From theory to practice - page 198
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But! It is the possibility of prediction that emerges!
In fact, it is always possible to predict with sufficient accuracy, even on the most-very random processes.) I don't need to explain this to you, I suppose.)
Gentlemen! You little dope-eared children!
Lest you think I have left you to your fate, having previously stolen the keys to happiness, I publish the results of my transactions for the month:
Just under 200%. Not much, of course... But, we are stubborn and only at the beginning of the journey. Aren't we?
show me the equity curve?
https://www.mql5.com/ru/code/8454
On Bride, I don't remember which thread, there were discussions about BP as signal-to-noise, noise level above signal level, sorry, I got in
And the bride, where is that? A link please, if possible.
show me the equity curve?
https://www.mql5.com/ru/code/8454
It's a piece of junk... I don't know how to use it.
More importantly, what I'm about to say:
I spent the last week in a vain attempt to struggle with the intensity of quotation flows.
The conclusion is as follows - non-stationary process of trading intensity (quantity of transactions per unit time) cannot be reduced to stationary Poisson's one. If anyone works in this direction - give it up, it's a waste of time.
Trade intensity must simply be calculated and used in calculating the variance (diffusion coefficient) of the process.
ALSO.
Something just under 200%. Not much, of course... But, we are stubborn and only at the beginning of the road. Aren't we?
Why are you all attached to this %%? %% of the deposit, as an indicator, is nothing - it depends on the size of the lot and the use of the deposit.
I'm just looking at the effectiveness of the system and comparing it to the volume of transactions. It doesn't depend on anything - even 0.01, even 100, even using 10% of the deposit, even using 100 - with the same systems the %% of profit is the same.
Of course. Equivolume bars take it. Equitic to be precise. Replacing astronomical time with your own time. It has been written in this thread many times. True, it is of little use anyway.
To assess whether a grail withstands long trends, you need to gather statistics from at least a few dozen of these trends. And you cited only one.
There is a less accurate but quicker way - calculate the MAE parameter for your trades, more precisely, the ratio of maximum drawdown in a trade to the profit taken. If it's around 100% or more, I would be in no hurry to prepare my pockets. As this grail has been repeatedly found to be overlapping losses, and that ends in a poker face.
Of course. Equivolume bars take it. Equitic to be precise. Replacing astronomical time with your own time. It has been written in this thread many times. True, it is of little use anyway.
No, I already do replacing equidistant intervals with exponential ones. We get a pseudo-Markovian process in which, indeed, the intensity can be ignored.
The goal was the opposite - not to add pseudo-states to BP, but on the contrary - to thin the real BP in order to bring it to the Poisson's one.
Alas, it did not work...