From theory to practice. Part 2 - page 64
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Hz. The person, under different sauce, has been pushing the idea for many years that if the previous bar was up, one should buy and vice versa. I.e. to follow the "trend" - the direction of the movement. Doesn't he have nothing else to do? Moreover, I encountered similar tactics on the SL, but it is not taken seriously and not checked there either. I don't know what to say... It seems too simple to me myself, but who knows... I'll check it out sometime.
Apparently there's nothing, I told you, it's just a hobby to scratch your brow. What's the matter with you? The same ones crawl into every thread.
That's when simple = bad. You cannot solve a complex problem with primitive means, just as you cannot build a skyscraper out of clay and twigs, defeat an enemy in a tank with a bow, or fly into space in a flyer.
Made histograms for the magnitude of the trends over the passed price - based on the zigzag. It turned out depressingly similar to SB (exponential distribution)
I did not make histograms for trend times, because they are complicated (time gaps, volatility fluctuations, etc.) and the meaning of their possible application is unclear.
Well, a clear dip in frequency suggests a greater likelihood of that particular duration appearing. Isn't it the Grail of knowing when the trend finishes in time?
Well, there might be something to that. I don't really like working with time slots. I like working with time in terms of the hour of the day or the day of the week.
Well, there might be something to that. I don't really like working with time slots. I like working with time in terms of the hour of the day or the day of the week.
This is where the same zigzag can be used.
The main thing is to understand which ZigZag to choose. You can build with a minimum fixed step of n-points, or you can change the step according to daily volatility (then you can remove unnecessary noise in the form of zz bars)
The main thing is to understand which ZigZag to choose. You can build with a minimum fixed step of n-points, or you can change the step according to daily volatility (then you can remove unnecessary noise in the form of zz bars)
Question, is such stationarity good for profit trading?
))) Well, theoretically, there is constant variance and MO on this plot - enough for a profile trade.
If it's a forward test, of course.
But you can't say so - it's something taken out of context.
The same series can be obtained by simply detrending the price series, but one still has to trade on the initial price series - there is no profit.
Any price series can be converted to a stationary form - it is of little use.
You have to trade on the original series, not on the transformed one
Why should there be 100% repeatability in markets in the form of a sine wave?
It is embarrassing to listen to such men of science looking for profit in a sine wave of prices.))
It's the order of the day in the chamber though.)