Money management strategies. Martingale. - page 18

 
Mathemat >> :

That's great. Now that's something to be admired and to drink to!

P.S. Three hundred is not enough. It is better to one thousand.

Dear Mathemat.

Knowing your experience, (in relation to timeframes) I would like to ask - is the Brownian motion with different scales of estimation of discrete motion and time, self-similar?

Has anyone developed this topic in relation to forex?

;)

 
Avals >> :

we are talking about a dip in all the charts near the 0 and 50 levels. There can't be the same fluctuations on all majors and a synchronous deviation of peaks and troughs of about 10%

Yes, it is indeed interesting. But how much meaningful statistical advantage can be taken out of it is a matter of opinion.

2 Sorento: it should be self-similar. But I didn't develop it for Faure.

 
Mathemat >> :

2 Sorento: yes, it's supposed to be self-similar. But I didn't develop this theme to Fora.

Fractals and Fibos are so popular for a reason ;)

I allow myself to give readers another simple quote:

The organisation of living matter is based on the principles of stability, self-organisation and self-regulation. These principles are manifested in form formation as self-similarity. Self-similarity, we will understand as some recursive procedure that generates a connected system of objects.
A striking example of such systems are fractals, obtained as recursive geometric transformations. Many objects in living nature have a pronounced fractal structure. For example: trees, seaweed, human lungs and blood vessels, and others.

Consider the geometric analogy of self-similarity - a "dynamic" rectangle with aspect ratio equal to α. The self-similarity is expressed in that adding to the larger side of the "dynamic" rectangle ABCD (Fig. 3) a square DCFE with a side equal to this side, we obtain a rectangle ABFE similar to the original one. Similarly, if we cut off the square AMND from the "dynamic" rectangle ABCD, we obtain a rectangle MBCN similar to the "dynamic" rectangle.

It is not difficult to prove that a "dynamic" rectangle can only have a side ratio equal to α.


Fig. 3


The operation of cutting off or adding a square can be performed repeatedly, and the result will always be a rectangle with an aspect ratio equal to α. A "dynamic" rectangle is also called a "living" rectangle. Adding a "non-living" square to a "living" rectangle will result in a "living" figure again. This is an analogy of the expansion of biological life into the surrounding space.
This model contains not only self-similarity, but also asymmetry. By asymmetry we will understand not the absence of symmetry, but some breaking of it.
In a square, a symmetric figure, all sides are equal, but in a "dynamic" rectangle the sides are equal only in pairs.
According to the founder of synergetics H. Hagen, the appearance of asymmetry causes a decrease in the degree of symmetry of space, which is a necessary condition for self-organisation, which leads to the appearance of internal forces, which are the basis of self-regulation.
Thus, a 'non-living' square figure has four axes of symmetry, while a 'dynamic' rectangle has only two.

α= 1.6180339... of course.
 

It is clear that one can talk about such self-similarity for a long time and sing its dithyrambs.

I too can refer to a similar self-similarity, but α will be quite different and will not require artificial squares, as in Fib.

Have you ever wondered what the ratio of the sides of an A4 sheet equals? It turns out to be exactly the root of 2. The ancient Greeks sit in amazement at its practicality. The proof is as follows: if to combine two sheets of A4 sheet by its wide sides, you will get exactly the same proportions of sides (it will be A3). And you don't need any squares. And which proportion is "more correct" - α or the root of two?

 

From this self-organisation could perhaps follow an algorithm for identifying meaningful "pipes" on different Tframes .

And an explanation for many useful observations in forex.

 
Mathemat >> :

It is clear that one can talk about such self-similarity for a long time and sing its dithyrambs.

I too can refer to a similar self-similarity, but α will be quite different and will not require artificial squares, as in Fib.

Have you ever wondered what the ratio of the sides of an A4 sheet equals? It turns out to be exactly the root of 2. The ancient Greeks sit in amazement at its practicality. The proof is as follows: if to combine two sheets of A4 sheet by its wide sides, you will get exactly the same proportions of sides (it will be A3). And you don't need any squares. And which proportion is "truer" - α or the root of two?

I'm not going to argue about that. it's not that significant.

On the contrary, I want to emphasise a possible stat advantage in identification on all relevant TFs.

 

Incidentally, normal, more complete Fibo systems use both degrees of two and degrees of α.

 
Mathemat писал(а) >>

That's great. Now that's something to be admired and drunk to!

P.S. Three hundred is not enough. Better a thousand and on the stretch of history, which is more or less a variety of working conditions.

But in general, all depends on the profit factor (PF). If it is equal to five, then probably three hundred is enough. If it is equal to three, then one thousand is better.

Well, if the spread is not considered, then it's more than 4. But it's half that. It eats a lot. :(

 
paukas писал(а) >>

Well, if you don't count the spread, it's more like 4. It's half that. This motherfucker eats a lot. :(

Well, if you don't count the spread, it's this way.)

 
Mathemat >> :

By the way, in normal, more complete Fibo-systems both degrees of two and degrees of α are used.

And the quote about self-similarity and graphical analogies occurred to me because of your remark:

Wiener processes also like to play tricks, which can be erroneously interpreted as inertia.

I, on the other hand, do not see a quirk, but a change of scale or "expansion of the wandering field". ;)

Reason: