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Re: $500 Prize: Let's program the Holy Grail MA together

太虚一毫, Sun Jul 18, 2021 11:42 pm

ionone wrote:
Sun Jul 18, 2021 11:19 pm
OK so I've heard rumours that some hedge funds trade only with one special moving average of some sort.
I think it's possible, my hunch being that if you can find the right period of a simple adaptive moving average, then the reversals of the curve can be enough to trade profitably. The problem being finding that special period.
I've tried a lot of stuff with MAs. I actually got an engine that compute profit & drawdown automatically, based on close prices

do you think there is such an MA ? or am I completely mistaken...

So if you got any idea about an adaptive moving average, let me know and i'll program it.
the kind of logic that i'm asking :
If the high of the actual bar ISN'T the highest of the last 10 bars, then decrease MA period
if high[0] > high[1] then increase period
that kind of logic...

let's find the holy grail together ! :)

Jeff

A website in China: https://datacenter.jin10.com/banks_orders

There is an investment bank order column. (I don’t know if there is something similar on the English website)


A few years ago, I often paid attention to the orders of investment banks, and found that their orders were not smart. The stupidity that will basically be eliminated. It's weird.

I once doubted the authenticity of investment banks' orders, and suspected that their public orders were not consistent with real orders.


I find it interesting that you initiated this post. Let's look at investment banks and hedge funds, who is smart!


I paid attention to this Chinese website before. As long as I saw the investment bank placing an order, I immediately simulated (marked it) on MT4, MT5 and other Chinese software. As a result, I found that their orders were very few. Most orders will be stopped or cancelled by the investment bank.
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