consider the trading strategy in terms of optimal entry into the market, the
the question arises: how to know in advance that it's the right time to open
trading position? I dare say that most of the generated signals of profitable strategies (
best case) does not exceed 50% of the total number, so cut false
inputs - one of the main tasks of the trader. But how to do that? More often
filters are used.
assume that the market is some field (such psycho-emotional) and each point which characterizes its state at the moment. And let us assume that it is known in some points of the field, our strategy is profitable, and in which a loss. That is thus possible to enable the filter and to pass such market condition (field points) at which the most probable loss.
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