Without knowing peace and rest, in the moonlight and sunshine, we make money out of thin air, only to throw it down the drain again. (With)

I don’t know who this statement belongs to, but it definitely fits the topic of our conversation today. But first, I'll tell you a little about myself. I am an investor with just over a year of experience. I invest not only in, but also in various investment companies, funds, real ones. I can’t do without hype. In general, everything is going steadily, capital is growing. I have taken part in similar competitions more than once before, and I watched this one for several weeks. Ultimately, I decided to share with you one of the most unusual ways to make money. Its main essence is that you can earn money both by investing your funds and without spending a single penny.

In total, I plan to write 4, including this one, and fully reveal the potential of the investment instrument I offer. This tool is known to most of you, moreover, many of you use it every day, but for other purposes. We will talk about the group (community, public) on VKontakte. The question arises: since when did the VKontakte group become an investment tool? The answer is simple: you invest your time and/or money to make a profit.

I'll make a few comments right away. Firstly, this series of articles will be narrowly focused, but by analogy you can easily use the information received to create a group in any other social networks. Perhaps some of the information can be used to work on your website. Secondly, I’m not an SEO specialist and I haven’t studied programming either, however, I know my subject quite well. Third, I have no desire to write frank instructions for dummies, so we will miss simple moments, focusing on more important things. And fourth, below I will outline my own experience, with my own examples, so I kindly ask you - if you want to criticize, show what you have achieved.

Today, according to plan, we have an introductory part, so to speak, just to show that the current TOPs of the competition will soon have another opponent. Well, tell us briefly what we will consider in the future. So, let's go over the plan.

Plan:

1. Creating a group. In this article we will look at the main points that need to be taken into account when creating a VKontakte group. Let me give you a few personal examples.
2. Promotion of the group. Here we will talk about ways to promote the group. Again, we cannot do without examples.
3. Income from the group. In conclusion, we will talk about how to monetize the efforts expended and start receiving a stable income. And again I will give a few examples.

In custody:

In conclusion, I would like to note once again that the entire series of articles will be based on

Without knowing peace and repose,
In moonlight and sunlight
I make money out of thin air
To immediately throw them into the wind
© I. Guberman (at least he thinks so)

While the robot was working hard during the day, I managed to run 5 km, sleep twice, remove redundant settings of the robot’s parameters, and started combining filters of different types and orders in one system. And given the fact that I slept well during the day, I worked calmly all night. And only at 7 am I went to sleep for 3 hours, which was enough... Now I’ll finish this text and go for a walk or jog again.

I'm afraid that my regular readers will soon begin to go a little crazy. They (readers) are already accustomed to the fact that stochastic trends provide a certain constant picture and completely lost sight of my remark that there can be an infinite number of combinations of such trends. And back in August, “Ostap suffered” and the number of simplifications, mergers and various kinds of modifications was no longer countable. There is only one plus - there are fewer and fewer parameters that need to be configured, and an increasing degree of autonomy in the actions of the trading robot.

Now once again about stochastic wave trends. Using the principles inherent in the SWT method, you can build an infinite number of sets of bandpass filters of different orders, different pitches, designed by different methods and having different locations of poles and zeros on the complex z-transform plane (I scare this a little with scary terms, behind which there is no particular complexity, but nevertheless there are many alternatives). There may be many sets of filters, and the trends for these sets will be different, but the principles of working with waves remain the same. One of my friends, whose technique I deciphered from a couple of words in correspondence, uses a similar approach, which, translated into the language of the SWT method, is equivalent to a filter comb step of 1.618 (Fibonacci number). Implementing a similar principle within the framework of the SWT method, I drowned in the waves, there were too many of them and there was no particular point in it, since they were very strongly correlated. The 9 wave trends of the SWT method are also quite a lot, but this is still 4-5 times less than what a filter comb with a step of 1.618 gives.

But let's get back to filters.
At one time I experimented with different designs, of which only three have survived to this day for various reasons:
- a standard simple set of second-order filters obtained by converting an analog prototype into digital form by moving from differential equations to finite difference equations characteristic of the apparatus of time series analysis;
- a filter obtained by the bilinear z-transform method, different from the previous one. that there is no effect of frequency aliasing due to the fact that periodic processes with a period that is a multiple of the timeframe interval in discrete form become indistinguishable;
- well, a fourth-order filter, although there was no particular need for it, but just to see what would happen when the filtering mode was tightened.

Now I have combined all three filters into one software box with filtering mode switching. This was done both in the indicators and in the robot, which allows, during tests in one pass, to scan not only the type of adaptive mode and vectors of standard settings for the trend configuration, but also to select the type of filter and the degree of division of the price graph into a set of trends.

The visual differences between the original prototype filter, built using a finite difference equation, and the filter implemented by the bilinear z-transform method are small.
In the latter case, the waves move a little more smoothly. which can be seen in the presented graph. Prototype filter waves below. Translating the results into the ordinary language of a trader - there are slightly fewer “false” positives. Although nothing false happens in the market except our expectations. And the market is always right.

There is a larger difference between the results of the fourth order filters (upper indicator) and the second order filters (lower indicator). The course of trends is even smoother, inertia is higher, faster movements shift towards shorter trends, reducing the noise characteristics of long-duration trends.

I am not going to delve deeply into the analysis of fourth-order filters, but in the robot, if such a need arises and there are corresponding results, I will use this setting.

In the meantime, for comparison, the test results for the three options.

1. Second order filter - initial prototype.

2. Second order filter - bilinear z-transform.
The profit is greater, the drawdown is slightly less. The statistics are better.

3. Fourth order filter.
The profit is smaller, there are fewer transactions, but the course of the equity curve is smoother and statistics allow you to compensate for the shortfall in profit by increasing the volume of transactions.
As you can see, during the testing interval the robot in this mode did not trade sales at all and was only long.
Previous versions also did not indulge in sales, since the trends of the senior level of the hierarchy were in a growth phase, but there were still rare sales during corrections.

These are the preliminary results.

Let's see what to do with this. Life will show.

P.S. Yes, another test in pips to eliminate the heresy of reinvestment and get the result of a pure trading algorithm.

In just over 4 months, the robot generated 68,388 pips of profit.
Average MO trade is +83 pips.
The average profitable trade is 315 pips.
The average losing trade is -219 pips.
The percentage of profitable trades is 56.59%.

Can you do better? Do it. I can't yet. :)

When throwing money down the drain, please take into account one immutable truth - a person is capable of learning from his mistakes. Only on your own! And that's all... provided that you are ready to learn. In other cases, the market simply takes your money and gives it to someone else for more exemplary behavior.

This is what happened on Monday, when Seryozha tried to catch the “rebound”. And to be honest, it was a game of pure luck. Almost like a casino :)

With conclusions, the situation looks quite simple - NEVER try to catch such things again. Well, screw them :) And second, no less important - being a bull in a bear market is a very uncomfortable state. The feeling inside is like shoes are pinching, only all over the body. Well approximately...

I liked this picture better.

I returned the depot to its previous form by adding 166 rubles to the profit. Boo-ha-ha :)) And that’s 9.666. Let me remind you that the beginning is 9.500.

The most important thing (for me personally) is the positive state of the overall balance, and not of each specific transaction. Although, after being in the market, you periodically catch yourself thinking that you always want profits. Damn - ALWAYS! It's like a damn drug that can screw you up like the last drug addict.

Currently, 1,996 + 1,735 = 3,731 rubles have been spent on training (in total). A lot of conclusions have been drawn, including about our own unreasonable behavior, but this information will reveal itself a little later, but for now we will continue to survive :)

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