Market etiquette or good manners in a minefield - page 98

 
paralocus писал(а) >>

So, a proper trading robot differs from a wrong one by separating the analytical unit from the MM unit?

Of course it is!

And it is a bad idea to mix these functionally different blocks - you will get a mess similar to the one that reigns in your stomach after you have eaten.

As for the pipsqueak, it is a very relative division and one should not rely on aesthetics as a criterion (of what?). There are quite certain limiting requirements of brokerage companies for distributing MTS bribes and we should try to follow them. For example, if the system profitability (points per transaction) is maximal for small Н and the brokerage company sets 25% of transactions within spread, then this is the optimal limitation for minimal Н.

 
Yes, I see. In my brokerage company all MM may consist of buying/selling lots from 0.1 and further multiples of this figure, intermediate values are not provided. Thus, if we follow the practice where bid should not exceed 10% of deposit, then for a deposit less than 2000 it will be the same 0.1 lot.
 
M1kha1l писал(а) >>

Please give me a link to a MT server tech sheet or other source documenting the mechanics/artificiality of the origin of ticks in MT.

Futile and pointless. Even if I had it(s) and gave it to you, the mechanistic nature of the process would neither be proven

or disproven. To me, for example, even proving the participation of human beings in the price formation system is not at all

is not a refutation of the mechanistic process. If we try to take the process of price formation scientifically at all,

one must proceed from the mechanistic nature of all matter, regardless of whether it is alive or inanimate. That is the scientific methodology.

I know how mechanistic humans are and the question of whether they (we) have "free will" is not an issue for me. At least in

At least in practical problems. The presence of intentions of participants of the process does not prove their (intentions) "freedom" at all.

In the moral enthusiasm for deliberate manipulation of prices ("Oh manipulators! Oh scoundrels! Where is the justice!!?")

I don't want to get into it. It will not add to my chances of winning. No babysitter will come running and give me a dummy of quid.

Price management's not news and it's not news that there's nobody in the price formation chain but me (you) who's interested

in my winnings. In this thread the question of intentional distortion of prices looks ridiculous, because it(nor) makes

prices more predictable (with adequate tools, of course). As I understand it, in any case one should

Investigate questions of predictability, look for instruments (the very adequate ones) and don't make "moral pauses" in vain.

It won't help. C'est la vie au trader. :)

 
MetaDriver >> :

I know how mechanistic people are and the question of whether they (we) have 'free will' is not an issue for me. At least in

I know how mechanistic people are. The question of "free will" does not arise for me, at least not in practical problems. The presence of intentions of participants in the process does not at all prove their (intentions) "freedom".

In the moral enthusiasm for deliberate manipulation of prices ("Oh manipulators! Oh scoundrels! Where is the justice!!?")

I don't want to get into it. It won't add to my chances of winning. No babysitter will come running and give me a dummy of quid.

Price management's not news and it's not news that there's nobody in the price formation chain but me (you) who's interested

in my winnings. In this thread the question of intentional distortion of prices looks ridiculous, because it (nor) makes

prices more predictable (with adequate tools, of course). As I understand it, in any case one should

Investigate questions of predictability, look for instruments (the very adequate ones) and don't make "moral pauses" in vain.

It won't help. C'est la vie de treader. :)

It happens so that having read a couple of popular books (or gone through a couple of psychological trainings a la ECT) man, having seen his own mechanisticity, naively believes that he's got a certain new reference point (better than the previous one). Alas. He is only pulled out of his comfortable place, and his new so-called Reference Point (or Reference Points, whichever you prefer), is in fact nothing more than a continuation of his yesterday's mechanistic nature into today. Now, for such an adept, all people are machines (if not just assholes), and he thinks that recognizing himself as a machine, he becomes a little less mechanistic than his fellow citizens. He also learns a couple of new concepts about responsibility, the nature of the mind and his own experiences.


I am not writing this to offend you in any way, but to make sure you don't jump to conclusions... The market is a good field for someone who is determined to get to the bottom of things and it is as ambiguous as the very act of being that we call life. How do you know who is reading your posts now? For now, just take note that there are genuinely free people on this earth and they don't fit into the framework of the popular remakes from New Age. I sincerely wish you will meet one of them one day (the main thing is that you should be able to recognize him/her... :-)).

 
paralocus писал(а) >>
So if you stick to the practice where the rate should not exceed 10% of the deposit...
There is an optimum % of the deposit at which the return in money terms is maximum. The value of this % depends on the reliability of the MTS analytical unit (AB) forecast p and the nature of the PT first difference distribution function. So a value of 10% without reference to a specific AB and a specific instrument is meaningless.
 
Sergey, this seems to be the topic you started this thread with. The formulas there are a bit complicated for me, could you explain in two words (on your fingers)?
 
paralocus писал(а) >>

I am not writing this to offend you in any way, but to make sure you don't jump to conclusions... The market is a good field for someone who is determined to get to the bottom of things and it is as ambiguous as the very act of being that we call life. How do you know who is reading your posts now? For now, just take note that there are genuinely free people on this earth and they don't fit into the framework of the popular remakes from New Age. I sincerely wish you will meet one of them someday (the main thing is that you should be able to recognize him... :-)).

1. which conclusions have I jumped to?

2. Thank you for your concern. I have a neural net between my ears for recognition. Will that work?

 
MetaDriver >> :

1. What conclusions have I jumped to?

2. Thank you for your concern. I have a neural net between my ears for recognition. Will that work?

1. "I know how mechanistic people are and the question of whether they (we) have "free will" is not an issue for me. At least in

practical problems. Thepresence of intentions in the process does not at all prove their (intentions) 'freedom'."


2. I don't know, but the one between the ears isn't enough.

 
paralocus писал(а) >>
Sergei, it seems that this is the very topic with which you started this thread. Formulas there are a bit complicated for me, could you explain in two words (on your fingers)?

Could build a four-wheel drive NS and suddenly "formulas are complicated"?!

So. You are going to do a lot of transactions and the question is "how much capital to invest". This question is not senseless, because if you invest 0%, you will get $0, if you invest everything, you will make only one mistake and lose all your capital (you bet everything!), it may not work either. So, there is a golden mean. So, as it turns out, it can be determined if we know the percentage of AB's mistakes.

 
paralocus >>: The market is a good field for someone who's determined to get to the bottom of things

It is a challenge for which I once even abandoned my congenial amateur research on a famous mathematical problem (Riemann).

Reason: