Market theory - page 12

 
Yousufkhodja Sultonov:
I fit the entire indicator into 17 columns in Exel, but I'm not familiar with this option. I don't think I'm inferior to anyone in exel programming, but I may not be familiar with some functions.

Vizard_:
Yusuf. Or to save the programmers the trouble.
Take the file in the archive and use the sliding window
to do the calculations.

For example window for 5 (use any window you like) -

Date Open Ц1 Ц2 Цр Цопт 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 put the result here -


shift by 1 line - you take it -

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 - you calculate and put it here -

etc.. until you run out...

You put the resulting table here and we continue dreaming together...

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Vizard_:

Any period. 20 so 20.
Takethe first 20 rows (not including page headers - 1-20) and calculate... insert itinto line 20 of the file.
Then you take lines2-21(not taking headers into account) and calculate... and paste it intoline 21 of the file...
and so on until you run out. Then see the result as a time series...

=========

I don't see the logic in good Excel programming skills and inability or ignorance of sliding window run. What theories are there, if even at this stage I have cognitive dissonance

 
Vizard_:
Any period. 20 is 20.
You take the first 20 lines (not including caps - 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 we'll see the result as a time series...
That's what I'm doing. I'll only post levels here, for the community, and by the end I'll post all the results to you, and you can post them here if you see fit. We need to ask the participants if they want to see the market moving towards equilibrium day by day during the year 2010.
 

05 01 - 02 02 2010г.:



 
Yousufkhodja Sultonov:
I will only post levels here , for the community, and by the end I will post all the results to you, and you can post them here if you see fit. I have to ask participants if they want to see the market moving towards equilibrium day by day during the year 2010.
Yusuf.
No need to waste time on screenshots of levels)))) Not interested in what was (20 observations ago) ... interested in what will be...calculation point....
Just post the table with calculations here and that's it. Date is not particularly important, although the sampling period is not random.
 
Vizard_:
Yusuf.
No need to waste time on screenshots of levels)))) Not interested in what was (20 observations ago) ... interesting what will be...calculation point....

Just post the table with the calculations here and that's it.

The date is not particularly important, although the sampling period is not random.

I'm paralleling them here, calculations run their course. I've been wondering how the levels will behave myself.
 
Yousufkhodja Sultonov:
I am posting them here at the same time, the calculations are running their course. I've been wondering how the levels will behave myself.

Hilarious )))) Yusuf ))))

How did you test the model... ok do it then we'll see... just from yesterday's 2 points and the pre-screens, i don't see anything special in the model.... let's see on a larger sample...

 
AlexEros:

1-I agree with everything you have said here. What does this have to do with Yusuf, is that who you're talking about here?

All he has done is ANNOUNCED the creation of a new theory and he has some cheap paid signals on that 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 reports that he has more or less scientific substantiation of the price and immediately he is attacked with a lot of vicious attacks.

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

1-Just you haven't encountered Yusuf's backstory since 2011. Perhaps because of that it looks strange to you where such "criticism" on the man suddenly comes from. I might have found it strange too.

It would be strange if his pams would be easy to find, of course they are hard to find because they were leaked on his past grandiose theory and formula of the whole market about the great 18, that is why they ended up among the pile of other leakers, where (logically) they are hard to find. And not because they were few and unattractive. By the way, they have been stamped in their time, both in and out, because the author was not convinced of any of them himself. And for some reason he decided not to start one and run it, and opened more. Same with the signals.

2 Do not mix the warm and the soft, you have not even read my posts... This has nothing to do with your London/Ireland... If he was another Ivanov from your "A", there would be a new topic of attraction or an attempt to say something. BUT he himself has stated his place in the scientific world. Not in a book or on a fence but on a forum, what London-Irish professors on a forum did not do. If they did they would talk about it here. So I do not understand the logic of "attaching" you outside cases that have no relation to the forum, as well as London-Irish professors.

 
Judging by the darkness of inconsistencies, I get the impression that Yusuf is trolling us in a very high-quality and subtle way))).
 
Useddd:
You just haven't encountered Yusuf's backstory since 2011. Maybe because of that it looks strange to you where such "criticism" on the man suddenly comes from. I might have found it strange too.

Why didn't you come across it? I was watching that show from the sidelines as I was in a regular bath at the time. Yusuf then made the mistake that THOUSANDS of scientists and even professors around the world had made 50 years before him - they all thought that market relations could be described by a couple of simple formulas.

When you start creating a trading system, you should suppress any remnants of pride in your previous academic achievements, suppress any remnants of arrogance and ask yourself a simple question - why have the rest of the professors, who of course were hired by Wall Street financial mafia tycoons, why have they failed fundamentally? And why should I?

Of course it is a little depressing, but if you don't try, you won't succeed.

Personally, I have not noticed any arrogance in Yusuf and he does not seem to be threatened by it. He has a better chance than Privalov today. Just a hot oriental guy Yusuf is rushing things.

Personally, it took me 9 years (exactly) to set up a trading system. And before that I had 5 years of Master's degree in econometrics, post-graduate studies in a leading institute, work in banks, work in the field of radio engineering, and some time ago I was trading on my own money, when nobody knew about trading at all. I repeat: AFTER ALL THIS WORK, it took me exactly 9 years to build a more or less scientifically sound trading system. Mind you, I am familiar with the mathematical methods of economics, which Yusuf, the physicists here and of course the radiologists have no idea about, as they are all not economists. And in economics many methods of ordinary physics don't work at all.

Of course personally I find it a little funny when Yusuf thinks he has created a universal market theory in a couple of years. For a start, he should read the repec.org newsletter cited here by another fellow econometrician - there are dozens of works on trading theory and contract law theory in general.

The main question is why didn't they do it? Where did they go wrong?

Perhaps this story will help traders here on the forum not to despair after 2-3 years of unsuccessful or not entirely successful development of a trading system. It takes a lot more effort than it seems at first.

 
AlexEros:

1-Why didn't you face it? I was watching that show from the sidelines as I was in a regular bath at the time. Yusuf then made the mistake that THOUSANDS of scientists and even professors around the world made 50 years before him - they all thought that market relations could be described by a couple of simple formulas.

2. Starting to create a trading system, you should suppress any remnants of pride in your previous scientific achievements, suppress any arrogance and ask yourself a simple question - why other professors, who certainly were hired by Wall Street financial mafia bosses, why they failed fundamentally? And why should it work out for me?

3This is a bit depressing, of course, but if you don't try, you won't succeed.


1-Now he thinks it can be described in 17 columns. So. Is this another mistake or what?

2-Need to, but we do not see it, as well as we do not see even a basic test of the model (the author himself does not know how it behaves), yet already promising statements, and the truth more like something else, as written here.

3No one is saying not to try, again, it depends on how you do it. Since he chose to do it that way and publicly, why is it shameful to have exactly THAT kind of appropriate criticism of his actions from the outside.

As for "why didn't it work out for them"... Who's to say, maybe it worked, but they only put out the side work. Here too, people make profitable ts, but leave only incidental construction details in the open access.

Just as your experience, perhaps it is because of the knowledge of many standard methods from different fields and did not give you 9 years of results. So it's not an argument at all. What in unconventional approaches may take 9 years for a scientist, an unshackled person may go through in a much shorter period, but I don't argue that's rare. Though of course everything comes with time.

All right, I'm tired of repeating myself from post to post, and there is a lot of flub. I will try to lessen the flood, though it is not easy)))) such a topic what can you do.

Reason: