent arrivals (i.e. basically applying the Koldun indicator from this thread) we can also build a profitable strategy.
Question - have you applied the Koldun indicator to EUR and USD separately? What are the results? Have you moved further, because we are trading on EUR/USD?
If it's not a secret - write about it, because I know that you have worked in this area.
In addition to the previous post.
If any of the professional programmers who dealt with EUR/USD separately have an idea - how to turn profitable strategies on EUR and USD into profitable one just for EUR/USD, then I am ready once again to fully expose the Koldun algorithm for creation and testing of TS. Besides, let's try to do the same on trading relative to MA.
The condition - a free TS is distributed to all suffering people. Of course, with tuning parameters (sliding window period, quantile, etc.) = 0. Everyone should find the best ones for themselves.
Question - have you applied the Warlock indicator to EUR and USD separately? What are the results? Have you moved on, after all, we are trading a private EUR/USD?
I have made two series with channels for each currency.
If one of them has broken through the upper and the other one the lower limit and vice versa, the result will be the same as for the initial pair. Maybe the problem is different convergence speed. I DON'T KNOW.
I tried to use correlation, let's say the sum of EURUSD increments has broken through the upper limit, correlation EUR to USD > 0.9, logically EUR should go down and correlation should look like currencies should move in different directions, but I have no idea (may be due to the moving window)
This sliding window kind of muddies the whole thing. Price increments don't correlate with sum increments etc. If you build a model that you have a fixed reference point at the beginning of the week and add the increments to it, then the correlation is complete. But the channel is built by who knows what formula.