From theory to practice - page 691
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1. observation window: it is not correct to expect that by increasing the observation window the strategy will work. Why is it suddenly not working with a period of 480 minutes, and increasing W window = up to 1440 minutes return condition should work? Imho, the correct theory should work at any time interval, the only difference is the price range in pips.
I stand by my opinion - the market is NOT self-similar. The market is NOT self-similar. A TS that works on one TF will not work on another.
However, if you have the trend/float KEY in your pocket and Mandelbrot can be left fooled.
But I've tried everything - nothing works...
I stand by my opinion - the market is NOT self-similar. Mandelbrot has deliberately misled those who suffer so that his patrons can fill their bottomless pockets. A TS that works on one TF will not work on another.
However, if you have the trend/float KEY in your pocket and Mandelbrot can be left fooled.
But! I've tried everything - nothing works...
What about this one? Not a grail again?
Forum on trading, automated trading systems & strategy testing
From Theory to Practice
Alexander_K, 2018.10.23 13:30
I am posting the Grail for the five hundredth time:
Here's the process variance is clear to me.
sigma^2 - normal variance of the distribution of increments in a sliding window
theta^2 is an unusual variance, namely = 2*(b^2), where
nu is the order of gamma distribution, and if we are talking about the Laplace distribution, nu=1.
But expectation, may the thunder strike me, is not clear to me...
I reread the correspondence between Automat and Vladimir - options, saturation functions... Fainted and fell asleep...
I tried to build a variance channel relative to the MA and the median, the results improved by about +10%, but that's not it... Wrong, as it were...
Continuing to goof up...
Have you sorted this beast out yet?
What about this one? Not a grail again?
Have you sorted this beast out yet?
No, I haven't. I don't understand - what kind of expectation is this...
If the variance is subtracted from the normal MA - yes, there is an improvement in results - but the MA does not correspond to the expectation given in the formula ...
Given that theta is actually the mean (not the standard deviation!) of the incremental distribution, i.e. - the average rate, then... what? I don't get it. Dumbed down, or maybe I've always been like that...
I don't understand... I don't understand what expectation of death is...
If you subtract variance from ordinary MA - yes, there is an improvement in results - but MA does not correspond to the expectation given in the formula...
Given that theta is actually the mean (not the standard deviation!) of the incremental distribution, i.e. - the average rate, then... what? I don't get it. Dumbed down, or maybe I've always been like that...
you haven't come up with an indicator that goes in the middle of the channel.
I don't understand... I don't understand what expectation of death is...
If you subtract variance from ordinary MA - yes, there is an improvement in results - but MA does not correspond to the expectation given in the formula...
Given that theta is actually the mean (not the standard deviation!) of the incremental distribution, i.e. - the average rate, then... what? I don't get it. Dumbed down, or maybe I've always been like that...
I don't understand... I don't understand what expectation of death is...
If you subtract variance from ordinary MA - yes, there is an improvement in results - but MA does not correspond to the expectation given in the formula...
Given that theta is actually the mean (not the standard deviation!) of the incremental distribution, i.e. - the average rate, then... what? I don't get it. Dumbed down, or maybe I've always been like this...
If to consider the construction of the functional, its first variation, the second variation, -- looking from the rear -- one can trace an analogy with this beast, by the available description (according to one of the given links). If desired, the nth variation can be introduced. The relevant moments can then be calculated purely formally, and even without the usual semantic reference.
Video "What happens on the XAUUSD and GBPJPY ticks":
Video "What happens on XAUUSD and GBPJPY ticks":
Watched the video.
What's going on in the ticks? Didn't see anything super-natural.
Watched the video.
What's going on with the ticks? I didn't see anything super-natural.
For example, there's a lot of artificiality on gold. Adjustable.
Little practice, gentlemen!!!
The trades should be like this:
Just closed on NZDUSD. On the real, of course.
I wish they were always like this.