Probability, how do you turn it into a pattern ...? - page 7

 
Alex5757000 >>:

Я на минутном тенденцию не отслеживаю. Только Н1 - D1. И все работает.



I'm not even trying to track trends, I'm showing that there is a logical model of behaviour that is dismissive of the vast majority of trends. And this model is successful.

Primitive logic as the basis of a strategic approach, that's all.
 
Neveteran >>:

Действую методом исключения, исходя от балансовой ликвидности посевших позиций к текущим профитным.

Let's get to the heart of the matter. You are using terms that only you know. What is "balance sheet liquidity of sagging positions"? A formula, if possible.

 
Neveteran писал(а) >>

Just like edouard hil... >> trollolo lo-lo-lo-lo-lo-lo-lo...

 
alsu писал(а) >>

Just like edouard hil... >> trollolo lo-lo-lo-lo-lo-lo-lo...



Right
It was on the tip of my tongue... how to generalise them all a la niroba...
Mr. Trollolo (c) alsu
 
Mathemat >>:

Давайте определимся с самым главным. Вы оперируете понятиями, известными только Вам. Что такое "балансовая ликвидность просевших позиций"? Если можно - формулой.

"balance sheet liquidity of the slumped positions".

30 pairs close to a profit at the same time, 50% of them (averagely) return profit (it does not matter by how much) and the same number of losing positions (it does not matter by how much), after 3 hours we open the terminal and hedge the profit positions, we obtain a certain ratio stated as a constant positive balance versus a variable negative one. Let's relate these two values to each other and calculate a possible correction of the negative positions balance concerning their quantity and quality to a stable (locked) profit, taking into account securities possibilities. This is how I get initial parameters for calculation of further actions. Now begins the second cycle of actions in relation to this basket. 93% according to my practice, it will be the last one to achieve the planned result (the specified amount of profit).

This is only half of the logic, but I have described the beginning of the cycle in sufficient detail.

From my observations, the vast majority of market participants do not understand the fundamental concept of probability. They have to grapple with the horrors of the random process and invent various preconceptions about it.

Mathematical illiteracy, lack of understanding of the fundamentals of probability, randomness and randomness, is a fatal weakness. These basic concepts can be learned from many books.

The lively book Mathematical Illiteracy by Allen Paulos can be a great introduction to probability issues. Paulos writes as a seemingly educated man told him at a party:

"If the probability of rain on Saturday is 50 per cent and on Sunday also 50 per cent, then the probability of rain on the weekend is 100 per cent." Someone who knows so little about probability is bound to lose money in the stock market game. It is your duty to yourself to acquire a basic knowledge of the mathematical concepts involved in playing the stock market.

Ralph Vine begins his famous book Portfolio Management Formulas with an amazing paragraph: "Flip a coin in the air. Within an instant, you will observe one of nature's most amazing paradoxes: the random process. As long as the coin is in the air, there is no way to tell with certainty whether it will fall eagle up or down. Although the outcome of a series of many throws may well be predicted."

As proof of this, I will cite, in this forum, replicas of reports from my TS.

The concept of mathematical expectation is important to all without exception. It is called player's share (positive mathematical expectation) or house's share (negative mathematical expectation), depending on which side has more chances. If you and I flip a coin, neither of us will have an advantage, our chances of winning will be 50 per cent each. But if you flip a coin at a casino that keeps 10 percent of every bet, you'll only win 90 cents for every dollar you lose. The institution's share makes your mathematical expectation negative. No money management system can withstand a negative mathematical expectation indefinitely.
 

If one "deeply" understands probability as you do - based on its classical definition (which you cited in the first post), one certainly thinks illiteracy.

 
Yay! I'm mathematically literate! I read about the probability of rain once (early 2000s?). It was, I think, in Van Tharp and Brian June's book "Intraday Trading".
That's it. Now you can go to bed in peace.
 
Neveteran
Here's a simple question for you, a deeply fundamentalist understander: from what laws of nature does a coin in a series of independent trials "know" that it should fall up heads in a number of cases that is closer to 50%, the greater the number of trials?
 
alsu >>:

Если "глубоко" понимать вероятность как вы - исходя из ее классического определения (которое вы привели в первом посте), то уж точно задумаешься о безграмотности.


If you insist, I'll think about measuring the depth of the curtsy, ....:), did I get that right?
Do we know each other now? :)
 
alsu >>:
Neveteran
вот вам, глубоко фундаментальному понимальщику, простой вопрос: из каких таких законов природы монетка в серии независимых испытаний "знает", что ей следует падать вверх решкой в количестве случаев, тем более близким к 50%, чем больше число испытаний?


Coin doesn't know anything, that's the funny thing ...
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