Put in a good word about the occasional wanderer... - page 18

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C-4:
Unfortunately I don't have the appropriate matrix apparatus (I don't think anyone does) to show the differences between FI in a reasoned way. And so everything will come down to visual indefinite patterns, and what is the point of discussing pure IMHO?

OK, let's hope that hrenfx will start)). He was specifically referring to statistical patterns.
 
C-4:
One thing you understand is that what you know, everyone knows. When you want to make a trade on 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.

I apparently do not understand your definition of determinism.

As far as I'm concerned, I've said many times before about Galton's "nails" - a certain determinism is already embedded in the frame of reference and human psychology.

So having "limit buyers/sellers" only confirms the natural nature of this inherent market determinism.

Take a look at the distribution - https://c.mql4.com/forum/2012/03/IMG0016_11066828_1.PNG from page 14

Wonderful trimodal distribution of Fx...

;)

G1 - Normal

 
Avals:

buy before the market starts buying en masse, sell before they 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.

Suppose you are a seller of disposable umbrellas. If everyone knows that it's going to rain tomorrow, you won't sell anything tomorrow because people will take their umbrellas from home in advance. If you know that it is going to rain tomorrow and other people don't, they won't get their umbrellas from home tomorrow and they will have to buy disposable umbrellas from you to run to work. So the timing issue is a consequence and not the root cause.
 
C-4:

Suppose you are a seller of disposable umbrellas. If everyone knows that it's going to rain tomorrow, you won't sell anything tomorrow because people will take their umbrellas from home beforehand. If you know that it is going to rain tomorrow and other people don't, they won't get their umbrellas from home tomorrow and they will have to buy disposable umbrellas from you to run to work. So the timing issue is a consequence and not the cause.

If you are an umbrella seller in the Sahara, you have the wrong FI.

;)

 

I will not reveal the statistical patterns that I know - I trade them.

The number of characteristics for comparative analysis is limited only by the researcher's imagination. Here are just the simplest ones:

  1. The most famous - the 2H rule, dividing into "flat" and "trend" FI.
  2. The ratio of the maximum profit for a period to the maximum price range for that period.
  3. The dependence of the number of ZZ knees on their size. And the number of small knees within large knees
  4. How price improvement (e.g., reducing spreads to negative) affects the maximum profitability of the FI.
  5. How putting additional noise on the ZVR affects the maximum profitability of the FI.
  6. Completely all seasonal and time-of-day studies.

And no returns-row studies. Always just the Bid and Ask price series.

P.S. A simple example from life, they reduce my commission, and it becomes profitable to trade with completely different input parameters of the TS, because there is a benefit in catching smaller movements.

 
hrenfx:

I will not reveal the statistical patterns that I know - I trade them.

The number of characteristics for comparative analysis is limited only by the researcher's imagination. Here are just the simplest ones:

  1. The most famous - the 2H rule, dividing into "flat" and "trend" FI.
  2. The ratio of the maximum profit for a period to the maximum price range for that period.
  3. The dependence of the number of ZZ knees on their size. And the number of small knees within large knees
  4. How price improvement (e.g., reducing spreads to negative) affects the maximum profitability of the FI.
  5. How putting extra noise on the ZVR affects the maximum profitability of the FI.
  6. Completely all seasonal and time-of-day studies.

And no returns-row studies. Always only Bid and Ask price series.

1. Could you elaborate on the "2H rule", it's just the first time I've heard of it.

2. Rather refer to a measure of standardisation of instruments, volatility alignment, or something like that.

3. a very strong approach. Digging in this direction myself.

6. Seasonality is definitely a significant factor. A good direction for research.

And what is it about this row that displeases you so much? You can assemble anything you like from it, including the original cotier.

 
Shiryaev ala Shepherd?
 
C-4:

What's wrong with the return row, anyway? After all, it can be used to assemble anything, including the original quotient.

Returns-row implies discreteness and the presence of a single row of CVPs. Actually there are two rows - Bid and Ask.

Returns are also a convention. The same way we can call a series of dimensions of ZZ.

If there is no loss of information during transformation of rows, great.

But from the practical point of view, I've never encountered a use of found regularities in series Price[i] - Price[i - 1].

There is one source - Bid and Ask. I haven't encountered any justification of the necessity of transformations of these CVDs to the form of difference of series members.

 
C-4:

Imagine you are a seller of disposable umbrellas. If everyone knows that it is going to rain tomorrow, you won't sell anything tomorrow because people will take their umbrellas out of the house beforehand. If you know that it is going to rain tomorrow and other people don't, they won't get their umbrellas from home tomorrow and they will have to buy disposable umbrellas from you to run to work. So the timing issue is a consequence, not a root cause.


well that's insider and rain is the equivalent of news)) wrote that except for the insider.

 
Freud:
Shiryaev ala Shepherd?
Watched Shiryaev. Unfortunately, a theorist (unofficial quantum). Respect for academics, of course, is present, but no authority. There should only be their own research with a practical guide.
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