Discussion of article "Brute force approach to pattern search" - page 5
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Solving the problem of market forecasting with maths alone is an empty venture. At the Masters - there is no source of waves, there are no oscillations, so there are neither waves nor oscillations. Algorithms, mathematical expectation, neural networks - it's all interesting, but the question is what exactly are we studying? Price movement? So prices are moved by people, and people are, first of all, psyche. V. Dorsey "Anatomy of the Stock Market", L. Tweed "Psychology of Finance", N. Rudyk "Behavioural Finance", D. Soros " Alchemy of Finance " draw attention to this. But, having outlined the problem, they do not answer the main question - how to calculate the collective psyche? There is a hypothesis that it can be done, but in order to just comprehend it, it is necessary to completely change the view of the world. This takes time and can be bad for mental health. If not intimidated, you can read the concept for free on my page https://proza.ru/avtor/bratporazumu, "A Tale for Beginning Traders","Looking for a co-author of the discovery", etc. If not interested, forget it, if you have questions, leave a review, let's chat.
This programme is mainly designed for short plots. For the whole story, I already know what the result will be. It will, but the expectation is very low. And if you want to find something serious, it will probably take months of continuous work. It is difficult to estimate the time, but I think even with this programme it will take a lot of time, although of course it will be in automatic mode. And it is better to do it on a server on some kind of multi-core mode.
Now I have a free server on E5-2660 (2 processors) - I can load it for a month.
If the identified pattern pops up cyclically, you can try to use MO techniques to filter out cycles where it doesn't work. Or on the contrary, use the identified pattern as a predictor.
So I am interested in co-operation in this area - I have resources for experimentation.
How often do you look for a new dependency, do you determine that an old one has stopped working? Or do you use many dependencies at once, dropping out of the pool by metrics (or time)?
Took a path that seemed simpler to me. I developed a pattern that is always there, based on the statistical characteristics of the instrument. So I don't change it, but the scales on which it is present at the moment are constantly changing and floating in real time. So instead of looking for a pattern, I adjust the current scale to the already known pattern. As above I showed a sine wave that has a floating period and amplitude, here it reflects the meaning. The whole graph is presented in the form of some sort of sine wave, but with offsets relative to zero. Basically, I look for rising/falling half-periods of the sinusoid and further track the scale of this half-period, if the scale is growing, then positions are not opened, and further I trade for a reversal. In the future I plan to work on continuation, because it is essentially the same task.
Alexander, your book is paid for, that's one. There is not a single robot confirming the theory in the products, that's two. Only two indicators. If you are advertising your book here, it is not quite appropriate. If you have some theoretical information that will enable me or any other developer to make a system with positive mat expectation on the whole history, I will be glad to listen to you with pleasure. But for now it all looks like advertising, sorry. I'm not a fan of criticism myself, but here I can't help myself. If the information is too "classified" you can write to me in person, I will write a robot and give you if something there will be working.
Infotsygan common, family Mysterious, genus Mimoprots.
Infotsyganus common, family Mysticaceae, genus Mimopropagus.
What is interesting is that free articles on trading often have many times more information than paid books, which are all water and have nothing to do with real earnings.
Infotsyganus common, family Mysticaceae, genus Mimopropagus.
Who are you, hiding your name under a pseudonym and smearing everyone so casually? You have no work, zero, zero!
That's the answer, in your own language - infochem, infozero!
Alexander, your book is paid for, that's one. There is not a single robot confirming the theory in the products, that's two. Only two indicators. If you are advertising your book here, it is not quite appropriate. If you have some theoretical information that will enable me or any other developer to make a system with positive mat expectation on the whole history, I will be glad to listen to you with pleasure. But for now it all looks like advertising, sorry. I'm not a fan of criticism myself, but here I can't help myself. If the information is too "classified" you can write to me in person, I will write a robot and give you if something there will be working.
Eugene, you take offence in vain. I have great respect for you and your work.
There is no secret - the book was released at the end of 2018 (the result of 10 years of research), and it is in the work of thousands of traders and analysts in many countries.
There is no advertising either - if I said Elliott waves, then following your logic, I would be advertising Elliott theory?
Your article is about patterns, and I just spoke on the topic.
...The Masters have no wave source, no oscillations, so there are neither waves nor oscillations. Algorithms, mathematical expectation, neural networks - it's all interesting, but the question is - what exactly are we studying? Price movement? So prices are moved by people, and people are, first of all, psyche....
You are completely misinterpreting my work. I say the following (e.g., in the Journal of Corporate Finance Management, No. 3, 2014):
It was about which term more correctly characterises the process of price movements of financial instruments (waves, oscillations or impulses).
"For a wave, there must be a source, or substance, that generates the waves. In financial markets, to the disappointment of "wave-makers", there is no source of waves (there are two opposite, multidirectional forces - bulls and bears). Therefore, there are no waves. Then followed the conclusion that the terms "oscillation" (with some assumptions) and "impulse" (without any assumptions) are closer to the essence of the process. That's it! A question of terminology.
And I fully agree with you when you talk about psychological factor - a specific parameter "inducing behavioural amplitude" has been developed, which determines the formation of trends.
You are completely misinterpreting my writings. I say the following (for example, in the Corporate Finance Management Journal, No. 3, 2014):
It was about which term more correctly characterises the process of price movements of financial instruments (waves, oscillations or impulses).
"For a wave, there must be a source, or substance, that generates the waves. In financial markets, to the disappointment of "wave-makers", there is no source of waves (there are two opposite, multidirectional forces - bulls and bears). Therefore, there are no waves. Then followed the conclusion that the terms "oscillation" (with some assumptions) and "impulse" (without any assumptions) are closer to the essence of the process. That's it! A question of terminology.
And I fully agree with you when you talk about psychological factor - a specific parameter "inducing behavioural amplitude" has been developed, which determines the formation of trends.
Eugene, you take offence in vain. I have great respect for you and your work.
There is no secret - the book was released at the end of 2018 (the result of 10 years of research), and it is in the work of thousands of traders and analysts in many countries.
There is also no advertising - if I said about Elliott Waves, then, following your logic, I would be advertising Elliott's theory?
Your article is about patterns, and I just spoke on the topic.
I didn't mean to offend anyone, but I saw similar comments in another article, not mine. You refer to a theory. I was wondering what this theory I immediately happy to read scientific reading and it is paid ) or maybe it is somewhere for free ? Give to read and if there is really something cool as I said I will write a robot and give 80 per cent of my profit that he will earn, and all the sources you will provide. Don't misunderstand. I also treat all forum members with great respect.