The FLET formula - page 10
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Rena... I think I've already written, but if you haven't read it, I'll write it for you again, it might help you in some way)
The definition and search for the market condition in the form of Flat and Trend at the current moment in time is justified by only one thing.
The market by and large is a SB with inclusion of thick tails, i.e. impulses that may be sequential or may occur from time to time, just like on the surface of the sea or the ocean, whichever is more convenient.
I would like to draw your attention to the number of states you are looking for, there are only two of them. Thus, if you know one state, it is possible to define, that it will be inevitably followed by the opposite one, i.e. the impulses that will move the price somewhere. The only question is when, and for this "when" not to lose money when the opposite event occurs. That's the speculator's whole task. Usually, almost everyone loses more than they gain during this "when", if they are capable of dividing markets into states correctly enough for it to work.
Two states are clearly better than the infinite variety of states the market provides us with due to its overwhelming nature of time movement in SB.
In parallel, then, I will write that the definition of the Grail follows from here - it is such an analytical system that identifies ALL states of the market as some ONE whole. That is, there is only one option. Then it turns out that you can trade whenever and wherever you want, while making a profit.
It is important to say about statistics. Statistics in any case according to the Law of Big Numbers will give the possibility of 50/50 +-2-3%. However, statistics does not take into account impulses. They are simply lost in the noise due to low frequency of occurrence. But there are still tricks that can turn statistics in your favor.
The question for market gurus is simple: what is the same in flat and trend conditions? The answer is very simple. But the realization is very difficult. Unfortunately, it cannot be done without ingenuity and adolescent maximalism.)
So, in view of all the above, I will reply to your message:
1. Yes, it was invented
2. But the flat and trend states do exist on the market.
3. Such states change is inevitable if time tends to infinity => locks, over sitting, or simply inactivity are not so useless in trading
4. Yes, post factum, but since the market cannot be in two states at once, except for extremely high volatility in a relatively short period of time (for example, the average daily channel on EURUSD is 1500-3000 points), which happens once every 2-3 years, we can kind of predict the future state of the market, though without knowing the direction of course.
And the market analysis is truly paradoxical, and from that it is very interesting, in order to find something, you first need to divide it, and then combine it, find the common denominator and find what precedes it)
And in doing so there is an opportunity to overtake all the mathematicians in the world dealing with this question, regardless of gender age Nobel prizes ranks and so on. Except our Gosha Perelman, of course) That genius is 200 years ahead of us all, that I firmly believe =)
That's cool, isn't it? =)
PS: This post by no means concerns all lovers of price transformation in any way distorting its original evolution of states. Sorry guys, but you will never get anything meaningful that way. Only Price Action or its derivatives that do not change the structure of the evolution of market states, nor the time when it happens.
Completely agree with the train of thought. I use my own definition of Flat Trend states https://www.mql5.com/ru/forum/113938/page9#comment_21076748. The Flat case is described there, it has its own formula. I will post the Trend formula soon. The formulas for Flat and Trend are identical in appearance; the only difference is in coefficients, which allows dividing them programmatically, as the author asked in his first post.
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FLET Formula
CHINGIZ MUSTAFAEV, 2021.02.25 13:00
Here I've already written the "formula". Why is the formula in quotes? Because it is the same price, but from a slightly different angle. Your formulas yes, very nicely describe the price looked at, understood understood valued (your idea if to put it very simply, regression lying in the centre of fluctuations at any rate, it's a cool idea). But unfortunately your method draws something on the chart, and the market moves in its own way, so eventually you'll get if you try very hard and spend a lot of time - overrun, otherwise you'll get either just a lag, or as I call it among mathematicians "chasing its own tail", that is, the system will generate errors, and when you correct them, generating more errors, etc... But you can write then a bunch of techniques to submit scientific articles to the VAK (attaching a bunch of beggars to work =] ) and even sell them, as we usually do =D Although even your method, I managed to remake so that he was even bringing income, though very risky, but income nevertheless, but it was painful and crooked sure but it worked and okay:)
I have already written the "formula" here. But not as explicitly. Why is the formula in quotes? Because it is the same price, but from a slightly different perspective. Your formulas yes, very nicely describe the price looked at, understood understood valued (your idea if to put it very simply, regression lying in the centre of fluctuations at any rate, it's a cool idea). But unfortunately your method draws something on the chart, while the market moves in its own way, so in the end, if you try very hard and waste a lot of time - overrun, otherwise you just get either a lag, or as I call it among mathematicians "chasing its own tail", that is, the system will generate errors, and when you correct them, generating more errors, etc.. Although even your method, I have managed to remake so that it even brought income, though very risky, but still an income, but it was painful and crooked course, but it worked, and okay:)
A TSA with ten cents took 2.5 cents in two days. - This is too high a risk as I traded 22 instruments. I lost 8 c.u. in one week before that. We need to reduce the load. As you rightly pointed out, the market is alternately up or down, it turns out. I thought that if 11 instruments go up, the other 11 should go down, according to the communicating vessels principle. It turns out that this is not the case. Almost all 22 instruments at once, simultaneously, go either up or down:
I completely agree with your thought process. I use my own definition of Flat Trend https://www.mql5.com/ru/forum/113938/page9#comment_21076748. It describes the Flat case, it has its own formula. I will post the Trend formula soon. The formulas for Flat and Trend are identical in appearance; the only difference is in coefficients, which allows to separate them programmatically, as the author asked in his first post.
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Discussing Sultonov's Draft Laws on Marginal Trading Activities
Yousufkhodja Sultonov, 2020.12.29 21:21
Full list of laws by now:
8.The market is always on the move - either up. or down!
It's a good article by the way =) I even saved it for myself) even though a lot of things are wrong.
And especially this 8 point.
the market has three states and this changes absolutely all the rules of the game =)
what can be between -1 and 1 ?)
There) yes these events in the market are not many, but nobody cancelled them right?)
so it's not like it's 50/50, is it? =)
Well, I'm not going to scribble here you man very literate and so will understand everything without my silly words =)
But you know, you are one of, I think, three people in general on all the forums I have sat and looked for something, who is diligently approaching the issue with figures, rising from the level of hypotheses and theories to the level of dry statistics and implementation of analytical systems.
Just for that already respect and respect =)
Almost all 22 instruments go either up or down at once, simultaneously:
And that's a misconception.
ATS with ten c.u., took 2.5 c.u. in two days. - This is too high a risk when trading 22 instruments. Before that, I lost 8 c.u. in a week. We need to reduce the load. As you correctly pointed out, the market is alternately up or down, it turns out. I thought that if 11 instruments go up, the other 11 should go down, according to the communicating vessels principle. It turns out that this is not the case. Almost all 22 instruments at once, simultaneously, go either up or down:
Well... There are correlated pairs, which by the way are quite a lot of currency pairs. There are baskets, as they are called boxes or something... I do not remember...
Well ... load ... I don't know, when I was testing your methods, the load is not very heavy, especially since the sample size is not more than 150, although before you had implementations with a larger sample)
And that's a misconception.
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Discussing Sultonov's Draft Laws on Marginal Trading Activities
Yousufkhodja Sultonov, 2020.12.29 21:21
14. Dow Law. The market takes into account everything!, Charles Dow's phrase in the 19th century and became one of the most powerful elements of TA, being an accepted axiom,https://news-hunter.pro/forex/aksiomy-tehnicheskogo-analiza-teoriya-dou-i-klyuchevye-postulaty-rynka.pro found its full mathematical substantiation in my works and by right it may be called from now on a Theorem or Dow Law and serve traders in the future already on legal grounds!
PS: The author of these draft laws is always open to each trader individually or representatives of themargin trading activity as a whole, in matters of clarification. improvement or other changes in style or grammar of the presentation of the above draft laws, but. will zealously enter into a ruthless. civilized fight in theoretical and practical terms with his favorite opponents!
Edward Davies lived in the 19th century) What has changed since then? Everything) From the number of players to information technology.)
So? Hasn't anything changed in that time?)
Yes, it was an axiom when trends were the lion's share of the time. And the quotes were printed on paper feeds, not as they are now in a fully interactive environment in a world where the only valuable coin is information.)
He was just trading the trend and that's it) and ok) Why bother when there is no competition) Back then Buffet was making dough by stupid trading on the stock market on the correction to continue the trend, of course he read all the campaign details but in fact everything looks quite simple on the chart)
Everything is totally different now. So you should stop reading dubious theories about some shady characters who make their money on who knows what, better go with your bright head, it is much brighter than that of Edward, who by the way was a journalist and talked to millionaires by the way, Maybe he had his own benefit to advertise his super theory, as we all know, and Americans in advertising and the media in general are ace at embellishing and hyperbolizing everything that moves).
And lastly, I once collected as best I could the stock prices at the beginning of the 19th century (of course I had photos of very old newspapers of that time plus a book with printouts of prices and some information on major transactions), and compared the stock prices now as I would trade, just a distorted mirror turned out) that is, where there was an opportunity to make money at that time, now there is no it, and where they were not then, they are now) fucking competition) everything changes)
https://smart-lab.ru/blog/546370.php
The market moved downwards when the uptrend was forecast.
So with any other prediction, too, it will move as it pleases.
This is a fact.
It is only a special case on one timeframe.
Open two pairs GBPUSD and EURUSD at the same time, how can they move from the moment they open?
I thought that if 11 instruments go up, the other 11 should go down according to the communicating vessels principle.
If you make a basket of currencies with a constant amount, that's the way it would be. Decrease somewhere and add on the other.