Looking for patterns - page 74

 
Alexander_K2:


I'm hustling and my knees are trembling... The grail is needed like air!

Don't worry, another ten or fifteen years of hard work and you'll come up with something. Maybe.

 
Alexander_K2:


Will anyone undertake a test?

I don't see much point in such a channel. The point is that such a channel is essentially an oscillator indicator with all the side effects. The price in it is a line and in such a channel, it can be depressed and depressed for quite a long time. A bolinger would be more useful.

What is needed for the grail? To know the direction of the price. For that you need to make prediction systems. Where the price will go and where it will stop.

 
Uladzimir Izerski:


What is needed for the grail? To know the direction of the price.


Noticed that everyone knows but cannot demonstrate.

 
Uladzimir Izerski:

Where the price will go and where it will stop.

I don't need to know the direction, but where it stops is the issue; I'm not looking for directions, but where it stops. If we know the stop, the direction itself is clear, the bus will take us where we need to go... the main thing is to get off at this stop, cross the road, and take a seat in the opposite direction until the next stop...

I will definitely become a Kant with you))

 
Evgeniy Chumakov:


I notice that everyone knows, but cannot demonstrate.

Been busy coding a multivolute. Been making a robot to work together. Manual and automatic at the same time from the same panel. On that signal on the real one I was testing the operation of the buttons. No work there yet, just tests of the buttons. It's on its way to completion.

 
Martingeil:

I don't need to know the direction, it's where it stops that matters, I'm not looking for directions, I'm looking for where it stops. If we know the stop, the direction itself is clear, the bus will take us where we need to go, just get off at this stop, cross the road, and go in the opposite direction to the next stop...

I'll be a Kant for sure)).

The stop is known, but further price behaviour is questionable. It may turn around, or it may "joke" and do a body dump.

So we have to be vigilant and watchful. The robot cannot cope with such questions by itself. You have to help him. We should help it to cope with such situations. We have to use stops to save them.

 
Uladzimir Izerski:

The stopping point is known, but the further behaviour of the price is highly questionable.

You do realise how delusional that sounds, don't you? :))

 
Alexander_K2:

OK.

Let's check the validity of Uladzimir's statement that as the size of the sliding window increases certain patterns emerge, and that these windows must be equal to certain time periods of the market.

1. Suppose Gunn is right, and the time cycles of the market represent a certain series; 1 day, 3 days, a week, ...

2. It used to be that 3 days equaled half of a weekly candle, while a week had 6 trading days. Now it is 5. Therefore, choose a sliding window = 2.5 days.

3. Working with OPEN M1 prices.

4. volume of sampling of the moving window = 3600 values OPEN M1.

5. Plot a simple moving average SMA(3600)

6. We calculate the process variance using the formulaS=2*sqrt(2*D*t), where D=b^2, b- the average value of increments in the moving window, t- time = 3600

7. The channel boundaries are respectively: upper =SMA+S, lower =SMA-S.

8. BUY when the price crosses the lower boundary, SELL - when the price crosses the upper boundary.

9. Exit from the trade - when price intersects the moving average.

Usual strategy of trading in the channel relative to SMA, based on hypothesis of price returning to the average.

Only period = 2.5 days (3600 values OPEN M1) is unusual.

Then let's check on a weekly moving window etc and answer the question - is Gann and Uladzimir right saying that there are time cycles in the market and the patterns become clearer as the TF size increases.

Does anybody want to test it?

On point 8, a comment.
One should not enter not at the price crossing the upper or lower limit.
And for example for buy, the price has crossed the lower boundary and then we see the reversal upwards and upward movement will continue, but the price is still below the lower line.
That is the time to enter.
 
Roman Kutemov:
On point 8, a comment.
Do not enter when the price crosses the lower or upper boundary.
But for example for buy, the price has crossed the lower boundary and then we see the reversal upwards and the upwards movement will continue, but the price is still below the lower line.
That is the time to enter.


We can see, but the price doesn't give a shit and the movement really continues not in our direction.

 
Evgeniy Chumakov:


We can see it, but the price doesn't give a fuck and the movement really doesn't continue in our direction.

Then the loss is less than in AK2
Reason: