It seems so. So, when working with sample volumes, you need to know what the distribution with its moments is now. Oh, please - that's crazy... Increase the sample volume to infinity? :)))
We need new ideas like air... Preferably not related to concepts like "sample size" or "moving observation window"...
This branch is finished.
Bottom line: stupidly 0% profit in 5 months of trading. No joy, no sadness... Indifference.
Idea 1 - Dynamically change the window until the distribution corresponds to the desired one.
Idea 2 - Compare the current histogram for n periods with histograms of statistics for n periods (from history); if the correlation is positive, we can assume that the areas are similar and the situation will repeat as in the past.
It seems so. So, when working with sample volumes, you need to know exactly what the distribution is now with its moments. Oh, please - that's crazy... Increase the sample volume to infinity? :)))
We need new ideas like air... Preferably not related to concepts like "sample size" or "moving observation window"...
This branch is finished.
Bottom line: stupidly 0% profit in 5 months of trading. No joy, no sadness... Indifference.
First of all, 0% is already a decent result. You may say that you entered the 5% of traders.
Secondly, for such a system I would increase the number of trades per day/week and add a non-linear filter. This would shift the MO to the plus side, with an adequate filter.
It seems so. So, when working with sample volumes, you need to know exactly what the distribution is now with its moments. Oh, please - that's crazy... Increase the sample volume to infinity? :)))
We need new ideas like air... Preferably not related to concepts like "sample size" or "moving observation window"...
This branch is finished.
Bottom line: stupidly 0% profit in 5 months of trading. No joy, no sadness... Indifference.
So constantly adjusting to a departing train, maybe look for a quasi-stationary parameter at least to push off something, dynamics won't help
Novaja: So constantly adjusting to a departing train, maybe look for a quasi-stationary parameter at least to push off from something, the dynamics will not help
The idea of entering against price movement is inherently flawed and trying to make a profitable TS on that basis is a waste of time. You need to look for ideas on how best to join the direction of price movement. I assure you, such work will be more fruitful.
The idea of entering against price movement is inherently flawed and trying to make a profitable TS on that basis is a waste of time. You need to look for ideas on how best to join the direction of price movement. I assure you that such work will be more fruitful.
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I don't get it, have you given up?
It seems so. So, when working with sample volumes, you need to know what the distribution with its moments is now. Oh, please - that's crazy... Increase the sample volume to infinity? :)))
We need new ideas like air... Preferably not related to concepts like "sample size" or "moving observation window"...
This branch is finished.
Bottom line: stupidly 0% profit in 5 months of trading. No joy, no sadness... Indifference.
Oh, please - it's crazy...
What did you expect? It's just not going to happen.
We need new ideas like air...Idea 1 - Dynamically change the window until the distribution corresponds to the desired one.
Idea 2 - Compare the current histogram for n periods with histograms of statistics for n periods (from history); if the correlation is positive, we can assume that the areas are similar and the situation will repeat as in the past.
Bullshit, of course, but.....It seems so. So, when working with sample volumes, you need to know exactly what the distribution is now with its moments. Oh, please - that's crazy... Increase the sample volume to infinity? :)))
We need new ideas like air... Preferably not related to concepts like "sample size" or "moving observation window"...
This branch is finished.
Bottom line: stupidly 0% profit in 5 months of trading. No joy, no sadness... Indifference.
First of all, 0% is already a decent result. You may say that you entered the 5% of traders.
Secondly, for such a system I would increase the number of trades per day/week and add a non-linear filter. This would shift the MO to the plus side, with an adequate filter.
All IMHO.
Secondly, for such a system I would increase the number of trades per day/week
In what way? If a trade depends on a breakdown of the variance interval. The bigger the window the wider the channel, the fewer the trades.
In what way? If a trade depends on a breakdown of the variance interval. The bigger the window the wider the channel, the fewer the trades.
It seems so. So, when working with sample volumes, you need to know exactly what the distribution is now with its moments. Oh, please - that's crazy... Increase the sample volume to infinity? :)))
We need new ideas like air... Preferably not related to concepts like "sample size" or "moving observation window"...
This branch is finished.
Bottom line: stupidly 0% profit in 5 months of trading. No joy, no sadness... Indifference.
So constantly adjusting to a departing train, maybe look for a quasi-stationary parameter at least to push off from something, the dynamics will not help
The idea of entering against price movement is inherently flawed and trying to make a profitable TS on that basis is a waste of time. You need to look for ideas on how best to join the direction of price movement. I assure you, such work will be more fruitful.
The idea of entering against price movement is inherently flawed and trying to make a profitable TS on that basis is a waste of time. You need to look for ideas on how best to join the direction of price movement. I assure you that such work will be more fruitful.
Have you found it?
What I wrote above is the conclusion from my results. And it is enough to have a knowledge of elementary algebra and geometry.