Profit from a random price range
usdjpy:
I found an interesting idea in an article:
Yury Chebotarev, Sergey Yashin "The Profitability of a Random Price Sequence".
It suggests creating a TS which will hit bars with large ranges. And reject bars with small ranges.
This is an interesting article, but unfortunately it is impossible to read it even after registration on the site. Possible alternative link: http://robot.zerich.ru/book/1x.pdf
I found an interesting idea in an article:
Yury Chebotarev, Sergey Yashin "The Profitability of a Random Price Sequence".
It suggests creating a TS which will hit bars with large ranges. And reject bars with small ranges.
olexij:
I downloaded immediately without any registration and read it normally then saved it. The SeaMonkey browser.usdjpy:
Found an interesting idea in this article:
Yury Chebotarev, Sergey Yashin "The Profitability of a Random Price Sequence".
It suggests creating a TS which will hit bars with large ranges. And reject bars with small ones.
Interesting topic, but unfortunately it is impossible to read it even after registration on the site. Found an interesting idea in this article:
Yury Chebotarev, Sergey Yashin "The Profitability of a Random Price Sequence".
It suggests creating a TS which will hit bars with large ranges. And reject bars with small ones.
The authors refer to the article: Dmitry Tolstonogov "Fundamentals of Money Management".
Who knows, maybe they have a filter for non-Russian IPs? The second one won't load either.... But found it by name again, thanks: http://www.may.nnov.ru/mak/MT/4_36_41.pdf
If a strategy shows a return on a random sequence, it indicates nothing other than a strategy fit for that sequence. Or shall we continue to argue with Dub?
Who is Dub?
It's a Merikak dude (definitely a moron) who seems to have proved the impossibility of making a profit on martingale. Not to be confused with martingale, that's different...
Dube proved the impossibility of a systematic win on a random series of data. He's a mathematician. Simply put - there is no system for winning at a constant bet.
how is martingale different from martingale, apart from the broken russian :-)
I seem to have been wrong. Yes, martingale and martingale are completely different things (the former is a game system, the latter is a special random process), but oddly enough have a common origin: https://en.wikipedia.org/wiki/Martingale_%28probability_theory%29
Thanks for the clarification :-)
Yury Chebotarev, Sergey Yashin "The Profitability of a Random Price Sequence".
It suggests creating a TS which will hit bars with large ranges. And reject bars with small ranges.