Education and research

Local minimum is trading


    Нет-нет, я вас вовсе не упрекаю. Я совершенно уверена, что вы не имели в виду нанести нам какой бы то ни было ущерб. Но было бы куда лучше предоставить создания, которые встретились вам в Шалмирейне, их собственной судьбе.

    Likes Quote from kut2k2: I would never use a centered MA in any trading context. Centered MAs are for academic studies of time series post-data-collection, which is worthless for the real-time analysis required by trading.

    Have you tried weighted MAs?

    The indicator works according to the main classic rules for determining the trend. Trend determination rule: If the new local maximum is higher than the previous one and the new local minimum is higher than the previous one, then there is an uptrend on the trading instrument. If the new local maximum is lower than the previous one and the new local minimum is lower than the previous one, then there is a downtrend on the trading instrument.

    Whatever smoothing method you decide upon, you're never going to catch the turning point right at its occurrence. The best you can hope for is to catch it one datum or two data right after it occurs.

    • Об этом поговорим чуть позже, - сказала .
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    • Другого имени у него не было, да и к чему бы оно .
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    Good luck. Actually I am not thinking about immediately using this for real-time signaling.

    • Он пренебрег движущимся тротуаром и ступил на узкий неподвижный, что, без сомнения, было причудой, поскольку ему предстояло преодолеть несколько миль.
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    Sometimes, I am studying the trades of a particular forward or back test, and I am trying to figure out why the signal triggered, and why on some days the signal failed.

    I have been manually inspecting hundreds of days and figuring out what is going local minimum is trading. However, it would be nice to automate this procedure and get statistics behind it too.

    local minimum is trading

    The local peaks are relevant to many of my algorithms since some of them trigger on reversals. So having the local peaks on historical data would be very interesting to me. In other words, from the standpoint of back testing, sometimes it would be nice to have the ideal solution, and then compare it against your algorithm.

    In some of my algorithms, the ideal solution will be based on the local peaks of course, not all of them, but in a filtered sense.

    local minimum is trading

    If I can get my hands on the ideal solution, then I can find out how far from ideal my algorithm is and how to fix it.

    I could use the extrema to figure out a lot of other useful things.

    local minimum is trading

    One of them is to find the distribution of extended one-way "runs" between peaks and troughs, and see how that varies over weeks or months. That is actually a more relevant distribution to me than volatility based on the variance.

    Of course the peaks in that intraday run distribution is going to be correlated with the ATR but it might give me a finer measure. In addition, even in a trading context, many of my algorithms don't local minimum is trading immediately but require a confirmation after a signal. Therefore, often my entries are slightly delayed and still they are successful because that cuts down on the false entries stop-outs. So in those cases, instead of using some other confirmation, I can use a confidence level based on the peak detector, which may or may not be based on a centered MA.

    See the details here Stock chart patterns, when identified correctly, can be used to identify a consolidation in the market, often leading to a likely continuation or reversal trend. Traders may use these trendlines to forecast price patterns that can be traded for profit. Like with most market indicators, a price forecast is embedded in the trading pattern identification.