The "Maybe we'll get lucky" counsellor - page 8
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i.e. we are dealing with a monster whose every body part is not weaker than the body as a whole.
... i.e. we are dealing with a monster, each part of the body of which is not weaker than the organism as a whole.
Yusuf, every day before the New Year you have a new discovery... Good for you.
It is called the fractal structure of the market. Read "New dimensions..." by Bill Williams.
P.S. Is it your regression indicator for the general case with n=n?
Right, moreover, I was struck by the fact that each tick is capable of pulling the entire line of regression (18), which so skillfully and accurately describes the history laid down in hindsight,
Your absolute confidence is encouraging - perhaps everyone else doesn't believe you simply because they don't know how to use the tool provided. Me too, by the way - here is an example, taken at random from history - your indicator readings with the same hindsight and immediately on history, so you don't have to wait several years to analyse signals..... can you formulate decision-making rules ? :
The rules you suggested - by coincidence of all 3 lines - marked with arrows : no advantages with respect to muvings or, for example, smoothed Haykin were found.
ZS and by the way, Yusufhoja, about your 18 : you will be surprised, but the price is not time dependent. More accurately, price changes are not dependent on the passage of time, although they do occur over time, but they are dependent on other causes and changes are not the same thing. Therefore, your article, after such assumptions:
Теперь допустим, что скорость V(t) изменения рыночной цены P(t) пропорциональна как величине D(t), так и времени t: (2)You do not need to read further.
Yusuf, every day before the New Year you have a new discovery... Good for you.
It is called the fractal market structure. Read "New dimensions..." by Bill Williams.
P.S. Is it your regression indicator for general case with n=n?
Bill Williams's books have nothing to do with fractal geometry, although his "fractals" by and large are nothing but a special case of antipersistent process. Besides, Yusuf will be able to understand these books only in two or three years, so it is too early to give such advice:)
Bill Williams's books have nothing to do with fractal geometry, though his "fractals" by and large are nothing but a special case of antipersistent process. Besides Yusuf will be able to understand those books only in two or three years, so it's too early to give such advice :)
:-) He hasn't put the code for the general case with n=n yet... :-) I would like to see the trades with it on a forward market after a reasonable time of optimization... :-)
If it continues to progress like this, one opening a day, the Rogun hydropower plant will be completed very soon...
ZS and by the way, Yusufkhoja, about your 18: you will be surprised, but the price is not dependent on time.
A cornerstone and extremely unpleasant statement from EMH. It's almost as if we should shut down all price charts, spit on TA and go to work in a factory. But there is serious work proving the existence of memory in market series and hence the existence of causality or dependence of the future on the past.
Cornerstone and extremely unpleasant statement by EMH. It is as if, after these words, we should shut down all price charts, give up on TA and go to work in a factory. But there is serious work proving the existence of memory in market series and therefore the existence of causality or dependence of the future on the past.
one of these two, check it out, see if it fits.
gentlemen, you beasts
The conclusion is incorrect. In addition, the presence of memory is not necessarily due to the time dependence of prices. The presence of memory suggests that traders react in much the same way in similar situations. Except that if this were 100% true, there would be no need to look for anything else.
Memory is the dependence of the future on the past. Today's price movement takes into account yesterday's condition. The pattern is this:
Actual
Response
Implied
EMH response
I.e. we can see that event a4 "remembered" the unplayed events a1-a3, and played back the reaction for them at the moment t4. Hence such a clear clustering of price changes, which by the way the same EMH can explain very sloppily and implausibly.
This is not just my opinion. It's not my conclusions you're questioning, it's the very serious meaningful work of people who understand what they're writing about, and this is serious competition.