Formalising common approaches to trading - page 4

 
HideYourRichess:
I can't speak for the author, and I can add for myself - the point is that it is impossible to solve such a system precisely. But for practical purposes you don't need it either, an approximate solution will suffice. With a certain level of controllable errors.

This system cannot be solved even approximately, since the input parameters of the function (LS LB MS MB) that forms the price are unknown and the function of the filter that distorts the price is unknown, then any figure will be the root of the system, what does it matter anyway since nothing is known.

Here's the formula:

Filtr(func_lslbmsmd(t))=Price(t);

The func_lslbmsmd(t) is written in this way, because it is unknown how LS LB MS MB influences price formation, and the values of LS LB MS MB themselves from t are also unknown.

Only the values of Price(t) are known.

Solve this approximation.

Of course, we can give time as input to LS and price as output, but it is a completely different story and there is no smell of a model here.

 

That's right. But what to do with it?

Probably have to do all the paperwork, submit it and wait for the grant?

===

A grant to work with plywood. Or Coptic letters. It's a bargain. You can live on it for a while.

But!

It has nothing to do with trading.

You want to want it, that's yours.

If you want to make money, look for something else.

===

Anyway, I don't know who's getting off on what. Non-counterfeit. - from money, nectr. - like this, ...

But that's the last thing that can be applied to trading. Good luck, onanoteorists - may the money you spend on the internet bring you an orgasm.

 
Avals:
This thread was created to systematise approaches to trading. I'll post my thoughts on it to start with so I don't forget :)

I think that 95-99% of users of DTs don't understand half of the terms.

By the way, I don't really like/understand the terminology "liquidity to buy", for example. Why is it separated from buyer's market. Only by the type of market entry?

 

By the way, what do you think of this approach: you need to separately consider the order volumes of intraday traders, mid-term traders and investors.

I think it is an excellent model. And most importantly even more accurate than the top. If you have information on such volumes you can probably make a fortune, but the problem is there is no such information.

The model is a good one, but it is not a good one, it is not a good one.

 
Urain:
This system cannot be solved even approximately, since the input parameters of the function (LS LB MS MB) that forms the price are unknown and the function of the filter that distorts the price is unknown, then any figure will be the root of the system, what does it matter anyway because nothing is known.
I can only shrug my shoulders, someone has it solved, someone needs more accurate data. One of the book characters said a wonderful thing - the market gives everyone what he really needs. If a person really needs to solve an exact equation, the market will give him the problem. And if a person needs to solve an equation for making money, the market will give him the opportunity to do so. It all depends on the goal setting.
 
Urain:

By the way, what do you think of this approach: you need to separately consider the order volumes of intraday traders, mid-term traders and investors.

I think it is an excellent model. And most importantly even more accurate than the top. If you have information on such volumes you can probably make a fortune, but the problem is there is no such information.

The model is a good one, but it is not a good one, it is not a good one.

The world is not made up of physics or chemistry formulas, for example. In a sense, all these formulas are just like guessing in thick clouds. This needs to be understood.
 
HideYourRichess:
The world is not made up of formulas from a physics textbook, or chemistry, for example. In a sense, all these formulas are just like guessing in thick clouds. This needs to be understood.

I understand that, but the author of this thread has set his sights on a universal formula for the market, so let's at least help him by bombarding his illusions.

Well, or on your part proving him right, and it can be implemented.

 
Urain:

I understand that, but the author of the topic has set his sights on a universal formula for the market, so let's help him at least by bombing his illusions.

Or from your side prove that he is right, and it can be implemented.

Better to take from these illusions, something important and valuable for your own illusions. Actually, it's a "thinking" task. Another approach, rather than the so popular on this forum method of "trying out indicators". Behind any system of earning there must be a sensible hypothesis that is time after time confirmed by the market. That's it, there is no other way.
 
Urain:

I understand that, but the author of the topic has set his sights on a universal formula for the market, so let's help him at least by bombing his illusions.

Or from your side prove that he is right, and it can be implemented.


Reread the title of the thread. No one, no one was promised a grail code.
 
Mischek:

Reread the title of this thread. No one, no one has promised a grail code to anyone.

I haven't forgotten all the letters, formalization is formalization, if you add three more apples to two apples, then technically it is 2+3.

Formalization is the writing of the formula. And the grail is what to do with this formula. But the formula must be viable, and not taken from the ground.

Reason: