To follow up - page 41
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1 января в 5:21 утра постить на такие темы ... Точно интоксикация. :-)
Фазовое пространство - физический термин с ясно определенным смыслом. Относится к средствам описания систем любой природы. Если вас напугал этот термин, то это ничего, со временем пройдет. Сложности в нем никакой. Это всего лишь пространство параметров, совокупность которых необходима и достаточна для описания поведения системы.
Дорожная карта - это была всего лишь иллюстрация для вас, чтобы облегчить восприятие термина. Природу люблю, соответственно люблю и ботаников, никакого снобизма по отношению к ним не испытываю, сам во многих областях ботаник.
Один параметр уже назван топикстартером. Это ликвидность. Возможно объем - это как раз ее количественное выражение. Нужно спросить об этом Петра. А может для ликвидности есть другое средство измерения ?
Могу подбросить еще один - волатильность. Как видите, никаких измышлений. Волатильность давно и устойчиво используется для описания состояния рынка. Вопрос в чем ее измерять тоже имеет свой ответ - дисперсия или ско. Но думаю, что для волатильности это далеко не единственный вариант. Надо бы подумать и о других.
Теперь ваша очередь. :-)
Если каждый из присутствующих назовет хотя бы по одному знАчимому параметру, то наберется немало. А может и достаточно.
Time to "reboot" from here ;)
And the snobbery is there... :(
We both got into it independently of each other some time ago. Now I tell everyone to go the other way and you prove to everyone that it was the right way.
It's the real prescriptions that interest me.
First of all, it wasn't, it is.
Secondly, just because I like coffee doesn't mean I'm wrong. The point is simply that there are many ways to go the other way. Including without abandoning what has already been worked on. You can change the definition of the problem, you can use other tools, methods, interpretations, you can change the way you look at the result and what seems to be useless will become a source of information. In short, there are many variants, but you can't decide which one to choose without a lot of coffee grounds.
Thirdly, I still do not claim that this is the right path. I will be able to say so only when my TS begins to produce a stable income. And not in any way, but developed this very way. So do not attribute to me redundant, I practically in every post make reservations, that what I suggest is not the only and unknown is the true way.
And for real prescriptions you need a real parametrization of the FP. And a couple of other aspects.
And the snobbery is there... :(
:-)
If it's highlighted, what's Peter got to do with it? :-))
If even "yes", it's not where it's highlighted, it's here: "will pass with time" and "it's nothing".
"If you're frightened" - by no means. It's just that everyone judges others by themselves. And I personally am intimidated by unfamiliar terms. :-(
Yurixx писал(а) >>
And for real prescriptions, you need real FP parametrization. And a couple of other aspects.
Let's discuss volatility ;)
If we measure variance under the assumption of stationarity of the mean - deadlock. (Kolmogorov branch).
Let's maybe look at it from an "immature" Keynesian perspective - there is a trend in the mean that we don't know...
Is it possible to measure the second point?
Michurinians don't give up...
What pages they pile up!
But they have gone no further than proving the "possibility" of using FP and "scaring away" the newcomers.
That's instructive.
I recommend the link.
Michurinians don't give up...
What pages they pile up!
But they have gone no further than proving the "possibility" of using FP and "scaring away" the newcomers.
That's instructive.
I recommend the link.
Where to go further? Everything has already been said and even suggested several methodologies. We should take, for example, specific entry/exit patterns and check different ways to identify the context. We can do it by using a zone or by any other means. Draw some conclusions, continue research. I.e. practice already. Which is what the topic starter was going to do, and this is his thread.
Z.U. The link does not work.
З.Ы. Ссылка не работает.
That's right. I stopped. Interesting author.
I hope it works.
Let's discuss volatility ;)
If we measure variance under the assumption of stationarity of the mean - deadlock. (Kolmogorov branch).
Let's maybe look at it from an "immature" Keynesian perspective - there is a trend in the mean that we don't know...
Is it possible to measure the second point?
Of Keynes I only know Maynard, which one are you talking about ?
I think theorising and stochastic processes should be delayed. It would be a good idea to start by figuring out what volatility is really needed. There are a lot of options.
1. The volatility of a candle, i.e. the variance of series (High-Low). The ATR used without variance (High-Low) taken into account would be, imho, quite wrong.
2. Volatility returns. For example as Close[i]-Close[i+1] or Open[i]-Open[i+1].
3. Volatility of the zigzag. If you don't tie it to a bar, then it is also a good value as a process characteristic. You can measure dispersion of zigzags segments or you can use the shepherd's H-volatility. Also an option.
4. The channel width of a linear regression can also be used as volatility. In this case it (width) is defined by a confidence interval, and it is defined by the trader as a measure of risk. It is also quite convenient in general. The width itself turns out to be related to the channel dispersion via the coefficient of direct proportionality.
Isn't it too much? I think that's not all.
And what follows from it? IMHO, that it is possible to choose some volatility, but the validity of this choice is questionable. If each parameter is chosen individually, they are unlikely to form a coherent process description system. Therefore, before defining the parameters it would be worth defining an approach to the market, a model to describe it with. As well as (and directly related to it) with the approach to trading, with what exactly that trade is going to use.
For example, if a trader is going to play on a bar, open a position on Open, and then on the next Open decide whether to close, roll or hold, then the 2nd variant will be the most interesting to him. And if he is going to play on the bar from the board, probably the 1st variant. And since there are as many approaches as there are traders, it is quite difficult to make something specific in a forum format. But maybe if someone would bring his own approach for discussion.
So Avals is absolutely right - there is a methodology, and specific applications, studies are a private matter for each one. That does not mean that everyone cannot bring their own questions here. Like, for example, I wanted to talk about volatility. And about other possible parameters.
Sorento, what did you expect from this thread ? Maybe, that someone "the smartest" will be giving out white elephants here?
Maynard seems to be the author of one of the versions of the tervers (he has a different axiomatics).
Here is a link to his treatise.