What makes an unsteady graph unsteady or why oil is oil? - page 12

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Urain >>:

Советник не знает а вот тестер знает, а советник просто эксплуатирует это тестерное знание.

Советник просто ловит направление прорывного бара, те если скорость (величина тика) больше пороговой то включаеться система ловящая прорыв, получаеться раз бар будет большим(а тестр об этом знает зарание) то сначало идёт мощьный удар против движения тут включаеться ловушка и благополучно ловит профит на обратном движении, вот и вся арихметика, вот только в реале это не работает(много ложных прорывов).

How do you check this in the tester? It generates its own ticks. What's the point in fooling yourself?
 
In order to find a pattern in a non-stationary process, you need to attach something that is known to be stationary to the process as a gauge (indicator, ruler, caliper).
 
lea писал(а) >>

And I asked for an example of stationarity in markets.

Maybe in some areas, but all financial EMs are non-stationary by definition and there is no pre-requisite for them to be stationary.
 
lea >>:

А я просил пример стационарности на рынках.


Лондон открывается в 11.00 по МСК

 
gorby777 писал(а) >>

And how will you make money with it?

ps and the sun rises in the east)))

 
You shouldn't be sarcastic. That (and similar) is exactly what you make money on. Me, of course.
NTH >>:

И как же Вы при помощи этого заработаете?

ps а солнышко на востоке встает.)))

 
gorby777 писал(а) >>
You should not be so sarcastic. It is on this (and similar) that one can make money. >> Me, of course.

Well then, here are some more examples:

1) Three (1-2-3, A-B-C)

2) Ordering (at least three)

3) Active time (here adjusted for large trend inputs in Asia)

4) If you don't have insider information, the unpredictability(exact) of the private result.

>> Good luck!

 
Mathemat >>:
Цена минус мувинг - вполне себе mean reverting. За стационарность говорить не буду.
It is perfect mean reverting because coefficient a is 0, i.e. white noise, but it is I(1), while we need I(0). It is not necessary for coefficient a to be equal to zero, but it must be less than 1, but it will affect the speed of mean reverting.
 
gorby777 писал(а) >>
In order to find a pattern in a non-stationary process, you need a gauge (indicator, ruler, caliper) and apply it to something that is known to be stationary.
Will this stationary process have anything to do with non-stationary process? I wrote above that in the BP wavelet transform, each successive column of the matrix is increasingly "stationary". Some of the matrix columns (maybe already stationary) are the origin of a new trend and it is not important whether the future BP is stationary or not, what is important is that we have sat in the trend and can identify its end.
 

"Why are traders losing money?"

Use stationary approaches to deal with an unsteady schedule. Eureka?)))

Who thinks what?

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