From theory to practice - page 187

 
Renat Akhtyamov:

Alexander, which is better for your strategy - trend or flat?

At, either a flat or a trend can trade well, but not both.

What is your situation?

I calculatethe end of a trend rather precisely using the long "tail" of the distribution and trade on a pullback. Counter-trend trading.

The memory is the trend that sits in the tail ( the Grail itself sits there). I grab it by the ears and pull it out

 
Alexander_K2:

I calculatethe end of the trend quite accurately from the long "tail" of the distribution and trade on the pullback. Counter-trend trading.

What is this "tail"?

Many people say "correction".

Right!

but they forget to add a single word - "losses".

that means the market sucks the earned profit from the trend traders

respectively, counter-trend trading is also sucking away the hard-earned profits in a flat

is there such a problem?
 
Renat Akhtyamov:

what is this ponytail?

a lot of people say "correction"

That's right!

but they forget to add a single word - "losses".

So, the market sucks the profits earned from trend followers.

Respectively, counter-trend trading also siphons off profits earned in a flat market

Is there such a problem?

There is ONE problem - the calculation of the observation window. A small error leads to increase/decrease of the window by 1000-5000 tick quotes and as a consequence there are negative deals, I am not hiding it.

All, absolutely all pairs have different wave functions. I initially overestimated myself a bit - I rushed to 32 pairs at once, and I don't have enough strength to handle them all at once. Now I've reduced the amount of work to 6 pairs. Otherwise it's just physically difficult to work alone.

 
Alexander_K2:

There is ONE problem - the calculation of the observation window. A small error leads to an increase/decrease in the window by 1000-5000 tick quotes and as a consequence there are negative trades, I am not hiding it.

All, absolutely all pairs have different wave functions. I initially overestimated a bit - I rushed to 32 pairs at once and I do not have enough strength to handle all of them at once. Now I've reduced the amount of work to 6 pairs. Otherwise it's just physically hard to work alone.

Maybe, they just have the opposite relation to profit on trader's account, no?

maybe one pair is enough?
 
Renat Akhtyamov:

maybe they have a link to the profits in the trader's account, no?

It's possible. You have to check.

 
Alexander_K2:

It's possible. You have to check.

Take two pairs, observe

more pairs, wider aggregate spread

It's a hassle...

 
Alexander_K2:

I calculatethe end of the trend quite accurately from the long "tail" of the distribution and trade on the pullback. Counter-trend trading.

The memory is the trend that sits in the tail (the Grail itself sits there). I grab it by the ears and pull it out.

Tyu, you disappoint me. I was wondering why the deals were so rare, but it turns out... it's called, imho, cannonballing. Kickbacks are much easier to calculate, and a lot of traders work that way. But, at the same time, it's not the only way.

My system, similar in ideology to yours, makes on average 4-5 (or more) deals per day, and only on one instrument. Demonstrated the first test trades on real and real-time a couple of months ago in another thread.

 
Yuriy Asaulenko:

Tyu, you disappoint me. I was wondering why the deals were so rare, but it turns out... it's called, imho, cannonballing. Kickbacks are much easier to calculate, and a lot of traders work that way. But, at the same time, it's not the only way.

My system, similar in ideology to yours, makes on average 4-5 (or more) deals per day, and only on one instrument. Demonstrated my first test trades on real and real time a couple of months ago in another thread.

Ha! How did I disappoint? It's not easy at all.

1. Bringing the time series to the right form.

2. Calculate the observation window.

3. Calculate weights for WMA

4. Consider asymmetry

5. Calculate variance correctly

How easy is that? I'm working with nonentropy as a measure of deviation from the Gaussian distribution.

Man, I didn't break a sweat like that during my graduate thesis on quantum transitions...

 
Alexander_K2


:

Ha! How did I disappoint? It's not easy at all.

1. Bringing the time series to the right look.

2. Calculate the observation window.

3. Calculate weights for WMA

4. Consider asymmetry

5. Calculate variance correctly

How easy is that? I'm working with nonentropy as a measure of deviation from the Gaussian distribution.

Man, I didn't break a sweat like that during my graduate thesis on quantum transitions.

Notice I didn't say it was easy, you really did do a very large and complicated job. I said that it's been done by many people, for a long time now, and it's much easier (you even had a flicker of someone's pictures in your thread, even with markup). It turned out - from the cannon on a sparrow.

Alexander_K2:

I calculatethe end of a trend quite accurately... and trade on the pullback. Counter-trend trading.

After that I have to ask - how? And that's it?

Although, in itself (if you digress from the topic), all in all, it is not bad.

 
4 months of blabbering and still no deal (which was announced in advance, not after the fact)
Reason: