Average daily journey in points by instrument. - page 10

 
Svinotavr:

Off topic again. This time on martingale :) I suggest you think about it:

How can we really use the formula that Alexey wrote?


Are you asking me? Personally, I thought about it a long time ago. Have you?
 
The track ratio is a macro-indicator of the system. It shows what kind of processes prevail in the system. If K>1, the trend processes prevail in the system, it tends to move away from the initial position, if <1, the system tends to return to it. This should determine the set of methods, by which this system can be traded.
 
Svinotavr:
That's it, Jos and others, I suggest the martinsrash (bad word) is over. This topic is endless. Better to continue the topic of the thread.

Dimitri, don't you think that you are constantly trying to get everyone to talk about the topic, while you keep answering with only general words. There should be a mutual exchange of knowledge and opinions.
 
Svinotavr:

You're partly right, but there are other developers behind me and I don't want to set them up. I'm trying to "think", not talk. And whether or not to post thoughts is up to you.


You, I take it, have already decided that it is not worth publishing your opinion. Then it's a one-way game.

Just "thinking" has no value, it is the sharing of experiences that is valuable, and it should be mutual, otherwise, you know, it doesn't work out so well.

And then you get offended that you are openly mocked.

 
Trololo:

Hello again, my young viewer)))

I am interested in the daily fluctuations of different instruments.

The change of the number of ticks (density) in the average intraday may be considered proportional to the change of volatility (N-L).

At first sight this value seems to change almost synchronously for different instruments.

But the density of the cycles may have different changes on different instruments.

In fact if we take 3 samples then in the first variant it is possible to see at first sight 2 cycles, and in the second one - none.


Rather, the number of ticks is proportional to the square of the volatility.
 
sand:

Rather, the number of ticks is proportional to the square of the volatility.


This is one thing, maybe it can still be linked to the distribution of price returns or something like that, because if there is an approximate daily average frequency, say, but the distribution of returns should depend on it as well.
 
sand:

A professional is a non-trivial person. If he publishes his opinions (and those of his friends), he will look like a complete idiot in the eyes of the public. Because a professional's opinion is radically different from that of the majority. In the eyes of the public he will look like a pervert, with all the consequences for him (and his supporters).

What do you think of Doctor of Philosophy Giora Bruno in the Piazza delle Flower in Rome? Not so much for me.
 
Trololo:


This is one thing, maybe it can still be linked to the distribution of price returns or something like that, because if there is an approximate average daily frequency, say, but the distribution of returns should depend on it as well.

I think it should already fit the process quite well.
 
Svinotavr:

A professional is a non-trivial person. If he publishes his opinions (and those of his friends), he will look like a complete idiot in the eyes of the public. Because a professional's opinion is radically different from that of the majority. In the eyes of the public he will look like a pervert, with all the consequences for him (and his supporters).

What do you think of the account of Doctor of Philosophy Giore Bruno in Piazza delle Flores in Rome? Not so much for me.


Yeah, yeah, come up with 100 more excuses.

If you are a professional, then do what you are a professional at, what do you do here.

This is a forum, read exchange of opinions. Do you have opinions? No.

 
Svinotavr: It was simply about the perception of the graph by the brain. In which case is it better? In the first case or in the second one? When the ATR has a period of 12 or a period of 24? Everything is obvious here.

It is obvious only to you, Dima. And the obvious varies greatly from one person to another. Poligraf Poligrafych certainly has a different one than you do.

Explain your position, it is not clear. "It's obvious" is certainly not an argument in a quantitative argument.

How can one realistically use the formula that Alexei wrote?

No way. It does not reflect the difference between this process and random walk (SB). And SB, as you know, you can't steadily pour on SB.

A professional is a non-trivial person. If he publishes his opinions (and those of his friends), he will look like a complete idiot in the eyes of the public.

You're really something, Dima. So if I publish my opinions consistent with what I can profit from, then I am either not a professional or a complete idiot?

Reason: