Discussion of article "Combinatorics and probability theory for trading (Part II): Universal fractal" - page 3
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Alexander, you would at least diversify your comments, it's ridiculous, honestly. Copypaste from time to time, have a conscience or I do not know, tell me why do you write it everywhere in each of my articles? People make jokes at least, something write that is interesting to read and you one phrase I do not know how many times you copy in my threads, I do not mind but you are not shy? I apologise to the moderators, but I just can't. My thread has nothing to do with your theory, calm down already.
Eugene, it is strange that you reacted to information that has nothing to do with you personally. We are talking about fractals, and I am talking about developments in this field.
You expressed your opinion in your article, and I expressed mine, and not only in comments to your articles, but everywhere where the topic of fractals is considered. I personally like that every time you take some topic and express sometimes very controversial ideas.
Everyone is interested, there is something to argue about - you should be happy here instead of getting irritated. And about your branch or not - it is a free space for free expression of ideas. And it is bad when the author, increasing the number of publications, starts to think that he is a referee here. You are right that the theory of impulse equilibrium has nothing in common with your articles. And that's a very good thing.
Eugene, it is strange that you reacted so much to information that has nothing to do with you personally. I am talking about fractals, and I am talking about developments in this field.
You expressed your opinion in your article, and I expressed mine, and not only in comments to your articles, but everywhere where the topic of fractals is considered. I personally like that you every time take some topic and express sometimes very controversial ideas.
Everyone is interested, there is something to argue about - you should be happy here instead of getting irritated. And about your branch or not - it is a free space for free expression of ideas. And it is bad when the author, increasing the number of publications, starts to think that he is a referee here. After all, if you analyse your articles in detail, the results may not improve your mood.
Alexander, I told you everything on the matter and everyone here will sign under it, I have no dislike to you and what kind of referee am I, I only demonstrate my results. " After all, if you analyse your articles in detail, the results may not improve your mood " - this is not true because the results I do not need for mood, and there are authors here who are not worse write and somewhere and better, I have no illusions about it. The thing is that if I see your comment I already know what will be in it, it's the same copy-pasted phrase, on the contrary, no one here allows themselves to do that, except you. Everyone has learnt it by heart your phrase and your M-theory. I'm sorry people, but someone has to say it.
Alexander, I told you everything on the case and everyone here will sign under it, I have no dislike to you and what kind of referee am I, I only demonstrate my results. " After all, if you analyse your articles in detail, the results may not improve your mood " - this is not true because the results I do not need for mood, and there are authors here who are not worse write and somewhere and better, I have no illusions about it. The thing is that if I see your comment I already know what will be in it, it's the same copy-pasted phrase, on the contrary, no one here allows themselves to do that, except you. Everyone has learnt it by heart your phrase and your M-theory. I'm sorry people, but someone has to say it.
You should answer for yourselves, but for the people it's a bit early for you. And you have not said anything on the matter - general phrases about allegedly copied phrases. But I will tell you specifically - as for your universal fractals - it has nothing to do with real market dynamics - it is absolutely fantasy. A fractal, as a component of an elementary structure, or as a single fractal structure, should reflect the real process of market prices movement, i.e. without gaps in time, on any scale, be unambiguous when identified by any participant of financial markets. And what do you have? There is none of this. My opinion - leave this article populism, do more scientific things.
My opinion - leave this article populism, get on with more scientific stuff.
I wonder what we can get out of this in the end. I believe that it is possible to optimise the set of fractals to extract trading rules, in search of stable ones.
So far, the goal is to generalise this formula, which was obtained in the end, to calculate the average lifetime of any position, taking into account that we may not have a random wandering but, say, a trend "p>0.5 or "p<0.5". Here I have to scratch my head for a long time ))) although I have already partially figured it out. In other words, we take any corridor absolutely any, (and the corridor is already equivalent to a position with equidistant stops), if roughly speaking, it is possible on the basis of data of only one such corridor to get the lifetime of any other corridor. In general, the point is that in fact, we can get it by statistics, but for example, if we use an Expert Advisor and we constantly need to recalculate these values, we will not constantly chase these statistics, we need to calculate the time of one corridor once, and from it using a formula to calculate any other corridor or position, it does not matter.
Now it is suitable only for the Carry Trade strategy, and in general it is possible to calculate the optimal sizes of stops of locked positions and their lots, depending on the available deposit so as to get the maximum annual percentage, provided that we are not afraid of stop outs and moreover expect them ). And further there will be generalisation on trading, for example, if there are parameters of deals, then on their basis it is possible to calculate either the probability of winning or losing at the given limits, or the average time before reaching either the desired gain or the acceptable drain ( the upper limit - how much we want to win, and the lower limit - how much we can lose), etc. etc.
And even further there I will work with joint events, it can be useful for example, if we have a bunch of signals, and we want to make a squeeze, to get a better signal based on the existing ones, here joint events can help.
It's just a hackneyed myth of supposedly fibo and ZS everywhere and anywhere...
The funny thing is that if you take any pot and spin it well, you can find in it the fibo and the golden ratio and the number of pi and the number of e and many other things....
The article Combinatorics and Probability Theory for Trading (Part II) has been published : The Universal Fractal:
Author: Evgeniy Ilin
Evgeniy, as always, you cover every topic with a fundamental approach. It causes admiration, amazement and respect. But the last topic "Universal fractal" reminds me of an anecdote : At the exam in mathematics: tutor: - Girl, honey! Is it so difficult to decompose the square trinomial! The girl blushed thickly: - Sorry... I, not that to decompose... I imagine it... to myself. I can't... It was also said somewhere: The docent is stupid! In our case, the docent seems to be OK, but the students (traders) are stupid.........
"And you haven't said anything on the matter - general phrases about supposedly copy-pasted phrases. But I will tell you specifically - as for your universal fractals - it has nothing to do with real market dynamics - it is absolutely fantasy" - I have already written two articles on the matter, you have not understood anything from what you have seen. These fractals are not for describing market processes, but for creating general formulas that can be used to describe all the most necessary parameters of both the market and trade and other important things, which you will not read about in your theory or on the Internet. I am not pretending to be an oracle or a super trader, I am only sharing my knowledge and describing it in great detail. I can write a book like yours and not worse. About scientific things, I was doing them, and they do not bring money
Hello Eugene ! I just want to show you another way, just think at your leisure about it ....
1) Harmonics has three parameters - amplitude, frequency and phase (these are essentially the very in our case the necessary parameters of the market).
2) The sum of harmonics can be used to approximate a function of any complexity (market data), with whatever complexity we want....
3) From the obtained harmonic series we can extract the same amplitudes, frequencies and phases as real characteristics of the market, with which we can perform any mathematical operations....
4) If we normalise amplitudes and frequencies with respect to themselves, we get invariance of patterns to space, we can search for head and shoulders on a monthly interval as well as on a minute interval "out of the box" with one algorithm....
just think about it, you have a lot to think about.... ))