From theory to practice - page 1708
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No, some kind of decoupling indicator is a must. Without it, today on all pairs with NZD, my TS would have lost the whole deposit.
It is definitely necessary for such trades as yours. And if you do it with averaging, the number of TS parameters grows a lot.
More ideas should be thrown around :-)
Where and how the price moves is not very important, but
But price often (almost always) gets into autocorrelation when there is a sharp counter-trend movement.
for the sake of fresh air :
you can open the chart and find the area where the ACF is almost 1. It is not far away and is quite specific.
Such events are infrequent, but they will ruin the distribution statistics because the "steps/bars/increments" are simply identical. It's just the same, that's how the market works.
That is, some small areas in the statistics on which everything is based, will enter twice.
I took the time to make another screenshot of the same event:
highlighting two highly correlated areas separated by a news spike.
red - before events, blue - after events. Offset - exactly 72 hour bars (3 days, Wednesday, Thursday, Friday.)
Just shortly after H o'clock, the ACF is almost 1 and gradually decreases.
Maybe someone will get wise to it, or it will just come in handy.
Futures and options are derivative in the first place and are self-regulating mechanisms that prevent the process from getting out of control.
that sounded a bit scary :-) how to explain it to the technicians... they are entreresonant attachments, not a way to cheat, as it sounded earlier
Forward is different
forward is a forward settlement rate of the banks for all sorts of settlements.
that's understandable, but that's their problem :-)
they are wrong with forward as well, currency risk and all that...this indicator is only about volatility
The ancient scriptures say: "Dip your hands in honey so that cash will stick to them".
This procedure should be done daily and the Grail will find you.
How's trade?
forward is the banks' forward settlement rate for all sorts of settlements.
that's understandable, but that's their problem :-)
they are wrong with forward as well, currency risk and all that...this indicator is only about volatility
how's trade?
Nothing new so far:
Very few trades...
The problem was and still is with the decoupling indicator. Yesterday it did not allow trades on NZD and rightly so, and today it did not allow trades on AUD and it was probably the wrong decision...
In general, the forum is getting duller and duller... There is no rage, no thirst to fight the market, no fire...
From what I've read lately the only memorable post is this one:
Forum on trading, automated trading systems and testing trading strategies
Quantum analysis by Duca
Maxim Romanov, 2019.11.13 09:57
For simplicity, and to begin with we will consider the model as two-dimensional, it's easier that way. The task is to replace our time in seconds with market time. Since time is nothing more than the number of processes that have occurred, it should have a similar structure for the market. Our time has nothing to do with the market, it is a fact.
Hence the question, what processes affect the price? The only fundamental process is trading, so I assumed to use trading instead of time. But maybe something else can be used as time, something more fundamental and driving price?
If we expand to a 3 dimensional model, then when you buy an asset, you are also selling another asset. So the price is influenced by these very transactions not only of one asset, but also of another. For simplicity, let us have a stock and it is bought with rubles. But in the process of buying the stock, there is not only a revaluation of the stock, but also a revaluation of the ruble. And if there was no trading activity on the stock for an hour, there was still trading activity on the ruble. So the ruble's time has gone further than the stock's time... At the moment of transaction to purchase the share, revaluation of the share took place once, while the ruble could take place at least 1000 times.
It turns out that the time for the two assets runs at different speeds, and the price reflects the current state of affairs.
So what can be taken as time, apart from transactions, any ideas?
A certainMaxim Romanov is thinking correctly towards solving the mystery of the market's own time. Obviously, he is tormented by the idea that the Grail sits there - in the curved space-time. Hehe... That is the right way to the Truth. But from secretly wishing to look there to its real embodiment it needs a lot of work. Yes.
Nothing new so far:
Very few trades...
The problem was and still is with the decoupling indicator. Yesterday it did not allow trades on NZD and rightly so, and today it did not allow trades on AUD and this was probably the wrong decision...
on audi i shaved today of course
that's nonsense it acted like that
we have an arbitrage situation
the break indicator you're talking about is a grail in itself
as for no one - i made such an indicator the other day, i've been working on it for 10 years
I started it in the "Expert Advisor of the World" thread, there's an outdated version of it.
Even on this one, I've made 20 times the deposit.
i have returned to this topic many times, studied and studied it
my gut felt - everything should be arbitrage, there should be arbitrage
impulses, flotsam and trends are all arbitrage for a reason
in fact, it is!!!
profitability - up to 100% per day
so swarm and stay on this path
By the way, I sometimes come back to the idea that probably the best decoupling indicator is OI.
But only as a divergence indicator, i.e. as an Expert Advisor that takes final permission to enter a trade at the moment the price hits a certain decision-making range.
It obviously can not function as a self-sufficient TS.
Since there is no such thing as OI in the terminal, and you seem to be able to calculate it by some formula, then paste it right here. Let's try it in my TS. If it leads to the True Grail (Quiet House according to Dreamer's classification), we'll rejoice. А?