Discussion of article "The market and the physics of its global patterns" - page 4

 
Dmytryi Nazarchuk:

In this article, I was looking for an explanation of what physics has to do with it. Physics has nothing to do with it.

In the first article I was interested in the definition of a 'chaotic market' - a funny connection to the probability of triggering protective orders. I have a vague suspicion that as the size of orders decreases, the 'chaoticness' of any market increases.....

This can only be verified experimentally. There is a difference from randomness on all ranges, but in general almost 100 per cent everywhere is a shift towards flatness, because people when they buy they buy in a cluster and sell in a cluster, so waves appear, entry and exit are two half-waves. In many cases it happens by chance, and we can not reliably determine what was in the wave. Those experimental Expert Advisors that I made were able to give about 20-40 points of expectation, while working globally throughout history. This mechanics works everywhere and multicurrency. If you play correctly to make the detection of these waves and filtering of signals, and if you also add averaging with martin ... Only this is a serious project, for which I do not have time yet. There are analogues. Maxim Romanov has a similar approach, but he uses higher TFs. This is true, by the way. I promoted mainly on M5

 
Well constructed article. Good job Evgenly.