Discussion of article "A scientific approach to the development of trading algorithms" - page 4
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I hope you get the idea, and that's what counts.
You have got it - the rate of time change, because the price change (travelled path) is always constant and equal to the block size. But this is not volatility.
How are you going to trade time? Nobody pays for time (if only options).
This you have got - the rate of time change, because the price change (travelled path) is always constant and equal to the block size. But this is not volatility.
How are you going to trade time? Nobody pays for time (if only options).
what is this nonsense... what "rate of change of time"???? Help me out: speed.
Well, if the height of the block is constant, the problem is simplified, and in the numerator will always be this constant value. But the width of the block is variable, and therefore in the denominator will be a variable value. As a result, we get the average speed on the considered block.
In general, these are the simplest transformations, and before making such"statements" you should still think about it - it is useful to do it in any case.
what nonsense... what the hell is "rate of change of time" ???? Help me out : speed.
Well, if the height of the block is constant, then the problem is simplified, and in the numerator will always be this constant value. But the width of the block is variable, and therefore in the denominator will be a variable value. As a result, we get the average speed on the considered block.
In general, these are the simplest transformations, and before making such"statements" you should still think about it - it is useful to do it in any case.
Before you blather on about something, you'd better read the article.
Links to wiki are not accepted, people like you write there.
It's good to think sometimes. No one is rushing you, think slowly, you"it's good to do it anyway".
Before you blather on about something, you better read the article.
Links to wiki are not accepted, people like you write there.
It's good to think sometimes. No one is rushing you, think slowly, it'sgood for you todo it anyway.
you're the one who's blurting things out without thinking.
Open a physics book and read the definition of speed carefully.
But your statement"the rate of change of time" shows your level of incomprehension.
you're the one who's blathering mindlessly.
Open a physics book, and read the definition of velocity carefully.
But your statement"the rate of change of time" quite shows the level of your misunderstanding.
Ignore it.
I have already taken blocks with the size of n pips) there is no maximum time. I tried fractals, but I did it differently, I didn't like it. I decided on blocks, because we earn from the size of the movement in pips.
Maybe instead of a step in points we should take a step in per cent?
Maxime, kudos to you for your courage to explore the complex nature of markets!
I noticed for myself that the author is a mathematician and cooperates with a programmer to implement the proposed algorithms. I guess it is easier to solve complex problems...
The topics touched upon are very interesting, so keep it up!
Yes, they should have at least one trader in the company to bring some common sense :)
for physicists, we have here in our rural areas: unit of price/unit of time is an analogue of velocity in your physicists, and volatility is the rate (or probability, depending on the context) of return to previous values. It is generally quadratic in nature.
The word "amplitude" does not exist, because it cannot be calculated and correlated with reality.
Instead of a step in points, how about a step in percentages?
Maybe it can be done, you should try it. I also thought that instead of the step in points, we should take the step in relative logarithmic units. For example, blocks of 10 decibels. But we need to understand what to count relative to. If it's relative to the previous price, I don't really like it. Here decibels are counted relative to microvolts or relative to µPa. There is room for creativity.
For example, blocks of 10 decibels. But you need to understand what to count against.
count from the beginning of the day or month - you will get significant levels within a day/month.
but this will be another scientific approach, but it will not bring you closer to developing a trading strategy, it will bring you closer to predicting reversals with a small probability of correct results ;)