Pair trading and multicurrency arbitrage. The showdown. - page 257
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in both theory and practice, D1:W1 ~2,236, which is written in black and white in all the textbooks on theorist belief
hence, in principle, any series can be dragged out by the ears.
Sine and Fibonacci series are a pattern. Well and Pythagoras is also a pattern.
Sine and Fibonacci are patterns. So is Pythagoras.
Sine is a trigonometric function,
the Fibonacci series is an integer series.
and Pythagoras is an ancient Greek.
and none of them are patterns.
sine is a trigonometric function,
Fibonacci series is an integer series
and Pythagoras was an ancient Greek.
and none of them are ever a pattern.
The Fibonacci sequence is a pattern of numbers that, when placed in a row, form a line of numbers, each of which is the sum of the previous two numbers. Sine is a pattern that establishes a relationship between two parameters of a triangle Pythagoras' theorem establishes the regularityof the ratio of sides in a right triangle.
don't eat more of these mushrooms :-)
e, D1:W1 ~2,236, which is written in black and white in all textbooks on theory of faith
hence, in principle, any series can be dragged out by ears.
I agree, because if the main basket and two borderline,
and the fourth oppositional - is not traded.
then you need to enter the coefficient of 3/4
2,236* (3/4)= 1,677 ,
deviation from the Fibonacci number is quite insignificant.
The maximum width of the trading range took 2.33 - there is a code on the previous page how to charge baskets
(But it is for a separate instrument)
For a channel with an average width of 100, (if we talk about the CCFp indicator and its hybrids)
deviations in width usually does not exceed 50%. But these are rare cases, mostly the channel moves by 20-25% (for M30)
so the maximum channel width is 100*1.5=150%
minimum channel width is 100/1.5=66.6%
In principle, the maximum and minimum width is "up to our backs",
the main thing is to divide the channel into 4 subspecies - more/less than 100% and shrinks/expands.
These 4 subspecies are 4 baskets.
Depending on what the current basket is at the moment,
each pair is manipulated with a pari-pari.
Wager Pai = ((wager strength)/(total channel strength))*100% *K
(K=2) because the sum of all pair strengths is twice the width of the entire channel - if you count from zero the positive and negative strength values.
I've kind of explained it on my fingers.
there are no Fibonaci numbers there...if I have time to deal with the current situation today, I'll write down where they come from in the mass.
but what it does have is the addition of random averages. Five days in a week, 5 times one is the root of five ~= 2.236.
there are no Fibonaci numbers there...if I have time to deal with the current today, I'll write down where they come from in the mass.
but what it does have is the addition of random averages. Five days in a week, 5 times one is the root of five ~= 2.236.
24H:1D. 60 M:1H.
there are no Fibonaci numbers there...if I have time to deal with the current today, I'll write down where they come from in the mass.
but what it does have is the addition of random averages. Five days in a week, 5 times one is the root of five ~= 2.236.
When trading a basket of 28 pairs, the width of the channel is always read - current.
The ranges are taken from the current width. This indicator is dynamic.
I.e. for a stable algorithm, dynamic indicators are changing channel width (and accordingly the width of the range),
changing range - because when the width changes, the range of inputs and outputs changes.
Also the dynamic impulse is selected and constantly read.
And the differential - the basket that is traded (I remind you that there should be 4 pieces, and no other way) - is changed.
And the profit factor of the correct algorithm should be in the area of Fibonacci numbers, i.e. about 1.6, if the profit factor of the correct algorithm. about 1.6,
if very pragmatically approach to the question - it can be more than 1.7-1.8 for example.
And the main thing - when switching the differential - the equity - does not fail, it increases without any pits.
If there is a pit - means the algorithm is written incorrectly, not taking into account the change of the differential!
Recall the game of thimbles with 4 cups and one ball.
Below, as an example - the correct algorithm (without drawdown pits).
(this is trading for 7 trading days (half a week) timeframe major H4 minor M15 with the current open positions).
The profit should not only be obtained, but also to hold it at the reversal....
(this is trading for 7 trading days (half a week) timeframe major H4 minor M15 with current open positions).
I will write your conclusion in an understandable language, in case someone wants to read it:
(this is trading for 7 trading days (a week and a half) timeframe major H4 minor M15 with current open positions)
By the way (but this is rather a stone in MQ's favour): I wanted to point out for a long time - charts with balance should be real-time only. That is, the X-axis should be not the serial number of the transaction, but date-hours:min:sec.
then it is more informative and relates to reality
I understand why it is done by deals. Firstly, it is easier to do so, and secondly, it is more convenient for some users to breed others :-)
But why should we deceive ourselves...the chart should be by time.
We need to make such a schedule right away.
ps/ when you look at your own report chart, you know exactly which segments belong to which time point and what was there with the quotes.
When you look at someone else's chart, then alas and ah - well curve...well up...and if you superimpose it on time, you will find out that there is over-sitting, trading is torn and does not correspond to anything at all, does not fall into daily cycles, "neither in the n nor in the red army"....