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The battle: an efficient market and a TS with a positive maturity expectation. Who will win? - page 14

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meta-trader2007 писал (а):

If there is an inflow of money to the market / (outflow of money from the market + market rate) >1, then there is an inflow of money to the market and the market is efficient.

If the money inflow to the market / (money outflow from the market + market rate)<1 - then there is an outflow of money to the market and the market is inefficient. 2.

Thetrend and the flat are notations for the amount of out-of-bar volatility in a given timeframe. (A trend on M5 may be a flat on D1). The trend and the flat are the market phases, the trend is the market phase with large off-bar volatility, the flat is the market phase with small off-bar volatility.

3. The MA period in the adaptive indicator should not depend on the "distance between the bounds", but on the out-of-bar volatility. In this example of a simple indicator, the extra-bar volatility is measured by the distance between the Bollinger Bands.

The extra-bar volatility is the volatility created by a number of bars. A simple indicator for measuring this is Bollinger Bands. Intrabar volatility is the volatility inside bars. You can use the ATR indicator to measure it.

1. We cannot calculate the money flow because MT does not give us the volume of trades, but only the number of deals per time unit, therefore it is impossible to do so.

2. "If we do not understand the concept oftrend and flat , we will have to use some philosophical notions, it depends on which way you look at it, again we will not understand the universal language of mathematics ;-)

3. "In the adaptive indicator the МА period should not depend on the "distance between the bounds", but on the out-of-band volatility. (I think it's the same but from the side :-).

Sir, what is the formula for extra-bar volatility?

meta-trader2007 писал (а):

Off-bar volatility is the volatility created by a number of bars

In fact, it is better thought of as the speed of price movement over that certain number of bars. And velocity is best expressed as a linear regression, i.e. a rms line representing a velocity vector. And the slope tangent of this line is the speed itself (pips/min, pips/hour, etc.)

Meat

I agree with you. I just wanted to help the author of this thread with my questions. I posted my views here 'Random Flow Theory and FOREX'.

The market, IMHO, is a self-organising and self-learning system. And it is not the ill will of Uncle Vasya, Pu, me, or Boo. There are 95% (from what I have read) of free traders in the market. All seek to adapt and thereby change the market.Although insider trading is not ruled out either. As soon as we find the grail vessel it disappears. :)
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