I'll buy a councilor - page 11
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So if you refuted it (refuted the thesis of non-stationarity of the market?), then you are automatically the author of the thesis that there are some superposition of phase changes, which at certain moments behave steadily.
so the nature and periodicity of the density of such phase overlaps may be different for different instruments, so in determining the instrument and the timeframe from your drawing you can sometimes give quite appropriate preferences.
I'm not refuting the thesis of a non-stationary market. I refute the thesis that the non-stationarity can somehow prevent you from making money. Thus a trader should not care about stationarity. Let the mathematicians do it, if they have nothing else to do.
I'm not saying that an instrument and timeframe shouldn't be chosen. One should, but for other reasons. Not because the system isn't working somewhere.
I am not refuting the thesis of non-stationarity of the market. I am refuting the thesis that non-stationarity can somehow prevent one from making money. Thus a trader should not care about stationarity. Let the mathematicians do it, if they have nothing else to do.
I am not saying that the instrument and the timeframe should not be chosen. You have to choose, but for different reasons. Not because the system isn't working somewhere.
OK, I'll argue.
To refute the thesis that non-stationarity does not prevent making money, you need to be sure that the process is non-stationary.
Maybe the process is stationary in some places, and this allows you to earn money, but you just do not know about it?
So, proof of non-stationarity. (don't take that as an accusation)
Theoretically, I can. But I need more bars - not tens, but thousands. What matters is not the absolute figures of the bar prices, but their proportions. And it is desirable to know the instrument.(I say in advance that I'm not going to prove it, I don't want to.)
I've already posted this and said that there are statistics that are significantly dependent on the TF (chi-square of independence, mutual information). But not many people get into such rubrics, preferring something conventional and nauseatingly "ingeniously simple".
And by appearance, without analyzing quantitatively, of course, you can't guess: the world behind the scenes is awake and carefully disguises the patterns.
At the very least, you will need to determine what phase the market is in. So far I have not seen a single noteworthy solution to this problem. Therefore, I am making a system that doesn't care about the market phases. There are rules for opening and closing trades that are the same in all phases.
...
I believe that the system should always work. Many people think that it is enough for the system to work in flat conditions. However, they cannot say if the market is in flat. They can't define what a flat is, either.
It is assumed by default, of course. The system should detect the phase and modify the rules depending on the phase.
It seems to be all right, but even you will not argue that it would be better if both ratios were much greater than 1. But we are told that this is impossible because the market is unpredictable and unsteady.
It does not matter what anyone says. Let everyone say so, but you should also have a head on your shoulders...
This is what))) There is a cut-out like that. i.e. back and forth. But such a cut is possible.
100 points on a 4-digit basis - such a thing is possible. I wonder. and over what period it has gone back and whether it lends itself to comparison with other quote providers. But if it is a DEMO. then I am not surprised at all )))
To refute the thesis that non-stationarity does not prevent you from making money, you need to be sure that the process is non-stationary.
Why should it be? Stationarity or non-stationarity has nothing to do with it. Therefore it is better to forget about these concepts. Or read any topic on non-stationarity, there are many of them here. Although I already wrote that good system for stationary series specialists on stationarity seem to be unable to offer either.
Trololo: ...вы автоматически являетесь автором тезиса, что сушествуют некие наложения фазовых изменений, которые в определенные моменты ведут себя устойчиво.
...
so the nature and periodicity of the density of such phase overlaps may be different for different instruments, so in defining an instrument and a TF by your drawing you can sometimes give quite appropriate preferences.
Go on then, recruit supporters on other resources - and don't come back sooner than a week later!
You don't even realize that AlexeyFX is talking about one phase and you are talking about your own phase.
Why is it necessary? Stationarity or non-stationarity has nothing to do with it at all. Therefore, it is better to forget about these concepts. Or read any topic on non-stationarity, there are many of them here. Although I already wrote that a good system for stationary series specialists on stationarity seem to be unable to propose either.
Where are these specialists, and on which stationary process they cannot offer an earning ts ? and are they specialists in such a case.
You don't even realise that AlexeyFX is talking about one phase and you are talking about some phase of your own.
Where the hell is he talking about one phase and that phase cannot be "composite" "resultant".
You guys are evil.
Where are these specialists, and on what stationary process can they not offer an earning TS ? and are they specialists in such a case.
For example https://www.mql5.com/ru/forum/137835
Maybe they can, but so far they haven't offered. Or maybe I haven't noticed. That's why the purpose of trying to bring the row to a stationary one is unclear.
By the way, the topic is funny)) If the author had decomposed the series into its frequency components, he would have understood the pointlessness of differentiation to make the series stationary at the very beginning. That is, it is possible to reduce the series to a stationary one, but it is not possible to make money on it. It seems to me that this is a good proof that stationarity and non-stationarity have nothing to do with trading.
For example https://www.mql5.com/ru/forum/137835
Maybe they can, but so far they haven't offered. Or maybe I haven't noticed. That's why the purpose of trying to bring the row to a stationary one is unclear.
I have not read it thoroughly, for fear of losing my mind, but it seems that no stationarity was found there either. and how can it be that there is stationarity, but no money?