Probability assessment is purely mathematical - page 17

 
Neveteran:


A look under the price .....

That's a good point. And well put. In short, the Vita is fucked.
 
alsu:

There you go, it's all pretty rigorous and no "scientific fiction".

In the hope that you will prefer reading books to "exercising your fingers" in the future, I draw your attention to the primary work of Box and Jenkins and their ARPSS model. There is much there that you do not suspect. After ARPSS there have been a bunch of other models that extend its application. The whole body of models still does not cover the market.
 
tara:
Good point. And well put. In short, Vita is fucked.


It's not the Vita that hurts - it's the truth.

The history of science knows a huge number of "truth debunkers". In the Middle Ages, they were called alchemists. They all have one thing in common: to come up with a theory that has no background data for it. Neveteran, in his reasoning, believes that all traders in the world, before making a decision, fell off the wagon and pose out of the blue. Simple Cauchy distribution. We shoot the target blindfolded and before doing so we rotate the chair on which we are sitting.

Yes, forecasting the next bar is difficult, but any profitable TS makes the probability of winning higher than losing, i.e. such a TS makes a correct forecast and does not guess.

For some reason you don't respond, as it seems to me, to posts that are inconvenient to you. Above I was interested in what will happen to your trading system and what is the probability if the price moves indefinitely in the corridor you specified.

 
faa1947:


It's not Vita who is offended - it's the truth.

The history of science knows a huge number of "truth debunkers". In the Middle Ages, they were called alchemists. They all have one thing in common: to come up with a theory that has no background data for it. Neveteran, in his reasoning, believes that all traders in the world, before making a decision, fell off the wagon and pose out of the blue. Simple Cauchy distribution. We shoot the target blindfolded and before doing so we rotate the chair on which we are sitting.

Yes, forecasting the next bar is difficult, but any profitable TS makes the probability of winning higher than losing, i.e. such a TS makes a correct forecast and does not guess.

For some reason you don't respond, as it seems to me, to posts that are inconvenient to you. Above I was interested in what will happen to your trading system and what is the probability if the price moves indefinitely in the corridor you specified.


The truth, have you got it? Yo ma yo .............

Let's find out what is the truth, is it the same for all of us? Or are there alternative, correct representations of chaotic processes somewhere? By the way, this is my truth - chaos begets chaos! And those who assign patterns to it, see the causes of the situation in the actions of others and as a conclusion calculate the consequence, making a decision to buy or sell, from this data. There is none other than a seeker of truth - a person who participates in a fascinating and infinitely interesting process - optimization of "systemic" actions for "profit". But those deductions or complicated calculations (indices, oscillators, muwings, nets, waves, ...) you made from historical data! And now tell me, what is the connection between what was and what will be? Assuming your answer, - well something will happen again somewhere... And that's what you're betting on, but you're not acting on it!

Here's how your truth looks like: The calculated probability of repetition of a trend that I have defined (which I am paying attention to now) has a coefficient of 0.51, because I take market memory as a factor working in my favor.

But where did this trend come from? Who told you about it, who taught you to do so? The answer is - the one who invented it. And it is quite normal, if something is beyond my understanding, it is easier to think something out, stick a label on it and call it a flat or a head with shoulders or the sixth bar after the fourth figure of the second morning star, ............ Funny to you? It makes me sad.

Is it a profitable TS? Please, name it and describe in one phrase its advantage compared to the non-profitable TS .............. And as far as I understand it works with profit on all known movements (flat, moderate volatility, hypervolatility and no-flat) or does it go down somewhere?

... Above I was wondering what would happen to your trading system and what is the probability if the price moves indefinitely in the corridor you specified...

... My TS will exit the market with a sagging basket when the specified balance (negative) deviation is reached.

Thank you for your question.

 
Neveteran:


Truth, have you lost? Yo ma Yo .............

Let's get to the bottom of what truth you're talking about, is it one for all of us? Or somewhere there are alternative, correct representations of chaotic processes? By the way, this is my truth - chaos begets chaos! And those who assign patterns to it, see the causes of the situation in the actions of others and as a conclusion calculate the consequence, making a decision to buy or sell, from this data. There is none other than a seeker of truth - a person who participates in a fascinating and infinitely interesting process - optimization of "systemic" actions for "profit". But those deductions or complicated calculations (indices, oscillators, muwings, nets, waves, ...) you made from historical data! And now tell me please, what is the connection between what was and what will be? Assuming your answer, - well something will happen again somewhere... And that's what you're betting on, but you're not acting on it!

Here's how your truth looks like: The calculated probability of repetition of a trend that I have defined (which I am paying attention to now) has a coefficient of 0.51, because I take market memory as a factor working in my favor.

But where did this trend come from? Who told you about it, who taught you to do so? The answer is - the one who invented it. And it is quite normal, if something is beyond my understanding, it is easier to think something out, stick a label on it and call it a flat or a head with shoulders or the sixth bar after the fourth figure of the second morning star, ............ Funny to you? It makes me sad.

Is it a profitable TS? Please, name it and describe in one phrase its advantage compared to the non-profitable TS .............. As far as I understand it works with profit on all known movements (flat, moderate volatility, hypervolatility and no-flat) or does it go down somewhere?


" ... She gets half a dozen of glasses;
She twirls them this way and that way:
She puts them on her face or puts them on her tail;
She smells them or licks them;
Glasses have no effect.
"Phew, what a mess!" she says: "and that fool,
Who listens to the people of all the lies:
All about Glasses only told me;
And there's no use in them... ".

I.A. Krylov

 
Neveteran:

... Above I was wondering what would happen to your trading system and what is the probability if price moves indefinitely in the corridor you mentioned....

... My TS will exit the market with a sagging basket when the specified balance (negative) deviation is reached.

Thanks for the question.

Oopsy-daisy. Gotcha! :)

Why is it so short-sighted? If the price starts and continues to move in a corridor indefinitely, isn't this phenomenon (movement in the corridor) a pattern?

While your TS "will exit the market with a weakened basket at a given balance (negative deviation)", involuntarily holding up hands to the sky, mine, for example, "sees through" this situation and begins to trade in a flat (how I hate these words - flat, trend. I hate it because I myself cannot distinguish one from the other in time, but the TS can, and that's why it is needed, the TS which uses patterns).

PS Probably should use the term MTS or PBX here.

 
joo:

BOTH: Whoopsy-daisy. Gotcha! :)

Why so short-sighted? If price starts and continues to move in a corridor indefinitely, isn't this phenomenon (movement in the corridor) a pattern?

While your TS "will exit the market with a weakened basket at a given balance (negative deviation)", I, for example, unceremoniously raise my hands to the sky, and starts trading in a flat mode (I hate these words - flat, trend. I hate it, because I myself can not distinguish one from the other in time, but the TS can, and that's why it's needed, the TS, which uses patterns).

PS Probably should use the term MTS or PBX here.


...mine, for example, gets wind of the situation and starts trading in a flat...

...because I cannot tell one from the other in time, but the TS can...

Let me ask you how you can determine the exact boundaries (I hate this terminology too) of the flat, the beginning and the end of swing, the end of no-bounce.

Like, it's over and the flat began, and you don't know, and you don't know. I mean - do they dump tomorrow's quote on the X-wave or ......... or something?

You (sorry your TS), just tend to take what has not yet happened as available historical statistics for you live from it ! In speculation and dismal forecasting of what will happen, in an incomprehensible way switching the TS at the moment of the onset of the flat ............

Bravo!

p.s.who's catching who there?

 
Mischek:

" ... She's got half a dozen glasses for herself;
Spins her glasses this way and that:


She also has a cigar sticking out ............

Flubbing and nattering ........... 4580 times, ...

looking forward to continuing ........

 
Neveteran:


p.s.who's catching who there?

No one is catching anyone.

You are contradicting yourself. It shows that you have no consistent theory about the market. Whatever that theory may be - Random Market Theory (with brainless amoebas trading on it), or Non-Random Market Theory (with intelligent beings trading on it), but if there is no theory, there will be no MTS capable of trading at a profit.

Good luck!

 
Neveteran:

Now tell me, please, what is the connection between what was and what is to come?


I look at any chart in the financial market, in the economy in general, and I see a directional movement of the quotient - it is always directional: up, down, sideways. This is my raw data, an axiom that I do not dispute, and everyone is with me, except you. What is your baseline? We know nothing, as you point out - there are no statistics. We landed on an unknown planet and calculate the probability: we will or will not return. Even fables do not reach you.
Reason: