Some signs of the right TCs - page 21
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I'm talking about stocks, indices, etf and the like. there can be different buy and sell strategies.
And the symbol flip principle doesn't work there (if strictly speaking it doesn't work at all for any instrument in general)
Apparently, by the symbol flip principle you mean something different than mine.
Apparently, by the symbol flip principle you mean something different than mine.
A strategy that works on the EURUSD does not have to work on the USDEUR in general, if only because of the asymmetry of buying and selling.
For intraday, asymmetry can be neglected.
Talking about stocks indices, etf and similar stuff. there can be different selling and buying strategies altogether.
And the principle of reversing the symbol does not work there (if strictly speaking it does not work at all for any instrument)
100% true. This is, by the way, another criterion for the correctness of the TS, which can be neglected for example on some forex pairs due to their different nature (equal strength of economies, etc.), and not always.
But Saber must imply that the system can and should catch the signals that go to buy if they go to sell. It is not clearly stated, but it was immediately clear to me. Without it there is no sense.
Generally speaking, for example - indexes increase gradually, but fall heavily; during growth there are practically no candlesticks greater than 10%, etc. And there are always such "sell" candlesticks during a fall. The system waits for such candlesticks and sells. But it should also react if these candlesticks are buying (the symbol is reversed).
Another thing is that due to the nature of the instruments ALWAYS have different strategies up and down, except in rare cases, and not take it into account a big mistake, ie if we were given an impersonal series by definition we cannot build a strategybetter than if we have any additional information about this series (the nature of its price, depending on the fundamental. factors).
A strategy that works on the EURUSD does not have to work on the USDEUR in general, if only because of the asymmetry of buying and selling.
For intraday asymmetry can be neglected.
In the general case, when placing orders by time there is usually really no analysis of the symbol, but if there is this analysis, then everything will turn as it should and intraday as well. Because the placing by time is linked to the tick, if it's done accurately and correctly, so the invariance will work, except of course for the flip by time. In this case we should change the order open and close points, but it's still unclear how we should maintain the logic.
So you don't analyse the symbol at all when you decide to buy and hold? Then it is a pure chance, not a trading system.
I think it is incorrect to use the practicality argument in theoretical reasoning.
I think it is incorrect to use the practicality argument in theoretical reasoning.
They are simply different things, buy and hold is mostly from fundamental analysis and they are not usually put into an EA. If you take signals from the news or stock indices, they are definitely not mathematically invariant signals.
These are simply different things, buy and hold is mostly from fundamental analysis and they are not usually embedded in an EA. If you take signals from the news or stock indices, they are definitely not mathematically invariant signals.
But it has nothing to do with finding the patterns in the numeric series and if we consider the invariance of TS as a condition for finding the patterns in numeric series, then it is a necessary condition.
I still come to the conclusion that it is wrong to apply this correctness approach to the inverted symbol, or its application is limited.
The reason is simple - as already pointed out, unequal buy and sell strategies.
i.e. a good buy strategy SHOULDN'T work on an inverted symbol, but if it reverses itself, WHY does it know when, i.e. which symbol is upside down or upright?
So buying and selling have to be tested separately and hence flipping doesn't make sense.
s.s.
I do not remember if similar classification was given somewhere, in my opinion it should be distinguished, although the border is blurred
1. indexed price series, the figure determines the value of asset
2. exchange prices series, the number defines the exchange ratio between two values
The 1s are purely speculative, the 2s are not or not really. It is only on pure 2 that one can reason about a mathematically correct strategy with flipping. But there is no such thing in pure speculation. Eurobucks not always.
https://www.mql5.com/ru/blogs/post/734084
If there is a desire to discuss, I suggest in this thread, as there are no response notifications on the blogs.Can we demonstrate the NOT correct TS?
Can we demonstrate the wrong TS?
Experts\Examples\MACD\MACD Sample.mq5