Probability theory question...

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I will try to be very brief but clear:

There is a set of indicators (number = N). All indicators at the same time give a signal to either buy or sell. The probability of choosing the right direction for each indicator = Dn (where index n=1...N). The order opening direction, following the signals of the indicators, is selected in the direction that most of the indicators give signals to.

Question: What is the probability of selecting the correct order opening direction?

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I have been searching for an answer for a week. I do not have energy anymore. Maybe someone has more knowledge in this area. Thank you in advance for the answer!

 
vizit писал (а) >>

I will try to be very brief but clear:

There is a set of indicators (number = N). All indicators at the same time give a signal to either buy or sell. The probability of choosing the right direction for each indicator = Dn (where index n=1...N). The order opening direction, following the signals of the indicators, is selected in the direction that most of the indicators give signals to.

Question: What is the probability of selecting the correct order opening direction?

-

I have been searching for an answer for a week. I do not have energy anymore. Maybe someone has more knowledge in this area. Thanks in advance for the answer!

Without taking into account the "characters" of the indicators, no answer is possible.

 
You need to have statistics on the behaviour of a group of these indicators on history. Then the probability is easy to calculate.
 
Mischek писал (а) >>

Without taking into account the "nature" of the indicators, no answer is possible.

And what if the signals are given not by indicators but by people?

 
vizit писал (а) >>

I've been looking for an answer for a week now. I don't have the energy anymore. Maybe someone has more knowledge in this area. Thanks in advance for the answer!

'Probability theory problem'.

 
LeoV писал (а) >>
It's necessary to have the statistics of these indicators group behaviour on the history. Then the probability is easily calculated.

I.e. without collecting statistical data, and having only the probabilities of all the indicators at hand, the ultimate probability of making the right choice cannot be determined?

 
vizit писал (а) >>

That is, without collecting statistics, but with only the probabilities of all the indicators, the ultimate probability of making the right choice cannot be determined?

Of course, you can calculate from the probabilities of each one individually. But that's for Mathemat.

 
the joint movement of non-parametric variables (i.e. belonging to different general populations) is captured by the Spearman rank correlation coefficient
 

I suspected - what not to count.

Thanks for the answers. They have saved me a lot more time.

Thanks again everyone!

 
If the probabilities of Dn are given and constant, then the probability that most of the indicators will point in the right direction is considered.
 
vizit писал (а) >>

I will try to be very brief, but clear:

There is a set of indicators (number = N). All indicators at the same time give a signal to either buy or sell. The probability of choosing the right direction for each indicator = Dn (where index n=1...N). The order opening direction, following the signals of the indicators, is selected in the direction that most of the indicators give signals to.

Question: What is the probability of selecting the correct order opening direction?

-

I have been searching for an answer for a week. I do not have energy anymore. Maybe someone has more knowledge in this area. Thanks in advance for the answer!


IMHO, if your indicators are dependent on each other, then probability theory won't give you anything....

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