Insider dealing schemes. or how to discreetly funnel a lot of dough (and how to detect this hidden infiltration) - page 10
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Demi: ваша модель относится к отряду лингвинистических и фонетических моделей на форексе. Эти модели объединяет употребление в торговле определенных, т.н. "правильных" слов, словосочетаний и выражений либо не применение т.н. "неправильных". Наибольшее распространение среди указынных моделей получила модель неприменения в ходе торговли "неправильного" слова "прогнозирование". Некоторые исследователи обнаружили, что неприменение этого слова в ходе торговой операции может в некоторых случаях привести к повышению прибыльности более чем на 3,75% от суммы депозита.
Or, for example, the correct word is "context". Applying the word sufficiently during a trade transaction works wonders! The main thing is not to go overboard.
I have 2 directions in market signal detection
1- there is no true signal as such, in the market it is an abstraction. there is only a superposition of frequencies which at certain moments of time thickens and creates a kind of unison.
Your pictures are all similar to regression models, where the amplitude characteristics of the process are analysed, but there is no analysis of the "dynamics".
If we locally apply the word signal to a pair on which we are trading, then this pair can be taken as a signal, divide this signal into components or into certain events, then we look for the same events on all other pairs (which form the initial pair) and then the dynamics of these events, perhaps the dynamics is born earlier.
But that, Valera, is not the point. The point is that even if there is an insider, it most likely is not systematic, because big money is made on it, but pre-planned, carefully planned and unnoticeable for other market participants because in many countries its use is a crime.
For that very reason it is impossible to distinguish between insider and non-insider, because in order to train a neural network to recognize an insider it is necessary and sufficient to provide it with a list of training examples, where input data in the form of patterns preceding an insider and binary output values: insider and non-insider.
If you have such a list of training examples, there is no problem. If you have such a list of training examples, then there is no problem.
Your model belongs to the linguistic and phonetic models in forex. These models are united by the use of certain so-called "correct" words, phrases and expressions in trading, or not using the so-called "incorrect" ones. Most common among these models is the model of not using the "wrong" word "forecasting" in trading. Some researchers have found that not using this word in trading can, in some cases, increase profitability by more than 3.75% of a deposit.
Or, for example, the correct word is "context". Applying the word sufficiently during a trade transaction works wonders! The main thing is not to go overboard.
In general - if you possess an insider on the forex market - use the entire depot. In any case it's almost impossible to prove the fact of insider trading.
the joker, however.
As for me, I would very much like not to stand in their way and trade against their preferences, because they would not lose, but I might lose my morsel.
you're a joker.
And in general - do not put it all in a petty way that I do not know what the insider means, what is nonsense to you is profit for big companies, and I would very much not want to get in their way and trade against their preferences, because they would not lose, but I can lose my morsel....
If the TS is based on TA, it should not give a damn if it is insider/non-insider.
Facts about using the insider - for FAs or news traders
... - Open for the whole depot...
Recently 2 friends made an experiment on a bet (decided to repeat a famous experiment). They opened two demo accounts. One was managed by one friend, the other - by the other. Both opened, as you say, for a full deposit, but their goals were opposite (one had "shorts", the other - "trousers"). The result - both lost deposits.
It turns out that not only the goal is important, but also the route and the "speed of the locomotive".
That, Valera, is not the point. The point is that even if there is an insider, it most likely is not systematic, because a lot of money is made on it, but it is pre-tested and carefully planned and most imperceptible for other market participants, because in many countries its use is a crime.
For that very reason it is impossible to distinguish between insiders and non-insiders, because in order to teach a neural network to recognize an insider it is necessary and sufficient to provide it with a list of training examples, with input data in the form of patterns preceding an insider and binary output values: the insider and the non-insider.
If you have such a list of training examples, no problem. If you have such a list of training examples, there is no problem.
That's the Valera you turn to, and then rub it in about the NS, which should either be like a real IN (not your primitive tutorials), or there are so many resources that it is better to fuck it.
It turns out that it's not just the goal that matters, but also the route and the "speed of the locomotive".
If the TS is based on TA, it should not give a damn if it is insider/non-insider
Facts of using the insider are for FA adepts or traders on the news
))) Some people find patterns on the market, and they all think they are gurus and deny other ideas. And no one thinks about the reasons. For TA it doesn't matter what to analyze, the insider and its consequences or a simple pattern.
I understand your denial, but the question was about something else - hypothetically imagine that it exists, how it will manifest itself on low liquidity and exotics in particular, on the dynamics of some processes.
. goodbye.
))) There are some who find regularities in the market, and all of them think they are gurus and deny other ideas. and no one thinks about the reasons for these regularities. for TA it doesn't matter what to analyse, an insider and its consequences or simple regularities.
Your denial is understandable, but the question was about something else - hypothetically imagine that it exists, how it will manifest itself on low liquidity and exotics in particular, on the dynamics of some processes.
. goodbye.
Insider was, is and will be. How does it manifest itself on the dynamics of certain processes, low-liquidity and exotics in particular? In the same way as non-insider currency fluctuations. If the pound fell 5 seconds earlier than the official news as a result of the insider, for example, what difference does it make to "low liquidity and exotics in particular, on the dynamics of some processes"? Well, and they will either react earlier or on time
Recently 2 friends made an experiment on a bet (they decided to repeat a famous experiment). They opened two demo accounts. One was managed by one mate, the other by the other. Both opened, as you say, for a full deposit, but their goals were opposite (one had "shorts", the other - "trousers"). The result - both lost deposits.
It turns out that not only the goal is important, but also the route and the "speed of the locomotive".
Dim, enough of this off-topic, the thread is already quite a mess.