Obtaining a stationary BP from a price BP - page 26
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I want to be supportive. However, with reservations.
...
As we know, the biggest problem of working TS - the short-term nature of their profitability - is related, imho, to this very phenomenological nature of the TS.
You can call the same thing whatever you want: phenomenological, non-stationary, volatile, unstable, etc...
Thankfully, the Russian language is rich and mighty, which allows you to ladle out the same flubber from different angles.
I still want to understand, what is it in your case? After all, veiled pattern trading is all the same timing, or not? And it exploits the property of the SB.
What does Svinozavr write about?
??? I mean, how is it yesterday? You don't understand - it's not the price movement that is being predicted, it's the context. In the above example - the trend. When there is no trend, there is no trade. There are other models to work with. Do you understand what I mean? I'm not talking about fitting or not, I'm talking about the approach to trade.
to Svinozavr
Is the approach ripe? Welcome to the practice room: https://www.mql5.com/ru/forum/115498/page75
I assure you, it's more interesting there! Join in :o)
:о)
You can call the same thing whatever you like: phenomenology, non-stationarity, variability, instability, etc., etc.
Fortunately, the Russian language is rich and mighty, which allows us to discuss the same rubbish from different sides.
+100!
Nerd bluster. Isn't your own brains enough to realise that everything in the link you provided is rubbish?
Read on, and I quote:....
Nerdy bullshit as always in your posts. Reshetov, a smart man gave you an answer on the first page and a link. So that you could read it and think it through. And you're in your usual repertoire...
Nerd bluster as always in your posts. Reshetov, a smart person answered you on the first page and gave you a link. So that you could read it and learn a thing or two. And you're in your usual repertoire...
>> I don't believe it. Back at!!!! >> Welkom!
Here is a simple example of non-stationarity: a guy has a number of coins that are "crooked" i.e. eagle/reamer probabilities may differ from 0.5/0.5. And he can change them at will sometimes. He flips one coin 50 times with 0.6/0.4 and then takes another one with 0.3/0.7.
You can approach the problem by identifying which coin he is tossing now, but it is not certain that once you identify it, he will get bored with it and change it. Another way is to find stable features in the change of coins. For example, after any coin is struck by eagle 5 times out of 10 rolls, the person often changes it for a certain coin, for example 0.6/0.4. There may be many such dependences, from elementary to super-conventional. They are dictated by real physical processes and their interactions underlying the formation of the series.
what Svinozavr writes about.
Yes, timing is exploited in some sense. The internal time of the process we want to use. And if it is exploited successfully, then in these moments of holding the position there will be a stationary distribution with positive MO if we are still descending to "botanical" terms :)What Svinozavr is writing about is a stripped down version of this idea. I get it, but it's the SB property that's being used, don't you agree? I can call it various other terms, but it's not TA.
Hi Sergei !
How are the eyes ? How was the fishing ? :-)
What Svinozavr writes about is a neutered version of this idea. I get it, but it's the SB property that's being used, don't you agree? I could call it various other terms, but it's not TA.
I don't know, I think that's exactly what TA is. I don't understand about the use of SB properties. Do you mean SB with demolition, i.e. positive MO?