From theory to practice - page 954

 
Martin Cheguevara:

I have a strange thing going on... I was looking for the most optimised approach to using my robot as usual... and came up with an ambiguous result.

When a trend is detected, its confirmation by about 10-15% gives the biggest positive result in trading.

If more than 30% confirmation of the trend the efficiency of the robot falls by 30%...

That is, if you find a small trend, and it will be almost random, but still a little expressed in any direction, then it is in 90-95% of cases worked to the plus. But here it turns out that the more reliable confirmation of the trend the less likely positive outcome ...

In principle, I previously calculated the mathematical trends and watched where it starts to form during the analysis of 60-70000 significant trends in EURUSD I just came to the result that almost all trends (about 90%-95%) are formed by complete randomness.

But then what happens...the more efficient you look for trends the less likely they are...hmmm...

Respect for the hidden question!!!

There are many ways to check for trend completion. The interpretation, if interested, we can discuss in person. But it doesn't matter to me.

 
Renat Akhtyamov:

Yeah, I remember, I remember.

you started writing this kind of thing a year and a half ago

Yes. There were personal issues here that kept me from continuing. I've had it up for review since November 2015.

 
Martin Cheguevara:

I have a strange thing going on... I was looking for the most optimised approach to using my robot as usual... and came up with an ambiguous result.

When a trend is detected, its confirmation by about 10-15% gives the biggest positive result in trading.

If more than 30% confirmation of the trend the efficiency of the robot falls by 30%...

That is, if you find a small trend, and it will be almost random, but still a little expressed in any direction, then it is in 90-95% of cases worked to the plus. But here it turns out that the more reliable confirmation of the trend the less likely positive outcome ...

In principle, I previously calculated the mathematical trends and watched where it starts to form during the analysis of 60-70000 significant trends in EURUSD I just came to the result that almost all trends (about 90%-95%) are formed by complete randomness.

but what then it turns out...the more efficient you look for trends the less likely they are, or rather less likely a positive outcome...hmmm...

PS: my system analyses only the price, I don't apply any filters in my robot.

My system never lags with signals.

The logic behind it is

When a trend is already seen by everyone, it is no longer useful (only if it is not particularly prolonged)

10-15% - start

30% - continuation

 
Renat Akhtyamov:

The logic is that

When a trend is already seen by all, it's no longer in vogue.

10-15% is a start.

30% is a continuation.

Totally agree with this.

 
Renat Akhtyamov:

The logic is that

When the trend is already seen by all, it is no longer worth it (unless it is particularly prolonged)

10-15% is a start.

30% - continuation

The trend can eat away at anyone who wants to disagree with it.

 
Uladzimir Izerski:

The trend could gobble up anyone who disagrees with it.

and no one knows when it will turn around

;)

 

One of the lagging indicators for trend detection can and should be momentum/velocity.

Demko was just talking about momentum. I did not understand how, because he spoke confusingly (probably filling his pockets with cash while talking to me).

 
Alexander_K:

I totally agree with that.

Good morning, Alexander!

In principle your approach to the market as a physical phenomenon makes some sense, but it is a bit misleading to rely on it.

 
Renat Akhtyamov:

The logic is that

When the trend is seen by everyone, it's no longer worth it (only if it's not very prolonged).

10-15% is a start

30% - continuation

then we have a very small window for decision making...

no wonder the market earns so little)
 
Martin Cheguevara:

then we have a very small window of opportunity to make decisions...

if it doesn't lag, it's already in the pocket
Reason: