A topic for traders. - page 116

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Stanislav Nikolaev #:

* The strategy tester does not give Bid values from other pairs. *

What is this nonsense? The MetaTrader 5 strategy tester has no problem getting both prices and OHLC from any other symbols!

 
Stanislav Nikolaev the deposit currency (e.g. eur) is not involved in the quote (e.g. AUD/NZD)?
That is, the deposit is EUR, and we open a Buy trade on the AUD/NZD pair with a lot size of 1000 pips (by the last decimal place). How do we know what the loss will be if we close on the stop?
What is the algorithm for calculating ???

Try it, then report back

 TickSizeSymbol=SymbolInfoDouble(_Symbol,SYMBOL_TRADE_TICK_SIZE);
 TickValueSymbol=SymbolInfoDouble(_Symbol,SYMBOL_TRADE_TICK_VALUE);

  ResultCurr=(StartPrice-FinishPrice)/TickSizeSymbol*TickValueSymbol*lot;
 
Stanislav Nikolaev #:
How do we know what the loss will be if we close on the stop?
What is the calculation algorithm ???

Have you triedOrderCalcProfit()?

 

Colleague friends, what is "white noise" in the markets?

I am not a physicist. Please explain it to me on your fingers.

P.s.

Maybe I didn't phrase my question quite clearly? Sorry.

But.

If there is "white noise", then in theory there must also be "black noise".

What's the difference? And how is it defined?

 
Uladzimir Izerski #:

Colleague friends, what is "white noise" in the markets?

I am not a physicist. Please explain it to me on your fingers.

Uniform randomness, not exactly uniform pink or brown, is where some sort of spectrum of waves can be distinguished.

It can't be black, it will be something definite.
 
Valeriy Yastremskiy #:

uniform random, not quite uniform pink or brown, is where some sort of wavelength spectrum can be distinguished.

Black can't be, that would be a definite thing.

So there has to be a spectral analysis through a prism of something?

What is a prism in market analysis?

P.s. again.

Random is;

1. random

2. random

3. random

4. chosen at random

5. done at random


Didn't find the point in"randomly random".

Yeah, it's bad enough not being a physicist.
 

White noise is a stoch.process with a stationary and uniform spectrum.

Accordingly, other colours of noise have irregularity, more details here:

https://ru.wikipedia.org/wiki/%D0%A6%D0%B2%D0%B5%D1%82%D0%B0_%D1%88%D1%83%D0%BC%D0%B0

It is also worth noting that the market is almost always a non-stationary (fuzzy, shimmering) spectrum.

And with a pronounced volatility structure on some scales.

For a deeper dive, we recommend the second book by Edgar Peters (available in Russian translation).

Noise colour matters for the so called Joseph effects (nice name yes) and others.

Here is a brief synopsis:https://baguzin.ru/wp/edgar-peters-fraktalnyj-analiz-fina/

Basically what Peters has shown is the differences in the nature of the different markets and how the currency market is different.


P.S. I was going to make a joke-draw a picture about $10 capital, but OK, later 😁

 

In forex, any wave colour is blue

This is objectively judged by the local wave-goers :-)

 
From shaman waves move to wavelets, there is a lot of unploughed, it is even trivial to make a bank of typical wavelets and combine them to track forwards, it is like a pattern searching which was discussed here on the forum, but most likely the statistics of forwards will be unstable, And the main idea is to change from less probable to more probable state of the system, theoretically we can use conditional probabilities and watch different scales and lengths, and most likely we will still come to the idea of reversion/reversal or impulse catching.
 
transcendreamer #:

White noise is a stochastic process with a stationary and uniform spectrum.

...


P.S. I was going to make a joke-draw a picture about $10 capital, but ok, later 😁

If you ain't got the brains, you can study other people's thoughts endlessly).

==========

Look what a noble gentleman you are, you didn't draw a caricature.)

I'll give you $10-50 if you don't have your own, and repeat the result with 100 trades in public. Will you do it? I'll walk out of here in disgrace forever .

If you don't do it. Then you're a tattletale.)

I don't care how much you can make on a random process.

You can only prove with your real results and show everyone what you're capable of.

Gentlemen are no longer trusted by words.)

===

Thanks for the links. If not for me they will be useful for others.

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