Market theory - page 218

 
azfaraon:
Deals don't open ....
Well, it doesn't open right away. Ahh I get it, the robot is not tested. It trades on real and demo simply.
 
Mikhael Isakov:
That was in reference to the phrase "I think no more indirect than". As it is, yes. The task of building a robust trading system = the task of building a digital filter with outstanding performance = the task of prediction = never mind the market or targeting a missile, or hydroacoustics or electromagnetic noise - the maths is the same for applications in all areas of science and technology. Pure physics.

In that case, describe at least one process in our physical world whose distribution would exactly match that of the market.

Z.U. Don't drag your profession into things that have nothing to do with it. The market is not physics and physics is not the market.

 
In my opinion, our world is automatically balanced and harmonised, so there is a cycle of processes.
 
Vasiliy Sokolov:

In that case, describe at least one process in our physical world whose distribution would exactly match that of the market.

Z.U. Don't drag your profession into things that have nothing to do with it. The market is not physics and physics is not the market.

I have studied how the distribution (or rather the probability density function) changes on a sliding window of quotes. I studied it with the help of informational criterion, and visually watched the change of spikiness to thick-tailedness and asymmetry. So, on different PDF forms we observe slightly different local patterns of quote sequence. But I didn't bring this idea to production. I will simply say that I was and am finding a lot of "inefficiencies" in the market, probability skews for example in the directions of price movement. It is another matter that the spread almost always compensates for them. But I am going to dig more in this direction.

All of these theories seem to me to be air locks. I usually dig through the data in the hope of finding something. And then I study the empirical material. Yusuf is clearly on a quest for the philosopher's stone.

Example:


Entropy increases - the density function approaches uniformity - and vice versa. And each "phase" has its own tricks.

Tweaks - tweaks. Anything?

ZS: Sorry for the off-topic.

 
Vasiliy Sokolov:

In that case, describe at least one process in our physical world whose distribution would exactly match that of the market.

Z.U. Don't drag your profession into things that have nothing to do with it. The market is not physics and physics is not the market.

I agree that there is no point in dragging anything down. But I want to give an example of the coincidence of distributions in physics and the market.

This is a normal or Gaussian distribution.

Often when you see this distribution of the number of quotes by price range


And here is the physical process



 
Yuri Evseenkov:

I agree that we shouldn't pull anything out of proportion. But I would like to give you an example of overlapping distributions in physics and the market.

It is a normal or Gaussian distribution.

Often when you see this distribution of the number of quotes by price range

And here is the physical process

Please don't pull a Gaussian on the market. The market does not have a normal distribution, although it is similar to it. The example does not count. The exact match requirement is not met.
 
Vasiliy Sokolov:
Please don't pull a Gaussian on the market. The market does not have a normal distribution, although it is similar. The example does not count. The exact match requirement is not met.
A market may have the properties of a normal distribution at one point and not at another. The market is much more volatile than the physical world. Finding a single formula is like finding the philosopher's stone. Do you think otherwise?
 
Alexan_Russia:

there is a robot trade going on -https://www.mql5.com/ru/signals/125934

Looks like the system works :)

Interested in Yusuf's market theory. But so far I don't know how to determine the state of the market - Monopoly.

I don't know if I can use a demo, but a real one, like this one:

 
Alexander Laur:

market theory has as much to do with physics as a 5th wheel on a cart.

Comparing the graph I cited above and this phrase, you can make fun of Alexander a bit.
 
Mikhael Isakov:
but then why these silly pictures? maybe you photoshopped them.
If it's a silly picture, claim the meta-quotes, such pictures are created in a detailed report.
Reason: