From theory to practice - page 770

 

I have calculated some coefficients for high and low. What immediately catches my eye is a sharp widening (increase in the max-min difference) .

Just at that moment I was looking at the price chart, at the moment of expansion the price after the signal candle was still moving in the same direction for some time.


 

Already gone from 10% to 4% profit.

Minus six per cent is faster than the increase to ten per cent. The system is not reliable imho.

 
Evgeniy Chumakov:

It's already gone from 10% to 4% profit.

Minus six percent is faster than going up to ten percent. The system is not reliable imho.

And now? :))))) Nothing has changed and the return to 10% is faster than the drop to 4% :)))) HZ. Probably need to increase the tick sample size - too many trades.

 
Alexander_K2:

I DON'T KNOW. Probably need to increase the tick sample size - there are too many trades.


О! It's good that it's back to 10, but it's really fast. I don't think increasing the volume will do anything, trades will be less frequent, but it's not the fact that profit/loss ratio will change.

 
Evgeniy Chumakov:


О! It's good that it's back to 10, but it's quick. Imho increasing the volume won't do anything, trades will not be as frequent, but it's not the fact that the profit/loss ratio will change.

I think so, too...

 
Alexander_K2:

That's what I think too...


Apart from the sampling kurtosis, there's something else to come up with.

Maybe the spread should also be taken into account somehow.

 
Evgeniy Chumakov:


Apart from the sampling kurtosis, we need to think of something else.

Maybe the spread should also be taken into account somehow.

Nah, I'm out.

Either it's the Grail until New Year's Eve or I'm off the hook. I'm fed up and I don't want to think anymore. I'm just watching my TS. It's getting fun on ticks :)))

 
Alexander_K2:

Nah, I'm out.

Either it's the Grail until New Year's Eve or I'm off the hook. I'm fed up and I don't want to think anymore. I'm just watching my TS. Tics are fun :))))


I know what you mean. It takes so much effort, emotion and time that woo! ....


About thinking!

And what if, let's say, there was an increase of n-points per a tick, but if we examine the same n-points but with a different time interval, it will be absolutely different... Right?

So the speed is taken into account, and it seems to me to be very important.

So, we should draw the distribution considering the speed and look at the skewness and kurtosis.

From this it can be understood how quickly the price changes in any direction.

I think so! You won't be able to check it on minutes because we are limited to bars, but it's just right on ticks.


Do not be lazy - check it.

 
Alexander_K2:

Nah, I'm out.

Either it's the Grail until New Year's Eve or I'm off the hook. I'm fed up and I don't want to think anymore. I'm just watching my TS. I'm having fun on the tics :)))

If you look visually at the balance/equity chart, you can see that almost always early entries are made. Your TS is in too much of a hurry to open.
 
Alexander_K2:

Nah, I'm out.

Either it's the Grail until New Year's Eve or I'm off the hook. I'm fed up and I don't want to think anymore. I'm just watching my TS. I'm having fun on the tics :)))

40 trades stalling in place...
Reason: