All in all, the essence is — smart people on the spider concluded that Bollinger channels are not suitable for making money on exchanges and OTC markets.
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Cr writes:
let's take the beloved by many comrade Bollinger:
what does he offer?
take the arithmetic mean for a certain number of intervals from the closing price, then the standard deviation of the difference between the average and the same closing price, postpone this same RMS from the average in both directions and get, as it were, a channel, etc..
as a result, we are asked to compare the current price with the average price some number of intervals ago and +/- this same SKO is also sure there, what does that mean
but this is not the worst option yet
that's when the indicator 2 window width parameter – there is absolutely a pipe with tz. elementary mathematics, league and common sense comes
would all this be applied to batch processes – well got a lag – Well, okay – it is generally constant
but for a process with a variable period (as a periodic process) the delay will be a function of the form of this very process
and if the process has discontinuities – then in general the stupid use of something smoothing has no mathematical, no other meaning
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IronBird writes:
Here comes back to Bollinger, then everything is great – and shows the trend and variance… The only problem is that neither this trend nor the dispersion have inertia in the market., therefore tracking them – IMHO useless occupation. Think, im (Bollinger) it could be with great success to measure something else, but not a bazaar.
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Well, we, as always, we will try to use the useless Bollinger channels for the watch of the RTS futures, as we know that any indicators work on the RTS futures, including those, which are no longer good for anything.
Again, take, Bollinger period from the ceiling, for example, 70, and the standard deviation is the standard, i.e 2. Notice, that we do not take parameters, Sort of 76 i1.53 or 62 And 2,03 and the like , which are usually found in over-optimized systems.
so, standard system — open long at the next bar, when the close of the previous bar was above the upper Bollinger band. Close the long when the close of the bar was below the middle Bollinger band. Zarkalno the other way around for shorts. This time we managed to program and test everything for 48 seconds. Here are the results:
Once again we confirm the conclusion that on the RTS futures, THEORETICALLY IN LJ, you can earn using any indicator, even who is recognized as worthless by reputable scientists from the respected spider forum. :)
