Don't tell me then that TA doesn't work - page 15
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I am waiting for an article from our Mathematician on the dependence-independence research, it will be a starting point. In my mind I am already screwing the theses to the subject of this thread... It seems that it should be the theory that will explain the elimination of "true-fit" signals.
I think the "theoretical death of forex" is coming ...............
Or maybe I missed it already? ....
;)
Waiting [...] on dependence-independence studies [...] will be the starting point [...] will explain the sifting out of "true fitting" signals.
Wow, the men know everything now... but I'm a bit at a loss myself as to what's so special to publish...
OK, let's try to eliminate the most categorical conclusions from the thesis and see what remains. I will justify the trust you have placed in me... the mission will be accomplished despite the machinations of the evil Weissman-morganists... I serve Russia!
Don't tell me later that statistics is pseudoscience against sacred TA!
Mathemat:
OK, let's try throwing it out... .... ... serving Russia!
At ease! :)
I found this in Huberman the other day:
"I often remember Russia
Thinking of a long, long time ago.
I don't know any other country
Where it's so free and peaceful and all around."
Don't tell me later that statistics is pseudoscience against sacred TA!
Can we do it now?
;)
has built up a script that remakes the history of a given instrument in a given area into a random wander. Uses real tick volume so that the ox is similar. Half the time the sand is also on the sb, and sometimes quite impressively :)
P.S. Parameters of the script: startdate - date of gathering start (before this date at least one real bar should be available, because the start price is taken from the last bar), enddate - date, if ToLastData=true, then generation before the last bar (in this case the end date can be omitted), instrument - symbol name, on which we generate, genperiod - period, on which we generate (60 for H1), koefVola - coefficient for multiplying of tick volume (as a tick is modeled as +1/-1 increment, but in reality there are more variants)
The script has sense to run only offline, as well as to use the obtained quotes. When you turn on the Internet, the chart will be overloaded with real quotes
So why shouldn't "sand" perform well on SB? Who said that sand is not a fitting?! I was talking about the methodology of subtracting some of the fitting, but not all of it.
About SB already said that it should be some always even result in the analysis of "intersections" of TC. That's why it's the SB.
So why shouldn't "sand" perform well on SB? Who said that sand is not a fitting?! I was talking about the methodology of subtracting some of the fitting, but not all of it.
About SB already said that it should be some always even result in the analysis of "intersections" of TC. That's why it's the SB.
so how do you check/evaluate the effectiveness of "deducting" the fit?
MetaDriver:
I intuitively very much agree with alsu that no matter how the quotes are combined, their properties are unlikely to change much. Just a little bit there. :)So how do you check the effectiveness of the "deduction" fit?
It is not a question of the efficiency of the deduction. The question is again about the direct comparison of SB vs CER.
Let's be clear.
Roughly speaking, Tolstoy's War and Peace may or may not be contained in the SB.
So the conversation of SB vs CER in general does not make much sense.