Put in a good word about the occasional wanderer... - page 17
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What does all this have to do with trade? Academic reasoning, that's all.
Every FI has its own peculiarities. What is the difference between EURUSD and GBPUSD?
Which of the available FIs have the most predictable features?
How do the trading conditions affect the profitability of each FI?
Obviously, an FI is not a SB. And the better trading conditions (better prices) for the same FI, the more stable the patterns are.
What is the reason there is no comparative analysis of different FIs?
Take EURUSD and GBPJPY, do they have the same characteristics?
And the dependence on seasonality and time of day?
There are a lot of individual patterns that can be found in real FI. What does SB have to do with it anyway? And if we create synthetics as well, the field of uncertainty becomes immense.
proof that equity is the sum of the increments of a traded instrument from entry to exit? :)
Bought at point A at 100, sold at point B at 120. Equity is the change in price from point A to B. By convention, it is a SB (part of any SB is also a SB).
No it isn't :)
I'm saying that I haven't seen any evidence (or reference) here that you can't build a non-losing strategy on a random walk of a certain kind (for example, oscillating with a guaranteed return ;).
The following (if I understand correctly) caveats must be observed - the proof must not rely on the random input hypothesis and it is also assumed that SL<TP(dynamic - i.e. trawl).
Somewhere like this.
No :)
I'm saying that I haven't seen a single proof (or reference) here that you can't build a non-win strategy on a random walk of a certain kind (for example, oscillating with a guaranteed return ;).
The following (if I understand correctly) caveats must be observed - the proof must not rely on the random input hypothesis and it is also assumed that SL<TP(dynamic - i.e. trawl).
Somewhere like this.
so of course there will be no such proof, because you can get a stat. advantage on such sbs)) You can't on a symmetrical
Each FI has its own characteristics. What is the difference between EURUSD and GBPUSD?
What does all this have to do with trade? Academic reasoning, that's all.
so of course there will be no such proof, because you can get a stat. advantage on such sbs)) You can't on a symmetrical one.
That's what I'm talking about!
;)))
And the Rogozin article pinned here got me thinking.
That's for sure. You don't have to be a maths professor to see the obvious differences between FI. And modern scientific models do not see these differences. Hence the question: do we need such models?
Well, let's discuss them. For example? ;)
I'm saying that I haven't seen any evidence (or reference) here that you can't build a no-win strategy on a certain kind of random walk (for example, oscillating with a guaranteed return ;).
Well, let's discuss them. Like what? ;)
One thing you should realise is that what you know, everyone knows. When you want to make a trade on the oscillating SB channels, your counterparties will demand an additional premium, for selling an asset with positive MO. This premium will fully compensate for this very MO. If you know it is a channel and others do not, it means only one thing that you are using a deterministic component that the other participants have not identified and for which they have not yet had time to demand a premium.
buy before the masses start buying on the market, sell before the masses start selling. This is for any kind of speculation - you need to know what others will do - this will be the determinant component. I.e. it's a matter of timing, not knowing what others don't know. With the exception of the insider