Looking for patterns - page 225
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Got back from my daughter today and was unpleasantly surprised to see the topic sink into the basement. Interested in everything, except market patterns, although I used to feel interest in the topic.
OK, tomorrow, or a little later, we will try to cross two more opposites: a trend and a signal for its reversal. The expected offspring is the opposite of a trend.
To do this I need an audience understanding of the trend-catching process. I have been going through this and have posted the indicator here - comment on it please. Very much looking forward to it.
What line should be commented out for the indicator to become an Expert Advisor and what does the script do, the lines can be done manually, although the black ones are so thin.....
It shows up and down, draws minimum and maximum lines and makes a ray of light at breach but is often mistaken, on the Strategy Tester's stick it looks that way)
An improvement on an old idea. If the grail does not work out, I give up and take my hat off to the market.
What do you want to determine the optimal sample with, on what data, old new data and in what way?
What do you want to determine the optimal sample, on what data, old new data and in what way?
With what I want and with what I see fit.
Got back from my daughter today and was unpleasantly surprised to see the topic sink into the basement.
With what I want and with what I see fit.
That wasn't really a question for you. You have the question above. What should be commented out for the indicator to become an Expert Advisor?)
How do you want to determine the optimal sample, on what data, old new data and in what way?
Determine the RMS of the model on the 4 most recent historical bars. Then we increase the sample by 1 bar and again determine the RMS. This operation should be repeated N times. We obtain N values of the RMS. Find among them a sample that gives the minimum RMS. With this value of the initial data sample, we can predict the further course of events in the market.
Absolutely right. The URM-based indicator known to all is in operation and is available in the public domain in the kodobase. Thank you Renat for your excellent understanding of the proposal.
Determine the RMS of the model on the 4 most recent historical bars. Then increase the sample by 1 bar and determine the RMS again. This operation is repeated N times. We obtain N values of the RMS. Find among them a sample that gives the minimum RMS. With this value of the initial data sample, we can predict the further course of events in the market.
How often do you want to carry out the optimization and to what depth? How to determine the best one, just the minimum RMS without depending on the depth of sampling is evil. And what to do if the results are sawed horizontally. Have you done it yet? Are there any clear minima of RMS?
In my humble opinion, a viable strategy can work.
A viable strategy is one for which the tool does not matter.
And that only means that the strategy has the RIGHT IDEA in it...
Everything else is a tweak to the story...