Stereo Neuro Net - page 6
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This is a visual observation, but how can it be implemented in the TS, what mathematical apparatus is better to use in this case?
Yes, we have one mathematical apparatus (+/-, multiply and divide) and there is no other. Here another thing is more important, namely how to bypass the detrimental influence of essential non-stationarity of obtained estimations. Everything is trembling and moving and while you are aiming, the target changes not only its position in feature space, but its shape as well. Just a "Zone" of some sort (ABS).
what you're talking about, I understand perfectly. I wish you could understand me.
You have philosophical notions. Give me the formula. No formula, nothing to talk about. You can't put philosophy into a program.
If you think 83 pips is a trend and 82 is a flat. That's fine. That's the best definition of a trend I've ever seen :-). Explain these concepts to someone who works with daily candlesticks, and then prove the same to a scalper. Everyone is looking at this curve, through their TS. This curve doesn't care about your TS. It does not care what numbers you put there and what kind of logic.
The movement always has a direction and it is determined by the first and second derivatives at least. Trend = upwards or downwards directional movement.
The curve on the screen is MOVING. And it is only in our imagination that there is a flat, a channel and even that in hindsight.
Z.U. From this picture on the 100 count. How to determine the flat, the channel, in what state we are now ? How do we calculate it ? Are we in a channel or not ? Are we in a flat or not?
After any assertion you make, I am ready to finish drawing a picture that will disprove your assumptions, according to the gradation you gave.
Neutron has already written it all.
flat and trend are relative concepts and characterized by the frequency of the price at a given time interval, the lower the frequency, the greater the trendiness, and vice versa
Flat characterizes the closure and stationarity of the price chart, while trend characterizes the openness and non-stationarity.
For those who like mathematics, we could prove a trader's theorem that could sound approximately like this (correct the wise ones): if we take two sets, one has pending limits and the other has pending stops, then select profitable parameters of shift, loss and profit for one of the sets, the other set will be losing profit using the same parameters
>> So, in Russian, it is either Limits or Stops, or flat, or trend
The quantification of market conditions in the selected TF can be quantified mathematically precisely and expressed in the form of a formula.
Then, a price chart that points in one direction (up or down) and does not have a single pullback will be defined as +1, and a price chart whose direction changes with each bar to the opposite and does not have a single co-directional movement will be defined as -1. All other cases will take an intermediate position in the range -1...1 and will be characterised as 'rather trending' or 'rather flat'.
1. This is already in the 'Spearman's Rank Correlation Coefficient' database. It can be improved, but the composter got lazy :-) or did, rather than shared :-)
That's where the dog is buried, highlighted in bold. Mathematically precise and 'rather...' don't fit together.
2. I told earlier in this thread that the market always moves (up or down), it cannot do otherwise. It cannot move sideways. Just the lifetime of this movement is variable.
3. The market does not matter where it moves. The main thing is to move together with it. From my point of view, the introduction of the concept of flat only confuses and hampers. It leads to the fact that many traders are looking for a switch in TS between flat and trend. Just assume for 1 minute that I'm right. There is no flat. What to do? Because then there is no point in looking for this switch...
4. We need to analyse the direction of movement. It has changed. Then you have to flip it. Just look at the Zig-Zag. Either up or down. Where's the flat?
It's all relative. ZZ corresponds to a rebound strategy, i.e. a counter-trend strategy. Although in fact it is more of a trend-following indicator. Is everyone properly confused?
there is no point in looking for this switch...
4. You need to analyse the direction of travel. It has changed. Then you have to flip it. Just look at the Zig-Zag. Either up or down. Where's the flat?
Zig-Zag is a monster hoax, don't forget that it redraws from right to left, i.e. it "looks" into the future.
1. this is already in the 'Spearman's Rank Correlation Coefficient' database, but the composter got lazy :-) or did and did not share :-).
That's where the dog is buried, highlighted in bold. Mathematically precise and 'rather...' don't fit together.
2. I told earlier in this thread that the market always moves (up or down), it cannot do otherwise. It cannot move sideways. The time of life of this movement is just variable.
3. The market does not matter where it moves. The main thing is to move with it. And from my point of view, the introduction of the concept of flat only confuses and hampers. It leads to the fact that many are looking for the switch of TS operation between flat and trend. Just assume for 1 minute that I'm right. There is no flat. What to do? Because then there is no point in looking for this switch...
4. We need to analyse the direction of movement. It has changed. Then you have to flip it. Just look at the Zig-Zag. Either up or down. Where's the flat?
1. We're talking about probabilities. Probability can be strictly defined. The process it characterises does not suffer from the fact that the probability is not exactly 1... See what I mean? So, I don't see the problem.
2. 3. You are looking at a slightly different model of price behaviour, unlike me. I have a fixed TF and, as a consequence, you can define the concept of "flat" - open your eyes, if the price has changed direction, then it's flat. But you refuse a fixed TF and are free to switch to another BP breakdown, thus staying in a "trend" state all the time. The will is yours. Of course, all this is not fundamental and will not give an advantage to one way of presentation over another, it's a matter of taste and habit.
4. I agree completely.
By the way, we can also suggest a third way of determining the current state of the market. For this purpose let's break the initial BP (preferably the tick history) by a Zig-Zag. We will consider the ZZ top formed, when the price moved away from it by H-points. Then, if the ratio of the average size of ZZ to 2H is greater than 1, then the market at this split H is trending, if less than 1 - then it is flat. This method is described in details in Pastukhov's thesis.
Zig-Zag is a terrible cheat, don't forget, that this indicator is redrawn right-left, i.e. it "looks" into the future.
The concept of a tick is in MT, there is no such thing on the interbank.
What is your definition of a tick on the interbank?
You don't have to answer a question with a question :) no on the interbank, so no, not the point.
If you know how brokerage companies generate ticks it would be interesting to know.
Is everyone properly confused?
not confused))) get confused(((.
the key to determining flat/trend is whether or not the quote has returned a given price
if the chart is quoted at the same price, horizontal line, then 100% of returns - ideal flat
if the chart is a straight sloping line, regardless of the slope tangent, then 0% of returns - ideal trend
the price drift at the end points is also important
what good would it be if the price returned several times and then went out into space?
Returns and offsets are the two necessary parameters for integration, division and multiplication.
...
If we take two sets, one with pending limits and the other with pending stops and choose profitable parameters for one of them: shift, loss and profit, then the other set will be losing with the same parameters
In Russian, it's either Limits or Stops, either flat or trend
I must have lost my teaching skill ((.
Let me try again.
Let's look at an example.
1.
A man comes to the vegetable garden, where cucumbers, tomatoes, etc. are growing.
He looks and analyses:
This cucumber is oval, green, grows fastest at this temperature and humidity (time of day, seasonality).
This tomato is round, red (green), and grows fastest at this temperature and humidity (time of day, seasonality).
This apple is ...., etc.
2.
Now the person collects everything into 3 piles (blindfolded).
The first pile is put into a meat grinder.
The second pile into a juicer.
The third is burned.
3.
Gets the output mush, liquid, pile of ashes.
Now please read again what is written above. Just replace cucumber = EURUSD, tomato = GBPUSD, apple = GBPJPY etc. Porridge = up trend, ash = down trend, liquid = flat. Meatgrinder (juicer...) = trading system (TS).
I'm talking about the properties of the market that it has, prior to the treatment of its TS. Why do you look at the market through the meat grinder (juicer... etc. = trading system) and say that yes the market has these properties. So it turns out that a cucumber is either mush, liquid or ash ? Is it so ?
Conclusion: You cannot look at the market through the TC (meat grinder), it distorts its properties. There is only one property that is inherent in all these curves - they move. And that movement is multi-dimensional, and much planned.
Z.U. Somehow, as best I could explain...