First sacred cow: "If the trend started, it will continue" - page 67

 

"not helping to understand the trend" please clarify what is meant by "understanding"?

 
Mathemat >>:

Я уточнял, о каких "трендах" говорю. Мое собственное определение "микротренда" (максимум 2-3 сотни пунктов), если кто читал, синергетическое: выстраивание движений нескольких пар относительно заданной валюты в коррелированное. Но это мое определение, я не навязываю его другим.

Вопрос ветки был просто в том, чтобы узнать, а как другие это видят. Ответов по существу было очень мало. Либо это были редукции к реальному техническому воплощению (на языке машек, стохов, регрессий и т.п.), не помогающие понять тренд, либо откровенный бред.

Найду свой пост - дам ссылку.


Imho when defining a trend no number of pips can be marked

Damn, I'm in the same place, in the definition)

Alexey, you better specify the question of the branch, the one in the title or "how others see the trend".

 
Mathemat >>:

Я уточнял, о каких "трендах" говорю. Мое собственное определение "микротренда" (максимум 2-3 сотни пунктов - для спекулянта, а не для инвестора), если кто читал, синергетическое (согласно Svinozavr'у): выстраивание движений нескольких пар относительно заданной валюты в коррелированное. Но это мое определение, я не навязываю его другим.

"Name, sister, tell me his name!" Ugh! Formula!

"Two or three hundred points" is not a definition, it's a wish. You're a Mathematician after all, not a Literalist.

 
Mathemat >>:

Вопрос ветки был просто в том, чтобы узнать, а как другие это видят.


Look at these pictures (psychiatric):



Psychiatrists and psychologists believe (and diagnose) that for a normal, rested person, these REAL drawings should stand or move very slowly. The more tired a person is, or the more disturbed their psyche is, the faster these drawings "move".

So do price series charts and the applicability of mathematical theories to the market: seeing depends on the sitting point, on the normality of the psyche, on the time of day and on fatigue.

Do you want to swim in all these visions of the participants of this forum?




Mathematician Lagrange once got mad about particular geometric "visions" and wrote "Analytic Mechanics" without a single figure, only with formulas.

He showed, so to speak, what the "scientific approach" is in action.

https://ru.wikipedia.org/wiki/%D0%90%D0%BD%D0%B0%D0%BB%D0%B8%D1%82%D0%B8%D1%87%D0%B5%D1%81%D0%BA%D0%B0%D1%8F_%D0%BC%D0%B5%D1%85%D0%B0%D0%BD%D0%B8%D0%BA%D0%B0

 
timbo писал(а) >>

Please: E[x(i)] > E[x(i-1)] for up-trend.

E(x(i)) - is it an average? if so, then you have to stipulate the length of the window at which it is taken, not just for x(i)

The trend is mathematically formalised as a SB with drift. I.e. it is sufficient to take a cumulative series with a distribution of increments MO>0. The distribution can be normal or generally, for example, discrete. A coin with probabilities eagle/thread=0.6/0.4 would give a trajectory with a trend.

But this is all true when the distribution and mo are known in advance and constant. "Trendiness" as a property of a series having memory and trend continuation can be characterized with persistence or h-volatility.

Or you can give specific definitions, which will be useful for a certain series. There are many variants.

 

FOREX generates a random process according to a dependent statistical test scheme, i.e. quotes depend on their history.

A symmetrical coin toss (dice) has no memory and generates an independent pattern of statistical tests.

 

If there is an explosion, its first few seconds won't be the end of it. Then there will be a shockwave, then radioactive fallout, then... etc. The explosion will continue.

What is an explosion? How do we reliably identify the moment the explosion starts? What are its causes? Without answers to these questions, the very maxim of the branch is meaningless.

We see the explosion itself, the mushrooming, but we also know the real cause - the uncontrolled decay of uranium (plutonium). We are not trying to explain the cause of the explosion by operating on one or two effects. From the blast wave alone, or even from a bright flash, we cannot determine 100% that the explosion was a nuclear one. It could just be the impact of a large meteorite weighing a hundred thousand tons (and only 30 meters in diameter).

But most of the responders spoke precisely in terms of directly observable effects (mashka, stocha, regression, etc.). "If the fast swing crossed the slow one from the bottom to the top, and the stochastic with such-and-such parameters ended up there, then it is a trend". "If the return has become larger than a certain value, it is most probably a trend". And so on.

I perfectly understand that we are forced to observe the market and act only as a result of analysis of the observed consequences. But we must also have a concept, on the basis of which we interpret these consequences in this way and not otherwise. A concept is an attempt at understanding.

Well, I don't know how else to explain what understanding is.
 
Avals >>:

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Вариантов много

E[x(i)] is the mathematical expectation of tomorrow's price. Without any window. That is, if the up-trend, you expect, and have good reason to expect, that tomorrow's price will be higher than today's, and the day after tomorrow's price will be higher than tomorrow's. This may not happen tomorrow or the day after tomorrow, but over a long period, on average, it will turn out that each successive day was higher than the previous day.

Yes, yes, yes, yes. Yes on all counts. Now at least one of those points on the price chart. And most importantly why do you expect even one of these options. I'll start on my own:

Stock market prices have a weak positive drift due to inflation, i.e. if you invest in stocks and wait 100 years, you're bound to get rich.

More?

 

timbo, m.o. understood in the sense of possible process realisations at a given bar - or just as an average of the price history?

 
Mathemat >>:

Если взрыв произошел, то его первыми секундами все не кончится. Потом будет ударная волна, потом радиоактивные осадки, потом... и т.п. Взрыв продолжится.

And the trend will continue. That's what a trend is. This follows from the definition of a trend - a continuation of a trend.

If nothing follows the outburst, it is not an explosion. If you are not sure if the trend will continue, it is not a trend, it is a glitch, a game of chance.

Reason: