Market theory - page 11

 
These are the Pivot levels. Only more in-depth.
 
Vizard_:
I give up)))
No head-to-head fit + not enough data
+ suspicion that there is something inserted in the drawing.
I don't see anything special.
Put the formulas on the spot - let the people do the digging...
Yusuf. Or to avoid torturing programmers.
You take the file in the archive and use a sliding window
and use a sliding window to do your calculations.

For example, sliding window for 5 (use any window you like).

Date Open Ц1 Ц2 Цр Цот Цпр Цф
04.01.2010 1.43259
05.01.2010 1.44102
06.01.2010 1.43616
07.01.2010 1.43998
08.01.2010 1.43044 - calculate and set the result here


shift it by 1 line - it is already taken -

05.01.2010 1.44102
06.01.2010 1.43616
07.01.2010 1.43998
08.01.2010 1.43044
11.01.2010 1.44123 - calculate and put it here

and so on... until you run out...

The resulting table you put here and together we continue to dream of the beautiful...
Files:
eurusd_D1.zip  2 kb
 
Vizard_:
Yusuf. Or you can use it to save the programmers a lot of work.
You take the file in the archive and use a sliding window
you do the calculations.

The sliding window for 5 for example (use any window you like).

Date Open Ц1 Ц2 Цр Цот Цпр Цф
04.01.2010 1.43259
05.01.2010 1.44102
06.01.2010 1.43616
07.01.2010 1.43998
08.01.2010 1.43044 - calculate and set the result here


shift it by 1 line - it is already taken -

05.01.2010 1.44102
06.01.2010 1.43616
07.01.2010 1.43998
08.01.2010 1.43044
11.01.2010 1.44123 - calculate and put it here

and so on... until you run out...

The resulting table you put here and together we continue to dream of the beautiful...
Date Open
04.01.2010 1.43259
05.01.2010 1.44102
06.01.2010 1.43616
07.01.2010 1.43998
08.01.2010 1.43044
11.01.2010 1.44123
12.01.2010 Jan.13
13.01.2010 1.44922
14.01.2010 1.44999
15.01.2010 1.44979
18.01.2010 1.43483
19.01.2010 Jan.87
20.01.2010 1.42866
21.01.2010 1.41067
22.01.2010 jan.84
25.01.2010 1.41508
26.01.2010 1.41476
27.01.2010 1.40773
28.01.2010 1.40335
29.01.2010 1.39614
01.02.2010 1.38622
02.02.2010 1.39318
03.02.2010 1.39682
What does Jan. 13, Jan. 87, Jan. 84 ......? Why do you put prices with dots instead of commas? 1.41508 instead of 1.41508?
 

Yusuf.

The dots - because my system is set up this way and it`s convenient for me.

Well on with the commas. I don't understand the second question.

Open it in Excel and take it directly from there (eurusd_D1_zpt)...

insert in yours - calculate - insert result in eurusd_D1_zpt... columns c1,c2 etc...


Files:
 
Yousufkhodja Sultonov:
Let them check it, and as soon as they find out that it is based on AC 1035571 "Flow Regulator", which was demonstrated at VDNKh as the best scientific and technological achievement of the USSR, they will calm down and ask me to apologise, because Russia is still selling the patent for my invention. I received the highest possible reward, but how dare you?

Yusuf, don't descend into polemics like Privalov. Go your own way, do not listen to detractors, and listen to only polite criticism from well-wishers. That is the only way to achieve the desired result. And you must be more modest. And do not make hasty conclusions about the success of your trading system.

But something tells me that you are feeling your way in the right direction. Of course, yes - some of your reasoning is too hasty, but only an arrogant theoretical wretch or ... Privalov. About modesty: there are only 2-3 certified economists-mathematicians on this forum (including me). That's not an indicator. The best probability theory formulas which are used by radiologists and economists, are invented by psychologists or botanists when studying the population of butterflies. So what?

Personally I like the insistence with which you pound on the Forex theory. Moreover, you write in excellent Russian correct scientific language with a rich vocabulary. Without errors. And if we take into account the fact that there are probably no such specialists within a radius of 1000 km from you, you are a real diamond. Please continue. We are listening to you carefully. Even if your next theory won't be quite sound, it's all right. It is a scientific search.

 

Prival-2:

1. Thank you for the offer to become a student at a Tajik university. But I don't think it would interest a former professor, head of department, last place of work Moscow Zhukovsky Academy and the author of more than a hundred scientific papers and inventions, some patents have world recognition...


So do yourself a favor for the future and don't preach to the glory of other scientists and throw around naked terms and statements (engaging in scientism). Give me the formulas.

Privalov, distinguished Yusuf told you so because you behave like a kid and not like a scientist at a scientific conference, which this discussion is. And you should be more modest. All of us here know that you have some understanding of mathematics. Although you've been shown some of your own fallacies time and time again - LProgrammer, for example, about Fourier, and me, about faulty autocorrelation in your fucking Forthran MatLabe, that you poke around with, but you ignore them all and go on screaming scientific discussion.

Here on a forum and in kodebase by the way QPWR has laid out, so in a course, almost a unique method of fitting (and it is your speciality) sinusoids which practically new and unknown. It attracts on the dissertation, by the way. Reshetov back in 2007, laid out his thoughts and suggestions on non-Kolmogorov probability theory, and it stretch on a doctoral dissertation, as these approaches have long been developed by the so-called Frictionists (do not confuse with Zionists) like Moses in the 1930s. And this, by the way, builds just a reliable bridge between DSP and theorists, which are also your specialty. Privalov, understand, there are people here (I don't mean me) who understand mathematics, radio engineering and of course economics as well as you do. Your arrogance (common for radio operators) makes you look purple.

I will thicken the colors a bit: about me - you have light in Moscow and you read these lines only because my old RADIOTECHNICAL invention (patent) is being applied at Siberian hydroelectric power stations - Moscow. And Gokhran of Russia regularly receives diamonds from Yakutia without any interruptions, because there are no power outages in Yakutia now (it was impossible to make grounding there at all). So I, not getting any money for all this, roughly speaking have the copyright on all the electrons that move through Russia. That's just for a second.

I say this not to show off, but to make you finally understand that you're not the coolest radio operator and not the coolest mathematician. And you're certainly not an economist. So act like the scientist that you are, not the kid.

If you know any scientifically sound methods for predicting prices, just put them out there, otherwise what you are saying here about Yusuf is just spitting and slurring.

 
Vizard_:

Yusuf.

The dots are because I have it set up that way in the system and it's convenient for me.

Well on with the commas. I don't understand the second question.

Open it in Excel and take it directly from there (eurusd_D1_zpt)...

insert in yours - calculate - insert result in eurusd_D1_zpt... columns c1,c2 etc...


Now everything is OK, I suggest to take 20 days - that's almost 1 month (in this case the whole of January 2010). Here's what came out with a period of 20 (04 01 - 29 01 2010):


Note that when we don't consider the spread (and we don't yet consider it - it's fixed costs), always, by definition, C2 = Cpc, so C2 will not be visible (they merge into one line).


Once again, let me explain how to interpret this chart: The market is always trying to rebalance and peculiar methods, sometimes by a sharp movement, sometimes calmly, in the direction of the calculated blue line. The movement, in this case, starts with a big marker, and by the end of the movement has exactly reached the target. You can trace it, although it's a bit awkward.

 
AlexEros:


And a scientist who has gone into commerce without being sure of the effectiveness of his idea is an intelligent crook or an honourable man?

And it is not about the fallacy of theories, everyone has the right to do so, even a PAMM can be opened by anyone, even those who have no idea about trading and strategies at all, out of the blue.

They may say anything to lure people, they are crooks, what to take from them.

But this is not what is stated here, the posts state that the man speaks from a science that values his reputation.

And if so, then the self-respecting scientist would not make such statements about the profitability of "his" theory, and offer it to others, without first checking it out personally in practice.

What will become and how will such a scientist be treated in the community of his likes, if his theory fails?

Actually, everything would be simpler and more ordinary, if it were just another subject of a user. But since the emphasis in the narrative is on a name in the scientific world, don't be sorry. People of this world, of which there are few, have every right to ask a person. And then it turns out to use the authority of a scientist to attract to PAM and signals, you can, and criticize the previous activities that undermine this same authority, you can not.

 
Yousufkhodja Sultonov:

Now it's OK, I suggest taking 20 days - that's almost 1 month (in this case the whole of January 2010). This is what we get with a period of 20:

Bear in mind that when we don't take the spread into account (and we don't, for now - it's a fixed cost), always, by definition, Ts2=Cp, so Ts2 will not be visible (they merge into one line).


A period of any kind. 20 so 20.
You take the first 20 lines (not including the header - 1-20) and calculate... insert it into line 20 of the file.
Then you take lines 2-21 (not taking headers into account) and calculate... and paste it into line 21 of the file...
and so on until you run out. Then see the result as a time series...
 
Useddd:

And a scientist who has gone into commerce without being sure of the effectiveness of his idea is an intelligent crook or an honourable man?

And it is not about the fallacy of theories, everyone has the right to do so, even a PAMM can be opened by anyone, even those who have no idea about trading and strategies at all, out of the blue.

They may say anything to lure people, they are crooks, what to take from them.

But this is not what is being stated here, the posts state that the man speaks from a science that values his reputation.

And if so, then the self-respecting scientist would not make such statements about the profitability of "his" theory, and offer it to others, without having checked it personally in practice.

What will become and how will such a scientist be treated in the community of his likes, if his theory fails?

Actually, everything would be simpler and more ordinary, if it were just another subject of a user. But since the emphasis in the narrative is on a name in the scientific world, don't be sorry. People of this world, of which there are few, have every right to ask a person. And it turns out that you can use the authority of a scientist to attract him to pams and signals, but you cannot criticize his previous activities that undermine his authority.

I agree with everything you've said here. What's that got to do with Yusuf? Is that who you're talking about here?

He only UNDERSTANDED the creation of a new theory and he has some cheap signals for a fee on this theory or others. His PAMMs are hard to find at all, you should probably look for them. If at least 1% of signal sellers or PAMM managers gave at least THIS kind of rationale for their trading systems, Hvorex would have been defeated long ago.

At the broker with the letter "A" Ivan Petrov and avp555 as PAMM-people have spent by 3 sour USD of other people's money, without any disclosure of trading systems - and you have no claims to them. And to Yusuf - do you?

A bunch of London-Ireland professors are riveting a bunch of books on "trading theory", they are charging 1000 USD a DAY for "algotrading" courses, which after some mathematical gibberish gives an ordinary man an inferiority complex. And here the man happily announces that he has a more or less scientific justification of the price and then a bunch of vicious attacks.

Instead of just politely pointing out the hot oriental Yusuf - not to jump to conclusions - I see only attacks here.