A question about making money in the FOREX market - page 9

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C-4:

You've already bored everyone with your unsteadiness. This is solely your problem, not ours. It makes no difference for NS and TA which series to work with, all indicators will show the same thing anyway, i.e. nothing definite.
You build TS on indicators, which are not only stationary but often smooth differentiable functions, and predict the initial quotient. Why don't you take the nickname "ostrich with his head in the sand"?
 
Mathemat:

"Stationarity" is not in quotes and regressions on them, but in other market functions.

In inverted commas - because it does not have to be stationarity in the statistical sense. Rather, it is in some sort of resilience.

If avtomat comes up with his ACS describing the market using linear difurcations with constant coefficients, that model would be no less acceptable than what you keep talking about.

Let's not confuse an object with a model of that object.
 
faa1947:
You build your TS on indicators, which are not just stationary but often smooth differentiable functions, and you predict the initial quotient. Why don't you use the nickname "ostrich with his head in the sand"?


He's 100% right there. TA has no requirements for the raw data. It doesn't care about non-stationarity. Non-stationarity is relevant to statistical methods like regression.

But the question of the uselessness of indicators is an open one. So what is there to use then?

 
faa1947:
You build your TS on indicators that are not just stationary but often smooth differentiable functions, and you predict the underlying quotient. Why don't you use the nickname "ostrich with his head in the sand"?

Are you kidding me? As if your linear approximation is not a smooth and differentiable function. What you are trying to say here has already been said by you before and is off-topic for this thread.
 
Demi:


He is 100% right about that. The TA does not make any requirements to the initial information. It doesn't care about non-stationarity. Non-stationarity is relevant to statistical methods like regression.

But the question of the uselessness of indicators is an open one. So what is there to use then?

to indicators + residual, which = difference between indicator and quotient
 
faa1947:
to indicators + residual, which = difference between indicator and quotient

there is no fish there
 
C-4:

...all indicators will show the same thing anyway, i.e. nothing definite.
So, all indicators have no value in principle? What do you use then?
 
C-4:

Are you kidding me? As if your linear approximation is not a smooth and differentiable function. What you are trying to say here has already been said by you before and it is an offtopic for this thread.
It's not an offtopic. Topeka starter has been using TA with NS for years. It's a dead end. There are people who by virtue of talent or luck have built a TA, and 5% of them. He is not one of them. You need systematic and repeatable and sound experience in building TA. So change the girls.
 
Demi:

there are no fish.
I'm not going to prove or teach. Just a thought, for this forum, just unusually fresh.
 
C-4:

...all indicators will show the same thing anyway, i.e. nothing definite.
gone... Yeah, it's hard to communicate with geniuses
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