Hope I am not irritating you !
Pshhhhhhhhhhhhh…Nah, dude…Not irritated at all.
We’re a think tank!!
This is how shit gets done!!
The issue isn’t the fact that we are taking “Nedged Trades” running in parallel with the trend, it is in redefining the trend so that the NN M5 version doesn’t trip over it’s nuts when looking to prosper or exit out of bad trades.
In all versions of the Hybrid, there is a predefined trend. On some versions…a little faster than others…but for Stochs, it has and understands a single trend. By user input, if you are trading the StochsM5Trend or the Stochs5NN, they can already be trading against each other. Same with Stochs5NN and Stochs15TREND…These both understand a logic that will allow the M5 to only trade to a Specific Homeostatic Chart Median, and then the M15 will take over.
There is currently 4 different methodologies for exiting trades in profit that, if we were to add in a Nedged Position, would render profit to a Thin Channel and cause fault with the primary triggering methodologies.
In addition to this…where is the cut off on a rangy market?
If the M5NN kicks in, and we immediately begin Nedge trading this, and then an actual M15 trend kicks in, in the opposite direction…how do we differentiate between the profiting and signal logic of the trades?
Stochs has 3 Primary Trigger Logics.
There are an additional 9x Cost Averaging Logics.
While you may be looking at a single isolated case, there needs to be a very specific understanding of what can happen if the logic trades to a different criteria.
How many possible combinations of trades are there with 3 Primary Triggers, 9 Cost Averaging Triggers, 4 different exiting stratagies, keeping both Range and Time Delay as separate possible additions to the logics?
Just doing the maths on this alone…my mind is like this:
But to have to code after that…
Money Can’t Buy Happiness. Poverty Can’t Buy SHIT! You Choose!