From theory to practice - page 645

 
Evgeniy Chumakov:
Why?

There's just no understanding ... where the emissions are and where they are not...of course you can see it...but by eye...and if normalised, it might even be usable in reality.

 

Here is the increment as a percentage of the absolute sum of the increments over the observation window.



 
Evgeniy Chumakov:

Here is the increment as a percentage of the absolute sum of the increments over the observation window.



OK. Now can you find the 1.6 RMS? and see relative to this value the outliers and indicate these locations on the analysed graph? if not difficult...

 
Martin Cheguevara:

enough to know 99% of everything there is or isn't on the fly)

I'm an algotrader and I'm so tortured by the markets that I can test in my head roughly what I see.

In your case probably will end up in 10 years with about 60-65% of profitable trades, but the average profit of the transaction will give a loss or zero at best, because it cannot cover the spread because of the strong noisy chart.

In your case you need to put small stops and infinite TP and not to put it at all and hope for a reversal to cover the losses and get a small (about 30% of the total losses before) profit. That's all you can do.

The key to success in trading depends on the probability of the outcome. The probability depends on the right direction to enter the market and the right time frame. The direction of entry will depend on the quality of the analysis, fundamentals, news and rumours as well. A set of these data will give a higher probability of a positive outcome than just the price.

 
Martin Cheguevara:

OK. Now can you find the 1.6 RMS? and see relative to this value the outliers and indicate these places on the analysed graph? if it's not difficult...


if it's correct, here it is, the first 1000 minutes


second 1000 minutes


 
Great. Would it be possible to show on the price chart the crossing of emissions by the rMS line .... like arrows?)
 
And set the RMS calculation period to 1000 values. this way the RMS will not "jump too much".
 
Evgeniy Chumakov:

Asymmetry of increments over 3000 minutes EURUSD window of 480 minutes (Price pre-transformed)



similar to the equity of the topikstar account)

 
Evgeniy Chumakov:

Asymmetry of increments over 3000 minutes EURUSD window of 480 minutes (Price pre-transformed)

Asymmetry increment.


price converted logarithmically ?

 
danminin:

looks like the equity of the topikstar account)

Show me yours :)

Reason: