Dependency statistics in quotes (information theory, correlation and other feature selection methods) - page 55
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Had a look at the article the topicstarter is referring to.
I can't help thinking it's just a numbers game. The article states a trivial idea - the increments in the quotient are dependent.
They are not just dependent, they are extremely dependent! The econometric platitude about Pearson autocorrelation on the first few bars has long been known to me. But it is of no use to me.
It's actually almost the same as what I was doing. Only in a different language.
If someone is confused by the language of TI - ok, you can use the language of statistics. Chi-square, for fuck's sake!
The calculation of the dependency is done by some formula, with no justification that it can be applied. The most important rule of statistics is violated: any result must have a meaningful interpretation. And what is it here?
The interpretation is there. Read the Wiki:
Yeah, perpetual motion. Hand out this system to all market participants and there will be communism :)
The hell it will. I didn't start breaking even until a year and a half after I read it.
you recently claimed that Vadimych's TA and patterns are the only ones that work 100% in the market. How did you verify this?
Directional movement is always there. The dimensions are different.
of course there is directional movement towards the entrance))
Not a gentleman, that's for sure.)
Gentlemen are the first to be *butchered* in the market)))
TAdv - Adverse Tactics presented by multipoints. The screenshots were posted here by one of the authors.
Vadimcha's channels and swings are models published online by a user called Vadimcha. I won't give any links, google the nickname, you'll find them. I searched for them myself three years ago.
Screenshots with models I posted just above.
My interest is in formalization of these patterns for automation.
This is what I would like to formalize. The screenshot shows the sequence of two black pulses. The task is to calculate the length of the third red pulse and the moment of arrival to the endpoint using THI methods.
No problem to calculate something. There is a craftsman on the site a lot of indicators: you set the number of steps forward and the forecast is calculated. If you have your drawing in analytical form, then any whim for your money.
The problem is different as the mentioned craftsman: what will be the error of such a calculation? And the more difficult question: can the calculated error be trusted? If these two questions cannot be answered, then they are just pretty pictures and the question of using them is a matter of faith.
I'd like that too. But first I would like to learn how to predict at least one bar.
Then you can get down to a few: memory is extremely long-term, with thick tails; it doesn't matter which bar to predict, zero or minus fifty.
Oh, the consensus, I want one bar (market pitch) too.
Could you name at least one eternal thing in the marketplace, and provide evidence of eternity as well?
In my response to Alexei, this had a different meaning: "eternal" was used in the context of the life of the object.
Where can I see the results of the work? Is it available on onyx, for example?
I do. Two awesome stats. One of them is going from 50 quid to 10,000 in 10 trades in 3 months. Not one loss.
you recently claimed that Vadimych's TA and patterns are the only ones that work 100% in the market. How did you verify this?
With my own skin.