Experiment - page 67

 
Renat Akhtyamov:

let's say there's no one there.

the first person to open a deal is the only one

e.g. a TS with a bunch of orders on his PNB

In order to "open a deal" (buy or sell), you already need two people - the second has to sell or buy, respectively.

Then someone else has to "drive the price". And for that, he has to sell or buy. And someone else has to buy or sell from those who "drive the price up".

If you omit the question of the expediency of all this mad dance, the market with one participant is slowly turning into a crowd of people....

 
Dmytryi Nazarchuk:

In order to "open a deal" (buy or sell), you already need two people - the second person has to sell or buy respectively.

Then someone else has to "drive up the price". In order to do that, someone has to sell or buy. And someone else has to buy or sell from those who "drive the price up".

If you omit the question of expediency of all this mad dance, the market with one participant is slowly turning into a crowd of people....

electronic markets do not require a second

so, let's simulate

the first enters at the market price

he either sells or buys.

the price bounces back against him and stands, you won't believe it, but it will until at least the second arrives and it's now a market price

the second one comes in, the price went to the netting formula, or it will be in the middle between the first and the second one if the volumes of the first and the second are equal and opposite in the nature of the transaction

However, if both are on the sell side, just imagine.

after the first one up the spread and after the second one the same, but from the price of the first one.

both in the .oop, and the first one is stronger

 
PapaYozh:

There's already a queue of you scrappers.

Lots of people who want to become the ruler of the world, like Engineer Garin).

 
Renat Akhtyamov:

electronic markets do not require a second

so, let's simulate

the first enters at the market price

he either sells or buys.

the price bounces on the spread against it and stands, you won't believe it, but it will until at least the second arrives

the second one comes in, the price follows the netting formula, or it gets in the middle between the first and the second one if the volumes of the first and the second are equal

What is "the first to enter at market price"?

Is he selling or buying?

 
Maxim Kuznetsov:

PUSHES IN THE BUSINESS :

The presence of statistically detectable regular structures in the price series, directly contradicts the PNB hypothesis

As far as I understand it, traditionally ignored. Because it breaks the rosy world of the PNB theory.

PNB can't detect them, "anticipate" them, explain them or create them (if run as an autogenerator)

 
Maxim Kuznetsov:

as far as I can see, traditionally ignored. Because it breaks the rosy world of PNB theory

The PNB theory cannot detect, "anticipate", explain or create them (if run as an autogenerator)

How does conventional extrapolation by non-linear regression relate to any "statistically detectable structures"?

 
As of today I increased my deposit and the lot size of future positions by 2 times, the lot size has become 0.06 and the deposit is 60 dollars.
 
Yousufkhodja Sultonov:
As of today I increased my deposit and the lot size of future positions by 2 times, the lot size has become 0.06 and the deposit is 60 dollars.
This changes everything fundamentally of course
 
Vladimir Baskakov:
This changes everything fundamentally of course.
"The stakes are rising 😄
 
Yousufkhodja Sultonov:
As of today I have doubled the deposit and the lot size of the future positions, the lot size is now 0.06 and the deposit is $60.

Yusuf, just reverse the signal and the score will go up.

Reason: