Not the Grail, just a regular one - Bablokos!!! - page 69

 
moskitman:

Yes, I may be behind, I won't argue, but except for the statement from the real account, I am unlikely to be persuaded by anything.

Mavrodi convinced you without a statement)). However, I won't argue either.

 
What's he got to do with it? Or is it just to say something? Sometimes it's better to say nothing. Makes you look smarter.
 
moskitman:
What's he got to do with it? Or is it just to say something? Sometimes it's better to say nothing. Makes you look smarter.


he's actually right.)

meme is a ... (sighs)

>
 
moskitman:
What's he got to do with it? Or is it just to say something? Sometimes it's better to say nothing. Makes you look smarter.
I thought you were smarter. My mistake.)
 
Dima_S.:
I thought you were smarter than that. My mistake, it happens))

Did I give you any reason to think that? :D

Ha! If I was smarter, I wouldn't be bickering with you.

 
Kocty2:

Random market, timeframe and statistics

Equity on SB character - creation

https://www.mql4.com.s3.hideme.ru/go?http://club.investo.ru.s3.hideme.ru/viewtopic.php?f=29&t=127425&start=105

the character creation is a lot of money. a little without fanaticism you can look up many dots (these are nicknames on different forums either ...

https://www.mql4.com.s3.hideme.ru/go?http://forum.alpari.ru.s3.hideme.ru/showthread.php?t=37629&page=22 (post by henium

By the way, the realisation of the fact that you don't have to predict anything in a random flow (just unpredictable) has allowed me to build a trading system that can basically squeeze out any "reasonable" return. Reasonable in the sense of not getting caught on the ass and being asked to change broker or get out of the markets altogether, as well as in the sense of deposit size.
We have to exploit the available EVIDENCE properties, which turns out to be the same in random flows and in forex ones. "Obvious" properties I for some reason only saw when I made the RGS with Eurobucks distribution. Although almost everyone knows about them. And I knew them before the LFG, but I did not immediately understood that the happiness is in them.

Nah! I've been doing my DS for four years. I got cholecystitis, gastritis and some dermatitis. I almost poisoned each other with Spider here. So please yourself. The basic ideas I have already laid out here (I mean, in this Nicholas thread). Read carefully!
I'll only repeat, that at the heart of it is the idea of increasing the lot after a loss. The inevitability of pullback is exploited. Losses are taken into account and are a system parameter. It's like nothing new, isn't it? And for calculation of the minimum necessary lot size, the size of Profit and Loss of the next trade, some target function (complex, there are different variants) is used. The most freaky variant with predetermination of the required profitability for a period. Of course, with this function the requirements to a deposit greatly increase, but if the market is not very trendy, the system mows points so that it can cause eyebrows to roll.

(my addition, that it is possible to place a bet not on a small trend, but vice versa on the trend increase)

================

The volatility (separation of the transition boundary into a trendward and flat condition, identification of a low-trend and a higher trendiness) on the background of all this has a significant importance.

TA and MM


The calculation of probability many lead from series of pluses and minuses.

But I see it differently. Calculate the probability (not even probability, but I do not know how to call it) of falling out series not through the increments themselves, but through modules of increments.

A series of numbers can be smaller and smaller, creating negative increments in a sequence, but the DIFFERENCE OF MODULES OF PRIRACES changes its sign much more often than the increments themselves.

In other words, probabilities of volatilities are much more profitable than probabilities of increments themselves.

I agree that these properties are present in both quotes and SB. The drunken motros formula that connects steps strangely enough works for the sizes of increments in both SB and Forex.

Not about forex yet though....

So it is possible to find it for everything, both for roulette with 37 numbers, and for eagle's game with only 2 numbers, and for everything else. Or you can have a game of roulette and transform it into roulette, or roulette into orlette.

For some reason I've tried to adapt and profit from these EXCELLENT properties just through combinatorics.I'll describe it point by point

ITEM 1.

Let's say there is an eagle. Take all variations of 3 outcomes, there will be 8 of them, i.e. 1-8.

And we turn the orlyanka sequence into a sequence of these 8 numbers.

We give to each combination a number from 1 to 8 .

ITEM 2

Further we make a difference in increments from this sequence from 1-8... And we see that statistically it is advantageous to bet on a roll + or 0 when two consecutive minuses have fallen out. Similarly for pluses.

Suppose we had 8 7 5 2 (combination is rare but don't pay attention it is for clarity)

Construct a sequence of the difference of the incremental moduli.

|7-8|-|5-7|,|5-7|-|2-5|.... i.e. -1,-1,... It becomes more probable that the next number will be with + or 0. But plus can only be if the number 8 or 7 or 6 or 5 or 4 or 3 comes up.

So you need to search such combinations in which the number of such fallout will be 1 or 2, ie, the probability of falling out of 8 combinations of 2 or 3 will be very high.

ITEM 3

Then we look at the combination and make a capital allocation for this system of 2 or 3 series.

But of course such cases are rare, so we need to find as many of them as possible.

In the very first section, we assigned numbers from 1 to 8 to the series, but we did it arbitrarily. Now we go through all combinations of assignments of numbers from 1-8 to these series, and repeat the rest of the calculations. There is little logic in this, but still strangely enough it is justified by results, but mathematically I do not know how to justify it.

Point 5 . We have only done this for series of 3 eagles and tails, and there are a lot of variations.

In this way we can calculate PATTERNS for rarer outcomes for series of 3 throws, for 4... and so on. There are not enough resources to calculate all this online. That's why we need to calculate rare and probability patterns that are completely logically unrelated to each other. There will be a kind of series of patterns (not strict) on the achievement of which we enter into action.

But at the same time these unconnected patterns will work in parallel and each will have a separate piece of capital to work with.

PS: By the way, tick activity, to some extent also determines the composition of volatility, but sometimes creates interesting anomalies.
And this is what the man writes about here.

artikul :
One more example ))) The coefficients of growth of tick volumes and coefficients of price changes are compared))) Entering or exiting the market occurs two bars before the formation of the next fractal)))
artikul :
I think it's the end result that matters in the business we all do. It's the result, not whether you stick to someone else's beliefs or believe blindly in other people's theories. That's why all that matters is what you can or cannot do as a trader and what your TS is capable of. And even though DTs have a lot of stones hidden away, they are not all-powerful. The phenomenon of the market in terms of incoming information is that it is a self-organizing structure, which is isomorphic to itself in each of its fragments. And even if (as has already been said here) DTs deliver neutered quotes, there is still nothing they can do with the information, which will one day inevitably self-organize.
Here is an example from my tests. Two different brokerage companies, two terminals, the same pair, the same TF, the same TS. In one brokerage company trade at 4-mark and in another one at 5-mark. Looking. On the same bar one TS opens to sell and the other to buy. What turned out. On the 5th sign, the TS got into a corrective wave, normal worked it off, closed the profit and opened to buy. On the 4th sign, the indicator did not even move and showed a continuing trend. The whole correction wave from the 5th sign, on the 4th sign, looked like a long lower shadow of a candlestick bar. That was it. )))
Once again. Absolute values of tick volumes by themselves are no more valuable than inscriptions on the fence. But paired with the close price they form structures which must be analyzed. In this regard there is a transition from a linear quantitative analysis (price only) to a non-linear qualitative analysis (price/volume), which is worse than all financial mathematics, but incomparably more profitable. )))
In the struggle between the rake and the forehead the rake always wins. Good luck ))))
artikul :
Volumes allow you to identify non-contradictory structures (subsets) of price bars that correspond to either a reversal or a strong continuation of the trend . ))) The values of volumes by themselves are not very informative and not very useful. The effect is achieved when the closing price in combination with the volume forms an anomaly. )))
But it's not that simple. You should not rush headlong into the ticks.

We need to play on the probabilities of occurrence of incremental modulus signs, which has quite working properties, but this probability is also characterized to some extent by tick density, or real tick volumes, which correlate with just the number of ticks occurrence. And sometimes the juxtaposition of volatility analysis through tick density and through the sizes of incremental modules can be useful.

 

Hi, everyone!

Alexander, I want to talk to you specifically. I am interested in making good money. My Skype: barin_60

 

I support the novice Used.

You can see the thought process, but it is not easy to immediately understand it (the stationarity of volatility or something).

There is little logic in it, but still it is strangely enough justified by results, but mathematically I do not know how to substantiate it.

In what way is this performance expressed if there is no maths, is that your assumption or have you been like Bernoulli flipping a coin?


P.S. Check out Penny's game, I think although it doesn't directly intersect with your topic, it might throw up some interesting insights.

 
GaryKa:

I will support the novice Used

You can see the thought process, but it is not easy to understand(the stationarity of volatility or something).

How is this stationarity expressed if there is no mathematics, is that your guess or have you been flipping a coin like Bernoulli?

P.S. Check out Penny's game, it seems to me that although it doesn't directly overlap with your topic, it might throw up a couple of interesting thoughts.


I'm honestly stumped by the bold print))) it's like writing a running pole )))) just as stupid. no offence.

About performance meant gaining stat advantage through multiple ejections, empirical way, perhaps emperic can be described by mathematics, but so far this formula has not developed, that is, not linked them together. So far I wanted to reduce everything to a table of non-parametric patterns. According to the scheme above.

The froth game isn't it. About eagle, I also wrote, eagle can be expressed through any other numbers game, highlighting series. But for enumerating combinations no power is enough to recalculate on every counting.

Therefore it is enough to start with conditions for the emergence of rare circumstances - patterns, some control points, in the context of which to go back to the series of 101000, and work already with them.

 

Used is Aleksandr?


because I'm already confused who is who...

Reason: