Some signs of the right TCs - page 27
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What does it have to do with the behaviour of prices on different instruments. Does it matter if they are symmetric or not, with a predicted long term trend or if the forecast in three ticks or bars is correct? For a proper study/analysis of a numerical series it should make no difference to its behaviour. And this can only be done if the TS conditions are mathematically correct.
Right, right... Whatever... Do you even remember in which problem the phrase "numerical series analysis" appeared?
The trend in case of replacement of C(t) by F (C(t)) with monotone F will persist because it is determined by sections between extrema and the moments of extrema persist. So will the directions of price movement between them - the trends. This is not the case with the time inversion. This has already been pointed out. Another question arises when implementing time reversal - what to consider as the moment of reaching an extremum. If it is the first touch of its level, the moments of extrema will change because the first touch when moving from the left to the right may not be the first touch when going from the right to the left.
What to consider as the moment of reaching an extremum, or some other event - I agree. I'm stumped about the right-to-left movement.
I'll have to try optimising for each direction separately and see what happens.
Done.
The best OnlyBuy pass goes perfectly on OnlySell. And vice versa.
Combining the best passes of each direction gave the same result as the best pass in both directions.
All in all, in this particular case, no point in adjusting for each direction.
ZY Highlighted is a bit of a surprise to me, as I was sure that combining two such trims should give better results than one trim. Perhaps it's the magic of GA.
Made.
OnlyBuy's best pass goes perfectly on OnlySell. And vice versa.
Combining the best passes of each direction gave the same result as the best pass in both directions.
All in all, in this particular case, no point in adjusting for each direction.
Got it, buy at the high, sell at the low and we'll be profitable!!!
Right, right... Whatever... Do you at least remember when solving which problem the phrase "analysis of numerical series" appeared?
I do not understand the gimmick, if about the analysis of series in general, they actually the first were not pseudorandom. Rows were different. Market, Poisson's Brownian series appeared later. In our problem the matrix row is either a bid-ask matrix with tick number or time or ask spread with tick number or time and the condition of searching for the maximum relative price change with the condition of transaction with a loss. And we, with the understanding that this is a discrete multifactor function by history, can define a little bit of the rules of behaviour of this function. The question is, if we replace addition with multiplication by logarithm, will it give us something or not? My answer is yes.
I don't get the joke, if it's about analysing rows in general, then they weren't pseudo-random in the first place. Rows were different. Market, Poisson Brownian ones came later. In our problem the matrix row is either a bid-ask matrix with tick number or time or ask spread with tick number or time and the condition of searching for the maximum relative price change with the condition of transaction with a loss. And we, with the understanding that this is a discrete multifactor function by history, can define a little bit of the rules of behaviour of this function. The question is, if we replace addition with multiplication by logarithm, will it give us something or not? My answer is yes.
I mean the original formulation. Do you remember Elena Sergeyevna?
I don't get the joke, if it's about the analysis of the series in general, then they weren't pseudo-random in the first place.
I don't know about the first numerical series analysis ...
I mean the original wording. Do you remember Elena Sergeevna?
no i don't .... What's this about...
Made.
OnlyBuy's best pass goes perfectly on OnlySell. And vice versa.
Combining the best passes of each direction gave the same result as the best pass in both directions.
All in all, in this particular case, no point in adjusting for each direction.
ZY Highlighted is a bit of a surprise to me, as I was sure that combining two such trims should give better results than one trim. Perhaps it's the magic of GA.
Is this about which TC and more importantly which tool?