The most banal trading strategy - page 45

 
Aleksey Vyazmikin:

As I understand it does not matter in this case :) In any case, the average cannot exceed the extremum of the price window at which it is calculated and if we know the crossing price, we can easily make profit in this case as well (I was dreaming).

The difference between the price and the average cannot exceed the historical limit.

Now imagine a flat and the difference reaches the allowable limit (price above the average). You open a deal for crossing by quotes of the average (sale) and at this moment the trend starts (upwards) in the opposite direction - the difference between the quotes and the average price decreases and the deal results in an unlimited loss.

Standard problems. What new things have you learned?

 
Evgeniy Chumakov:
If the price always went to the average and the average moved behind the price, AK first and second from the well-known branch would rather not have problems. Already would have been with the grail.

This is just a representation of the process to understand it. The price corrects to the average, it is true, but we just do not know the starting point of the correction, by the way, the flat option, when it seems that the MA is moving towards the price, so after a strong surge there is often an equally strong correction to the MA. In general, it does not matter as long as we know that we buy cheaper than the price will cross the MA, which is what I understandmikhael1983isakov can calculate.

 
Дмитрий:

The difference in price and the average cannot exceed the historical limit.

Now imagine a flat and the difference reaches the allowable limit (price above the average). You open a trade to cross the average (sell) and at that moment the trend (upwards) starts to reverse - the difference between the quotes and the average decreases and the trade makes an unlimited loss.

Standard problems. What new things have you learned?

I have not learned anything yet. Trying to find out :)

 
Aleksey Vyazmikin:

This is just a representation of the process to understand it. The price corrects to the average, it is true, but we just do not know the starting point of the correction, by the way, the flat option, when it seems that the MA is moving towards the price, so after a strong surge there is often an equally strong correction to the MA. In general, it does not matter if we know that we buy cheaper than the price will cross the MA, which is what I understandmikhael1983isakov can calculate.

If you put the cart before the horse, then exactly as underlined, and you know it. A quarterly misconception on the forum from visual effects :-)

Except the SMA (any MA) is secondary and price is primary. It's the sMA that (generalises and)counts from price, not the other way round.

 
Maxim Kuznetsov:

if you put the cart before the horse, then exactly as underlined, and you know it. A quarterly misconception on the forum from visuals :-)

Except the SMA (any MA) is secondary and price is primary. It's the MA (generalises and)counts from price, not the other way round.

Of course nobody will argue about the calculation, the question is - the price movement is the merit of people and it is psychology that forms the patterns, and not some smart formulas. That is why, yes, people start to trade in the direction of price equilibrium, I call this effect partly a return to the past, it is especially well seen when working with Doncian channel.

 
Aleksey Vyazmikin:

Haven't found out anything yet. Trying to find out :)

There, imho, is nothing to deduce. Everything is the same, only the wrapping is different.
Draw the Bollinger, and from the price at the boundaries of the line to the mean. The TS methodology is different, but the result will be similar.
 
Yuriy Asaulenko:
There is nothing to learn there, imho. Everything is the same, only the wrapper is different.
Draw the Bollinger, and from the price at the boundaries of the line to the average. The methodology of the TS is different, but the result will be similar.

I also have Bollinger in my signals (BB index) - I want something new...

 
Aleksey Vyazmikin:

Yes, I also have Bollinger (BB index) in my signals - I want something new...

Where will something new come from? All methods of forecasting have been known for a long time. Pick any one of them and you won't get anything new, no matter how sophisticated.
New may be in the ideology of the trading process itself, but that's more a philosophical question than a technical one.
 
Aleksey Vyazmikin:

I also have Bollinger (index BB) in my signals - I want something new...

If you want something new, you have to invent something new. That's what science and progress is based on.

 
Yuriy Asaulenko:
Where does it come from, the new one? All methods of forecasting have been known for a long time. Choose any of them, and you won't get anything new, no matter how sophisticated.
What's new may be the ideology of the trading process itself, but that's more a philosophical question than a technical one.

I don't know, sometimes something slips my mind....

Uladzimir Izerski:

If you want something new, you have to invent something new. That's what science and progress is all about.

The funny thing is that I found it in my drafts from 2006 and I wanted to delete it. Then I looked at the code and made some improvements and it's an excellent tool.

Reason: