Quantum trading system - page 37
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>>who's going to add to the knowledge box?
Where's the one about the quanta?
The lack of a market model is a consequence of the absence of a scientific concept of the interaction of information and matter. This concept could be the basis for unifying the science of animate and inanimate nature.
Sorry for the intrusion. I think you've hit the nail on the head. Some time ago I was "voicing" some of my own persepective experience for Matemat. Unfortunately I'm not a mathematician at all and understand little in mathematics, so I wrote in words, but then suddenly, two days ago I found this on the Net
So it very much correlates with what I tried to tell Alexey. If someone shows interest in the subject - I'll post it. I can't do it alone... and I'm not the only one.
Like you have a quantum idea :-)
Alas! wanted to steal some fresh ideas here, but the probability of stealing something worthwhile decreases as the inverse of the page number.
So far, it can be stated that there are no statistically significant levels on the kotir that the price of the instrument would "gravitate" towards. There is no statistically significant breakdown of the quotient into Fibo levels. It is impossible to reliably detect the significance of the "Golden Section" in formation of historical extremums of the price. We can strictly prove the absurdity of using any price series smoothing methods for the forecast. The reason lies in the stable negative correlation in neighboring readings of the series of the first difference (FDD) of the quote at any TF and the positive correlation for the smoothed series.
About the highlighted piece a few words. If it cannot be said, it is necessary to describe conditions of the experiment(s) on the basis of which such conclusions were drawn. On closer acquaintance with conditions of various experiments, on the basis of which such conclusions were drawn, it appears that in most cases the experiment was put without sufficient understanding of what should be done and how it should be done. One gets the impression that the person who set up the experiment did one-off formal calculations. And on the basis of this he drew far-reaching conclusions. The approach in such experiments was simply average.
When identifying work of the same fungi, it is very important what to take as a base in relation to which we are trying to build fungi. And we should not only take a quote flow on one timeframe. It should be investigated using different timeframes. And somehow, we have to distinguish extrema that are used as a base for drawing. It is not easy to do.
That's why when they say that it is impossible, I believe that the experiment for such conclusions has been set incorrectly.
HideYourRichess, we know (or at least I think so) how to squeeze the market to the maximum with an optimal MM with an MO>0. This is an applied problem and is not of interest. And what can you say about the base on which this MM is based - TS with MO>0? Moreover, the optimal TM of all possible ones and optimality criteria are of interest.
When identifying the same TF it is very important what to take as a base, relative to which we are trying to build a TF. And we should not just take a quotes flow on one timeframe. It should be investigated using different timeframes. And somehow, we have to distinguish extrema that are used as a base for drawing. It is not easy to do.
Otherwise we risk to confuse and complicate the task to the extent that we will declare it a Great task without solving it, while it is not worth a single egg.
On the merits. I can always uniquely divide the price series into a number of extreme values, the distance between which is at least H - some predetermined value of points (kagi-building). Thus, regardless of TF (breakdown goes to tick history or M1), I always have a single base in the form of extreme values of a price series (they don't change with H variation) on historical data from which it is reasonable to build Fibo levels.
Now I can search for frequencies by price levels. I've been doing that. The spectrum is monotonic, with no highs at the Fibo levels.
HideYourRichess, we know (or at least I think so) how to squeeze the market to the maximum with an optimal MM with an MO>0. This is an applied problem and is not of interest.
The task is applicable, yes, but far from being simple.
HideYourRichess, and what can you say about the basis on which this MM is based - TC with MO>0?
It's complicated with the basics, what do you mean by basics?
For example, to take at least the desire to have MO>0 is not enough. Although theoretically all is true, but in practice to MO> 0 you need to have probability of guessing more than 0.50. Especially if one wants to play with reinvestment. This is the basis?
The task is applied, yes, but far from simple.
No, it's not. But it's no longer of interest.
The basis is complicated, what do you mean by the basis?
By basis I understand the TS, which has a positive expected payoff in points. This is enough to earn in the market without reinvesting of funds, and with some reservations, it is enough for the optimal MM that maximizes income from trading with reinvestment.
Yes, it's not simple. But it is no longer of interest.
:) I will not change my mind. The topic is multi-faceted and depends on so many things.
By basis I mean the TS that has statistically significant positive expected payoff in Pips. This is enough to earn in the market without reinvesting of funds and with some known reservations, it is enough for the optimal MM that maximizes income from trading with reinvestment.
No, I have to repeat myself. Positive expectation alone is not enough. This is especially true for reinvestment. Look at Kelly's criterion, it doesn't exist with a guessing probability of less than 0.50. You see, it's a hard rule that can't be circumvented. That's why you can't reinvest in some strategies where the probability of winning is less than losing. But, if you choose not to reinvest, the requirement of >0.5 probability of guessing is relaxed a bit. Although a closer analysis shows that even in this case the probabilities of losing for a series of trades grow considerably. Thus, my opinion is conservative, I need MO>0 and P>0.5. This is what the TS should give at MM input. The next point is related to peculiarities of series of quotes. If at small levels of profit and stop it is not so important, then at some values of levels the volatility and other things start to affect. Those are the very things that we want to avoid. So on and on.
Sorry for the intrusion. I think you've hit the nail on the head. Some time ago I was "voicing" some of my own persepective experience for Matemat. Unfortunately I'm not a mathematician at all and understand little in mathematics, so I wrote in words, but then suddenly, two days ago I found this on the Net
So it very much correlates with what I tried to tell Alexey. If someone shows interest in the subject - I'll post it. I can't do it alone... and I'm not the only one.
No need to apologise, we all 'meddle' here. Thanks for the link, but I hope it's not that deep to look too. It's interesting to get a better understanding of how NS works - it's almost "alive" after all.