Market theory - page 136

 
Vizard_:
A sound wave is a sine wave. Cotiers are not stationary and subtracting the trend does not really change the picture,
Although econometricians will say that increments are stationary ))))
MA2 (simple MA2) is calculated as kloz+lag1cloz/2... ...i.e. the past values are used.
You can try to remove the lag by prediction... with a neural network or the like... but it still won't work...
I don't know who didn't get it right - now it's up to me - shudder, Bandar-logs
 
Roman Shiredchenko:

Yuri! Good day to you! Don't sweat it.

Leopards rule here. :-)

Waiting for Yusuf's article. The dough is charging!

We know the Grails are real.

Hi. I'm not bothered, I just follow this thread as it is the only thread where a person comes up with something new.

Depends on what you mean by grail, I meant ideal. But then, of course, everyone has their own skeleton grail in the wardrobe).

You once looked into my theme, got interested in the essence. I can reveal it to you on old friendship).

 
khorosh:
The logic is simple: if the calculations show a grail, but we know that there is no such thing as a grail. Conclusion: - somewhere in the calculations is an error).

Carefully tried to avoid such mistakes, but, one crept in and the shift showed that there is still hope for the principle: Leo above price - Sell, below - Buy, which is associated with significant drawdowns:

Conclusion: you need to have a deposit commensurate with expected profits. Why is there no grail? Because, the market does not give a theoretical possibility of their existence, organizing, alternately, trade around 3 levels of break-even. The trader has to rely on the "mistake" of the market in the long term. I have no doubts about the correctness of the theory, but the use of its conclusions requires further study. One must be amazed at the phenomenal accuracy of market mechanisms - the market always determines all three breakeven levels with great accuracy, and I have never met a price that has a value different from the calculated value of these levels. The market manages to withstand all participants operating in the whole range of the price field. If you enter the market with any price you will find yourself in an extremely unfavorable trading environment! Your price will immediately turn out to be equal to Ц1, Ц2 or Цopt in its worst variant. Theoretically and practically there is no 4th, profitable variant.

 
Yousufkhodja Sultonov:

Carefully tried to avoid such mistakes, but, one crept in and the shift showed that there is still hope for the principle: Leo above price - Sell, below - Buy, which is associated with significant drawdowns:


So - no grail? ( (

On the filter and lagging, you still haven't answered. I understand that you are trying not to filter. But I, for instance, decided to filter. Does it threaten me with delays? Or will it cause 10 ms lag as the guys above said? How much delay can a filter have?
 
Daniil Stolnikov:
So - there is no grail? ((

You still haven't answered about the filter and lags. I understand that you are trying not to filter. But I, for instance, decided to filter. Does it threaten me with delays? Or will it cause 10 ms lag as the guys above said? How much delay can a filter have?

Don't torture the man, he is a PhD candidate and his field of work is not related to filtration. Ask Prival-2 for advice- he is an expert in this field.

 
Daniil Stolnikov:
So no grail? ((

On the subject of filtering and lags, you still haven't answered. That you are trying not to filter it is understandable. But I, for instance, decided to filter. Does it threaten me with delays? Or will it cause 10 ms lag as the guys above said? How much delay may a filter have?
Please, indicate what, in your opinion, is the simplest and most effective filter to apply to the raw data? Although, I'm sure such tricks won't help to reach a stable profit.
 
Yousufkhodja Sultonov:

Carefully tried to avoid such mistakes, but, one crept in and the shift showed that there is still hope for the principle: Leo above price - Sell, below - Buy, which is associated with significant drawdowns:

Conclusion: you need to have a deposit commensurate with expected profits. Why is there no grail? Because, the market does not give a theoretical possibility of their existence, organizing, alternately, trade around 3 levels of break-even. The trader has to rely on the "mistake" of the market in the long term. I have no doubts about the correctness of the theory itself, but the use of its conclusions requires further study.

This picture is more like a reality. I think that not all variants of entering and exiting the market using your theory have been considered yet.
 
khorosh:
This picture is already more like reality. I think that not all options for organizing entry and exit from the market using your theory have been considered yet.
Thanks to you and Alexey for standing really close to me, correcting me in time from making wrong decisions and conclusions using your vast experience, which I do not have. We will be searching together for new variants of entering and leaving the market. It is a pity that there is no theoretical possibility for success. We will be searching for such an opportunity. Once again I would like to thank you and inform you that you and Alexey will be the first and only participants who I am going to present the current version of the algorithm to as soon as the article is published for personal use and further improvement, if you are ready to accept it. Yes, I almost forgot, there is an option of taking into account the opinions of all 4 market levels, C, C1, C2 and Copt, by assigning ratings to them. Thankfully, there are no other levels in the market. Let's also try to enter when the market is ruled by the 3rd level, the Leo level. Under these conditions one can count on some confusion of the pricing mechanism in the market. But, everything should be checked carefully on historical data. Leo always rules the market, but, there are times when he himself, directly, rules alone, depriving all other levels of authority, of course, together with Tsr, Leopard, but that will be implied.
 

state at the opening of the session on 17 June:


 
Daniil Stolnikov:
I don't know who didn't make it - now it's up to me - shudder, Bandar-logs
Spin it for interest, everyone has been through it and everything is in the public domain. MA-EMA-CF-Yuriks(JMA)-Fourier-Calman-Neural Networks...
Reason: