Creating a trading robot - page 29
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Um... Why are you so technically jumping out?
Your brainchild is there - move it (TS), waiting for a link to the signals...
The signal will be in February on the real account. There is nothing else to do there - everything has not only been said, but there is a ton of rubbish :)). I'm scared to go there - it's crazy nonsense :))
There will be a signal from February on the real. There's nothing else to do there - not only has everything been said, but it has been covered with tons of rubbish :)) I'm scared to even go there - it's the ravings of crazies :))
:-)
No way. We can ask not to be buried alive.
After all, everything is still fresh and relevant!!!
and not the "ravings of madmen", but the reflections of experts on the case...:-)
There's still the opinion that one of those gizmos is enough... in that thread.
It would be good to have some freshness here...
I have moved and will continue to move only one topic - distributions and stochastic dynamics. And I myself would not mind to hear something new. But nobody is in a hurry to tell and show me something.
Here, Roman, let's watch this thread in silence for a week just for the fun of it - I'm sure nothing will be born here.
Here, Roman, let's watch this thread in silence for a week just for the fun of it - I'm sure nothing will be born here.
:-)
Currently - translating into speedometer code, maybe, if not strictly according to those conditions, but screw others, you can take something from it...
I have and will continue to move only one topic - distributions and stochastic dynamics. And I don't mind hearing something new myself. But nobody is in a hurry to tell and show me something.
In fact, you get a good oscillator with sufficiently beautiful signals, but I'm afraid there is a pitfall with strong news channel (boundaries) will expand, it's good for the calculation to take a fairly large data history for at least three months ...
Good thinking, Anatoly. It is a very good indicator, no fooling around - but for flat market conditions. On strong news, in a trend - it breaks. And there the entire topic from page 135 until the finale was dedicated to finding the trend/flat key. That key is the kurtosis of the distribution of increments. But, I'm not claiming to be the final truth here. Perhaps someone will apply the Hurst coefficient or autocorrelation and get better results. But it is the sum of increments in the sliding window and correct variance calculation that is basic for TC.
Good thinking, Anatoly. It is a very good indicator, no fooling around - but for flat market conditions. On strong news, in a trend - it breaks. And there the entire topic from page 135 until the finale was dedicated to finding the trend/flat key. That key is the kurtosis of the distribution of increments. But, I'm not claiming to be the absolute truth here. Perhaps someone will apply the Hurst coefficient or autocorrelation and get better results. But it is the sum of the increments in the sliding window and the correct variance calculation that is basic to TC.
And there the whole topic from page 135 to the finale was devoted to finding the trend/flat key. This key is the kurtosis of the incremental distribution. But, here I do not claim to be the final truth.
It does not work. The kurtosis is a posteriori information. You will get it when everything is over, and you will wait half a period on average for your kurtosis to come back to normal, although it has long been over and you can live in peace for a long time.
It doesn't work. The excess is a posteriori information. You will get it when everything is over, and you will wait on average for half a period when your kurtosis comes to normal, although it has long been over and you can live in peace for a long time.
I'm not arguing - perhaps there are better parameters. However, it is impossible to find anything in that branch - some collective farmers and slackers have killed off the branch. And clever, experienced traders simply avoided it. It is such a shame. Ugh. I do not even want to remember.