Probability, how do you turn it into a pattern ...? - page 29
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Это из другой оперы ......mr. Sherlock Holmes
Dmitry, how many operas do you have?
and what, is this thread just to see the reaction to the corporate website outline from different audiences???
На рендоме это не проканает. На Форексе.. - ну разве что при известном прикупе..... :-))
Intuitively I understand that. Basically it makes no difference whether we take 30 instruments x 1,000 ticks or one instrument x 30,000 ticks. In either case we can end up as far away from the initial value as we want. Tests confirm this.
Neveteran wrote >>
1) ... If you change the number of tests in it, you can calculate the cumulative value of the deviation from zero - reduce the number of tests. My method of eliminating the locking of positive results may be primitive, but it doesn't matter for the general idea, the goal is achieved, I systematically eliminate the tools from the test series)
2) ... It is possible to calculate the current cumulative deviation of the tools from their median - I calculate it as a percentage of the deviated (from the median) tools, I take into account the (+) to (-)
3) ... To get into the market at the place of the peak or failure of this deviation - the time of the first cycle, in order to achieve a given deviation. I have repeated tirelessly throughout this thread that this is the most important value, an absolutely telling value.
2) Of course, it is all the same to consider, the random fluctuations themselves or the account balance, the derivative of those fluctuations.
3) You see neveteran, if the aggregate increments are not stationary, then therefore there are no limits to the marginal deviations. Mathematics is a ruthless science:)
If someone does not want to hear and listen to him, why participate in this thread?
The author shares his work with us, gives us his stats... I think there's something to it.
And I, for one, would be interested in understanding his system.
It's a pity he doesn't talk about it in conventional terms, especially without explaining them...
кто разбирается в том, что говорит автор, похоже вот тут или может здесь что-то похожее по пикам и провалам
Links are not available (((.
This code generates 30 independent tests of 1000 coin tosses each. If you call this script enough times (say 100) and change the number of trials in it, you can calculate the cumulative deviation value from zero. From statement #4, it follows that it should stay about the same. I have not seen this in reality. The first time, when the number of trials was 10, the cumulative deviation was -454 units. The second time with 20 trials the average deviation was +1748 units, the third time with 30 trials the deviation was +204 units.
6. Assuming that the topstarter is right, it means that it is possible to calculate the current cumulative deviation of instruments from their median and thus get into the market at the point of peak or failure of this deviation, in the hope that it will return to normal.
If we take a set of SBs at any number of trials and add them together, the distribution of the resulting one will also be SB with the normal distribution. The standard deviation (distance from the origin) of the sum of X random walks after Y trials=SQRT(2*Y*X). But it doesn't have to return to zero or anywhere else. Yes, mo=0 - but that's as an average over the sum of all possible trajectories. And an individual trajectory can go as far away as you like (proportional to the square of the number of trials). There is no return on either the SB or the sum of the SBs.
But currencies are not SBs and cannot grow infinitely relative to each other. There is a recoil. Another thing is the size of the move or the time it takes to return. Therefore if the author uses a reversion, it is the time and/or size of the move during which the return occurs, as well as a new point of "zero balance" that comes to the forefront. That's why even if he doesn't use TA explicitly, he does it by taking into account time and profit/loss values of some currencies or balance (actually it's the same only for a basket of currencies). And in fact it trades a flat, closing at a certain time and/or with a certain deviation a part of positions, it actually opens a certain position against the current movement in a basket of currencies. Something similar was discussed in the bull forum. He margined easily. But it is even more difficult to understand him than the original topic-starter)))).
I can't figure out the author's state at all! It doesn't fit his logic at all!
Что то я совсем не могу понять стэйт автора! вообще с его логикой не вяжеться
that's interesting now, what's the stats?Let's start with what is known....
The author suggests to trade in cycles. The criterion for the end of the cycle is reaching a profit/loss level. In doing so, he mentioned the importance of the time factor after the end of the first cycle. How the author uses time in his calculations, I do not know. But let's reason... What is suggested?
We take some number of pairs, e.g. 10, and enter the market simultaneously with a single volume in the direction we like. (I think that some actions must be performed in order to determine the trend). We want to get a profit or loss of 100 units, for example. When the level is reached, the first cycle ends.
If we have a profit, we start from the beginning. If it is negative, we trade the second cycle. Essentially, we open a total position with equal TP and SL.
The second cycle begins, which we do not know much about, but it is enough to understand the logic of further actions.
At the end of the first cycle only 5 out of 10 pairs have profit. The author suggests to block these positions. Why? So that we could see the amount to be closed. Now we should go to breakeven on the remaining 5 pairs, i.e. the second cycle will be completed, if levels 0 and -200 are reached (this is my guess). The option of position averaging was suggested. But if we draw an analogy with the position of one instrument, we know that our risks will grow exponentially in case of a no-rebound movement.
I propose the following option. Since we do not want to fix the loss, we will also block it. Then we open positions on losing pairs in the opposite direction. With what volume? The unit volume is multiplied by the coefficient equal to the ratio of the total number of pairs to the remaining losing pairs or 10/5=2 ...
Ссылки не доступны (((
Semyon Semyonych used to be on Onyxgoogle it
http://www.google.kz/search?client=opera&rls=ru&q=%D0%A1%D0%B5%D0%BC%D1%91%D0%BD+%D0%A1%D0%B5%D0%BC%D1%91%D0%BD%D1%8B%D1%87+%D0%9E%D0%BD%D0%B8%D0%BA%D1%81&sourceid=opera&ie=utf-8&oe=utf-8