From theory to practice - page 615

 
Alexander_K2:

I think the dough will turn up, too.

I just feel extremely sorry for the time wasted on junk like ACF and Hearst. They don't give you anything... And on the forum Prival confused everyone with this lousy ACF, and he forgot to show his state :)))

One thing I can say: trading in the channel is the only sensible solution. It's debatable whether to go with the trend or against it... I personally am a supporter of counter-trend trading.

The main thing is to see the "tails". And the quantile before the sigma must be dynamic. But how can we define the type of the current distribution? It is difficult and resource consuming using standard methods. And within the framework of anomalous diffusion this question is solved by itself - there is no such a notion as "quantile" and the support/resistance lines are determined as if by themselves. Self-tuning, so to speak...

I added the picture above. There are no channels of resistance lines and other crap, just price. And you can work with it and find the right solutions. There are a lot of variants. The main thing is to understand that the price is not dust in the cup, but a legalized movement to a certain extent.

 
Alexander_K2:

Please attach the results of the deals to the pictures.

I remind you, the purpose of this thread: not to spread courage, fog among traders - as Bas and Asaulenko do (not financially, but morally), but to give hope to suffering sufferers, that this problem is solvable. All studies must be supported by stats, of course.

I am still working on the indicator, I had no opportunity to test it, but I see the good opportunities to apply in practice the ideas suggested in this thread. I will try to show the results of this indicator as soon as I finish it. It's an incomplete version so far. I have only shown the possibilities of getting a signal from the ideas of this branch.

P.s. The indicator is not a trading system. The results depend more on the TS.

 
Uladzimir Izerski:

I have only been working on this indicator for two days and haven't had a chance to test it yet, but I see good opportunities to apply in practice the ideas that have been put forward in this thread. I will try to show the results of this indicator as soon as I finish it. It's an incomplete version so far. I have only shown the possibilities of getting a signal from the ideas of this branch.

P.s. The indicator is not a trading system. The results depend more on the TS.

Well, that's good. Show the state and let those who need it find it here themselves or subscribe to your signal. It is important to understand that this result is theoretically justified.

 
Alexander_K2:

Well, that's fine. Show the state, and whoever needs it can look for it here or subscribe to your signal. It is important to understand that this result is theoretically justified.

I'm not advertising the signals, I use them for other purposes and do not trade with them, I just support them to keep them in the archives.

The matter is the ideas of the branch and their implementation in an indicator, and then in an Expert Advisor and TS. You cannot harness the cart before the horse.

 

Alexander_K2:

The main thing is to see the 'tails'. And the quantile before the sigma must be dynamic.


Have you ever thought that the limits of the channel must be constant (in some values), and the price must be transformed in some way to move within a fixed channel.

 
Alexander_K2:

:)))

I'm going to do a little research on anomalous diffusion.

I am convinced that a non-standard problem requires non-standard methods of solution. "Ears and anomalous diffusion - what could be more mysterious? And all sorts of Hursts, ACFs, to hell with it!

Try also "dark matter" - it's even more mysterious.)
 
Evgeniy Chumakov:


But have you ever thought that the limits of the channel should be constant (in some values), and the price should be transformed in some way to move within a fixed channel.

Who the hell knows...

You could try a normalised price - the ratio of price to standard deviation.

I'm afraid the search could take decades, like the poor old guys in this thread... I don't have that much time - the Grail thirst rages in me...

I've already scribbled down a TC with anomalous diffusion - and straight to the real thing. I'm in or out.

 
Alexander_K2:

Who the hell knows...


Also, I can't decide whether to work with a fixed window or a dynamic one, depending on the situation.

 
Alexander_K2:

Who the hell knows...

You could try a normalised price - the ratio of price to standard deviation.

I'm afraid the search could take decades, like the poor old guys in this thread... I don't have that much time - the Grail thirst rages in me...

I've already scribbled down a TC with anomalous diffusion - and straight to the real thing. It's go or no go.

It's like a casino...
 
Evgeniy Chumakov:


I also can not decide whether to work with a fixed or dynamic window, depending on the situation.

:))))

I would have finished the "ears" though. I don't know how you got them - but I remember some great deals with them.

If it's a bad one, you need to analyse the reasons, and Koldun is right - you need a thorough debriefing.

But if the "average", without analyzing the reasons, there is a profit of at least 25% per month, albeit with losing trades - we should just bet on the real and not bother. I AM IN MY OPINION.

Reason: