"The 'perfect' trading system - page 60

 
Reshetov >> :

Yes.


This is because the price in the market is determined by bids, i.e. limiters. Bidders can move the price by placing and (or) changing the price of limit bids and still not make a single trade. The Offer and Bid will move without any trades.


In this case, only supply and demand (i.e. wants) change, but nothing tangible actually happens (i.e. there is no market exchange of one tangible for another).


Is there a place to find out more about this?

 
granit77 >> :

>> >>...

- Moisha! You've been taking out the rubbish for almost two hours! I can't believe this!
- Sarah, calm down! I sold it!

 
registred >> :


Can I find out more about this somewhere?


Exchange orders


EXCHANGE MANIPULATION ALGORITHMS

 

Thank you!

 
VictorArt писал(а) >>

Have we only spoken to you in this thread or elsewhere?

About being insensitive to what the other person is saying - I agree. Why should I agree with something I don't agree with?

If you want adequacy, buy yourself a "nodding head" netsuke and communicate with it - it will agree with you all the time :)

Other than that, if you don't agree with my theory, prove me wrong. Why stoop to direct insults against me?

We've only communicated with you in this thread. And only about your system. And as long as you stayed within that framework, I have not even offered any criticism about it, although I had something to say. But when you start judging something you know little about and using it to prove yourself right, it is too much. Stay within your competence and you won't have a problem. All the more refrain from giving advice to others.

About direct insults - that's your morbid fantasy. If you are referring to your "not quite inadequate response", here is an example. In the cited quote you devoted the last three lines entirely to the question of agree/disagree. You have managed to reduce susceptibility, adequacy and fallacy to this simple dichotomy. Is that adequate in your view ?

As for your OTT, it is neither general nor theoretical. And has very indirect relevance to the trade. You can prove fallacy when there is a formal assertion (if you understand what that means of course). Your OTT contains no formal assertion at all. It is an advisory phrase: "In order to profit, one should..." Therefore I cannot prove it wrong, just as you cannot prove it true. Science is not in the business of wishful thinking.

And if you also look into the second half of the sentence in which the OTT fits - ". one should trade one's own function in sync with the market" - then the picture becomes even brighter. Here are your "definitions" of own function (SF) and synchronisation (page 24 of this thread and beyond):

VictorArt wrote >>

NF can be anything. The better it will allow itself to be synchronised - the more accurate the synchronisation will be - everything is connected.

The synchronisation algorithm can also be anything - for sure, apart from stop-voice synchronisation, you can come up with something else.

VictorArt wrote(a) >>

We have SF - a sine wave. The phd synchronizes the SF.

In our case, the SF is of unknown shape in advance, so the SF synchronizes the SF in such a way that the SF does not move too far away from the SF.

In the simplest case, it is enough to trigger a stop loss - change the direction and the NF will be "inside" the FR again for a while.

...

If you read carefully, you should immediately understand that during the flat, the synchronization costs are higher than during the trend.

VictorArt wrote >>

The MTS Designer is not a platform for theanalysis.

You cannot select any SF - there are options inside, which are automatically selected.

Restricting the user'sfreedom is a kind of foolproof protection.

In short, any NF can be any, but we use only sinusoidal, no other NF can be chosen in MTS Designer - foolproof (i.e. only fools use other NF :-)

The timing algorithm can also be anything, but we only use stop loss triggering, although "surely something else can be thought of".

Do you really think it can be called a theory and used in trading ? That's a rhetorical question though - you really think so. But that is your right, which no one is challenging. Don't push this childish babble as some kind of scientific achievement. It has nothing to do with science. Nor does it have anything to do with commerce.

 
Reshetov >> :

Yes.


This is because the price in the market is determined by bids, i.e. limiters. Bidders can move the price by placing and (or) changing the price of limit bids and still not make a single trade. Offer and Bid will move without any trade.


In this case, only supply and demand (i.e. wants) change, but nothing material actually happens (i.e. there is no market exchange of some tangible goods for others).

You would also say that the price is determined by what you think about it somewhere :)

We are talking about the price of transactions that actually took place. No trades (no impact, no one bought anything and no one sold anything - not a single order in the cup has been executed) - no price movement.

 
VictorArt >> :



.....masochism can involve behaviour that provokes a negative reaction towards a person, which is a kind of desirable 'punishment' for the masochist.

 
Yurixx >>:Алгоритм синхронизации тоже может быть любой, но мы используем только срабатывание стоп-лосса, хотя "наверняка можно ещё что-нибудь придумать."

Вы что, действительно полагаете, что это можно назвать теорией и этим можно воспользоваться в торговле ? Впрочем, это вопрос риторический - вы действительно так думаете. Но это ваше право, которое никто не оспаривает. Не нужно только навязывать этот детский лепет в качестве некоего научного достижения. К науке это никакого отношения не имеет. К торговле тоже.

Try to formalise more :)

Formalising theories for financial markets is not a matter of one day or one year.

Since the founding of the first stock exchange, a lot of people still have not come up with any universal algorithm for making profits.

There is no science of the stock exchange.

And you are expecting a complete formalisation of what the SF and possible synchronisation algorithms might be :) How do I know what options are possible?

I know that there can be many variants and there is no way to formally exclude non-working ones yet, that's why I write "any".

The problem is - wait another 100 years - during this time some more formalized description of OTT will appear :)

In the meantime, what we have is what we have.

 
VictorArt >> :

You would also say that the price is determined by what you think about it somewhere :)

We are talking about the price of trades that actually happened. No trades (no one bought anything and no one sold anything - not a single order in the tumblr was executed) - no price movement.


Once again, for the very gifted: the price in the market is determined by supply and demand (intentions to buy or sell at some price), not by actual transactions. The real deal can simply not overlap the volume of the bid, and then the price will not move, although the real deal was done, because the uncovered part of the bid remains in the cup (or part of several bids from different market participants). In order to shift Offer or Bid to another nearest bid, the volume of the current bid (or several bids) must be fully covered by the counter market transaction.

 
VictorArt писал(а) >>

No science of the exchange still exists.

And you are expecting a complete formalisation of what NFs and possible synchronisation algorithms might be :) How do I know what options are possible?

In that case don't call what you've come up with a theory, much less a general one. Just say so directly - there is a certain recommendation, and how you can apply it - that's your problem.

And, by the way, I wasn't writing about "full formalisation", but about no formal statement at all. That's why your approach goes no further than the word "any".

VictorArt wrote >>

Try formalising more :)

By the way, that's what I do.
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