From theory to practice - page 586

 
Alexander_K:

Yes, reduced the time window. It was sad... Now there's more risk, but at least there's life.

The time has come to calculate historical price deviations from an open order in the wrong direction and to add clear stops. Then reduce the window to achieve a larger number of trades but with stops as long as the system stays afloat, i.e. the number of profitable trades will outweigh the number of open trades.

 
Natalja Romancheva:

Spread of 6 is better, but still not very realistic.

Does this broker have a commission?

If so, this report is nothing.

Although the growth of the deposit is beautiful.


Especially for you the test with a spread of 100!


 
Maxim Dmitrievsky:

It's time to calculate historical price deviations from an open order in the wrong direction and add in some clear stops. Then reduce the window to achieve a larger number of deals but with stops as long as the system stays afloat, i.e. the number of profitable deals will outweigh the number of open positions.

Yes, we need to work in this direction.

 
Alexander_K:

Yes, we need to work in that direction.


I think there are still many areas where something needs to be reworked and refined.

 

A trend is a non-random, slowly changing component of a time series, on which random fluctuations or seasonal effects can be superimposed.


Read here: http://help.prognoz.com/ru/mergedProjects/Lib/02_time_series_analysis/uimodelling_trendcurveestimation.htm

 
Evgeniy Chumakov:


Especially for you a test with a spread of 100!


Eugene, try to run it on H4 with window 2, or as small as possible, what will be the results?

 
Novaja:

Eugene, try a run on H4 with window 2, what are the results?


I am working on a minute chart, I can only run with a period of 480 min.
 
Evgeniy Chumakov:


I'm working on a one minute chart, I can only run with a period of 480 min.

No, you have to go higher and decrease the period, try it.

By the way, a dynamic quantile won't help, I used to think dynamics was good too, nah..., we don't know the future, somewhere it will work, somewhere it won't.

 

I will give some current thoughts, maybe someone knowledgeable can correct me: as the TF increases we get closer to the SB, which implies that 1:

1) The principle of fractality breaks down

2) The signs of SB-growth are inherited

 
Novaja:

I will give some current thoughts, maybe someone knowledgeable can correct me: as the TF increases we get closer to the SB, which implies that 1:

1) The principle of fractality breaks down

2) The signs of SB-growth are inherited

I remembered the words of a smart person when asked what is the difference between the quote chart and SB chart. On the quote chart, the pullback decreases as the TF increases. Therefore I do not think it is appropriate to increase the TF.
Reason: