Testing real-time forecasting systems - page 87
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Так, волновой механикой запахло. Волны де Бройля, ага, да и уравнение Шредингера уже не за горами...
Ну если бы услышал это от кого-нибудь другого, просто усмехнулся бы. Но я ведь это от тебя слышу, grasn.
I suppose Sergei will surprise us again... And then the main thing is not to have him kidnapped.
New Year's Eve outburst. In one thread Candid and Yurixx are arguing and making up with Svinozavr, in another, Neutronych is up to something big...
Так, волновой механикой запахло. Волны де Бройля, ага, да и уравнение Шредингера уже не за горами...
Ну если бы услышал это от кого-нибудь другого, просто усмехнулся бы. Но я ведь это от тебя слышу, grasn.
To clarify a bit, at this point, it's not me you're hearing about, it's yourself. But you're right - I'm a big third-party analogue (that's the key word) of the "quantum approach". I wonder why you don't get a chuckle from the models adopted in AR, MA or ARIMA? You know them, don't you. Not the formulas themselves, but the models (concept) underlying them. They are, to put it mildly, super abstract. They are even more "absurd" than the one you mentioned.
You must understand correctly - what you see to the right of the current price - is a vast field of variants, probability reigns here, Chaos rules. It looks chaotic to us for the simple reason that we cannot find the right "angle of view". The field of probability is one view, but it is not the only one. The mosaic is still coming together.
Do you really think everything is a constant on the other side? No! Everything changes there, even probability. And the essence of these phenomena, these changes - the waves of probability - you can grin all you want.
When you start to guess about the nature of these processes - comes the steady understanding that to try TA on these series - er, let's say mildly - is a bit presumptuous. (There is only one TA, which by the way is very briefly but accurately described on this site in the TA section, no need to confuse or substitute concepts).
Any combination of TA elements is a market model accepted by you, and do you really think that some Fibo levels really say something about the market? Nothing! The market is(largely) self-similar stochastic ultifractals with a very "narrow" scaling range on which this self-similarity manifests itself. Moreover, self-similarity in explicit form does not exist on such series, and one can only speak about self-similarity in the "mean-square" sense, after some statistical averaging over independent ranges.
i.e. fragments of a time series are never repeated!!!!
Which means (I won't explain it all in detail) that no fixed levels will ever "work", not even those great numbers. You will always have your legal 50/50. And the golden ratio has nothing to do with it.
You may as well invent any other levels (reasonably distant from each other) and they will (like a miracle) handle extremums of quotes. But that's how it is, for example :o). And happiness will come .... So on that happy note I end my post, my dear Mathemat:o)
Полагаю, Серёга ещё удивит нас... А потом главное чтобы его не выкрали.
I'm already in line for the Schnobel Prize. I'm standing behind Neuroboy :o)
Новогодний всплеск. В одной ветке Candid с Yurixx'ом с подачи Svinozavr'а ругаются и мирятся,
Yeah, if it wasn't for Candid and Yurixx's flair for literature, I wouldn't have read it to the end. And in general, of course - funny, starting with the introduction of "context" and to "wink" at each other that we kind of know what we're talking about. And the "context" itself - this is some kind of bugger!!! They should at least tell us what they were smoking (or eating cactus), otherwise we are not on an equal footing. I'm not surprised that they do not understand each other and argue, but fortunately they make peace. And that is the main thing!
.
.
.In the other one, Neutronych
had something grandiose in mind...It's a really interesting topic, it's a pity that this problem (a sort of global happiness problem :o), most likely, has no universal solution :o(
grasn писал(а) >> А это действительно интересная тема, жаль, что у поставленной задачи (этакая задача глобального счастья :о), скорее всего, нет универсального решения :о(
Well, not really... Rather, there is not always an analytical solution, but in many applied problems (those we often encounter in real trading) there is a solution. And in general, Sergei, it seems that we sometimes lack common sense optimism :-)
Of course, grasn, I've made up my own mind. Yes, much of what you say is close to me myself - with some reservations.
For example, I don't have such a categorical opinion about Fib as you do.
ни какие фиксированные уровни никогда "работать" не будут, даже эти великие числа
You just don't have to apply them head-on, like "an impulse wave always corrects for 32 or 68 per cent", but use them wisely. I'm not saying that only fixed ones should be used. There are much more sensible approaches, the futility of which is not at all obvious.
And in general Neutronych was right to say about common sense optimism. It has to be balanced with common sense scepticism.
Ну конечно, grasn, я же сам и нафантазировал. Да, многое, что ты говоришь, мне и самому близко - с некоторыми оговорками.
Вот, скажем, насчет Фиб у меня еще нет такого категоричного мнения, как у тебя.
Просто их надо не в лоб применять, типа "импульсная волна всегда корректируется на 32 или 68 процентов", а с умом. Я и не говорю, что надо пользовать только фиксированные. Есть гораздо более разумные подходы, бесперспективность которых совсем неочевидна.
Well, yes, of course, it's all about the forehead, not the forehead. I see. :о) Exchanging opinions is what a forum is all about. To put it briefly once again, it does not work in any way, whether it's clever or stupid. It does not work for one simple reason - there is no reason for it to work. (addendum - There is no "physics of communication".)
There are far more sensible approaches, the futility of which is not at all obvious.
Of course there is! As Neutronych says your inquisitive mind (that's his word) will always be looking for them - always. But it will never be known, at least with a substantial degree of certainty, when "it" will start or stop working, but it is absolutely guaranteed that it will not work forever. You may as well put a protractor on an elephant's butt and sometimes win, but Fibo (as an example) and the market are not related in any way - absolutely not. If only + INTUITION, but it is a totally different topic and has nothing to do with MTS.
And this creative search will have nothing to do with the essence of the process, it simply lies in another field - that of human psychology. You will always be looking, and more importantly, finding promising directions, just like me, just like Neutronych.
Yes, because:
And in general, Neutronych was right to say about sensible optimism. It necessarily has to be balanced with sensible scepticism.
Neutronych had said correctly, but being in a bad mood, he didn't notice that he was surrounded by optimists, otherwise there's nothing to do here :o)
Да, если бы не дюжий литературный талант Candid и Yurixx не дочитал бы до конца.
[...]
А сам "контекст", - это же пипец какой то!!! Хоть бы сказали, что они там курили (или кактус ели), а то не в равных условиях находимся.
Yes, it's a talent, first and foremost the ability to attract and retain attention.
At school I got barely a C in literature, I hated it (we studied at a time when any work was seen in terms of class interest - or, if you like, er... context). But when I finished it, I took an interest in it and even went further - into philosophy, say. And then it all converted into an unexpectedly discovered and previously dormant epistolary ability. So I also understand what it is - a literary talent.
Not only the mentioned couple was eating cactus and smoking in mass quantities but also the topikstarter. That's his favourite phrase. There are, of course, a few other characters who are not as sophisticated in the consumption of these exquisite foods, including myself. But still, it's a good one, despite the pale name.
Да, талантище еще тот - в первую очередь умение привлекать и удерживать внимание.
В школе у меня была еле натянутая троечка по литературе, я ее просто ненавидел (учились-то мы в то время, когда любое произведение рассматривалось с точки зрения классового интереса - или, если угодно, эээ... контекста). Но когда ее закончил, интерес к ней проявился и даже пошел дальше - к философии, скажем. А потом все это конвертировалось в неожиданно обнаруженные и ранее спавшие эпистолярные способности. Так что я тоже понимаю, что это такое - литературный талант.
В массовых количествах ела кактусы и курила не только упомянутая парочка, но и топикстартер. Это ж его любимое словечко. Есть, конечно, еще несколько персонажей, которые не настолько умудрены в потреблении этих изысканных продуктов, в том числе и я сам. Но все же веточка получилась что надо, несмотря на бледненькое такое название.
:о)
It's a pity there isn't much useful information, or rather very little. But that's normal, there is not much useful information in the world at all :o)
On a par with the term "market context",
Context (from Latin contextus - "connection", "connection") is a complete passage of written or spoken speech(text), the general meaning of which allows you to clarify the meaning of individual words, sentences, etc. included in it. It is the conditions of a particular use of a language unit in speech (written or spoken), its linguistic environment, the situation of speech communication.
To speak with context means not to repeat in one's speech what has just been said, to use the concepts of the current level of abstraction and semantic field in the conversation. To lose context in a conversation is to stop understanding what the interlocutor is relying on or to interpret it in a different sense than what the implied context should have been.
In a broader sense, context is the environment in which the object exists (e.g. 'in the context of nineteenth-century aesthetics, Turner's work was groundbreaking').
(a market is not an object but an environment, it makes no sense to use the term "context" to describe it).
I propose to introduce "market climax",
Climax (from the Greek κλῖμαξ, 'extension ladder') is a figure of speech consisting in such an arrangement of parts of a statement relating to the same subject that each successive part is more intense, more expressive, or more impressive than the preceding. The Latin term gradation is more commonly used.
but what the hell difference does it make if we're having such a discussion? :о)