Not the Grail, just a regular one - Bablokos!!! - page 98

 
sergeev:

There you go. You send them somewhere and they don't get anywhere.

Wow. You must know a lot about programming and have interesting topics to talk to you about.

is it really necessary? ;)

I guess I do. Any discussion of business is welcome.

Attached is an article proving one mathematician's Penny paradox.

Well, once you read this article, I can make its corollary in one sentence: the combination sequence winning the previous one with more than 0.5 probability is a binary shift to the right of the main pattern transformation with setting the first freed bit to the reverse value of the main pattern sequence.

Files:
v13i1r35.pdf.zip  125 kb
 

And how do you apply the penny game to a single player eagle (read forex)?

ZS give the file names in aglitski, because the forum engine is russophobic.

 
Joker:

Attached, a proof of one mathematician's Penny paradox

Well, once you read this article, I can make its corollary in one sentence: the sequence of the combination winning the previous one with more than 0.5 probability is a binary shift to the right conversion of the main pattern with setting the first freed bit to the reverse value of the main pattern sequence.


The paradox is called a paradox because it does not imply any proof, for this proof simply cannot exist physically. If a proof existed, it would not be a paradox, but a theorem. A paradox is always based on either trivial human ignorance or simply a joke. So let's cut the bullshit.

 

Meath, you are being unreasonable without understanding.

First of all, it's not Pena's paradox, it's Penny's game, so...

In the second place, it has, without a doubt, a rigorous proof.

Another thing is that in order to apply this game it is necessary

a) to bet on patterns was not secret, only then the second player can on the basis of opponent's bet generate his own sequence

b) to be able to make a bet with an opponent on the same outcome of individual throws in a pattern. Like RRR and ORR - probability 13/87, in forex (we use coin entry) bets are always inversed, i.e. if one has RRR, the other will automatically have only OOO and therefore probability 50/50

SZY. By the way, there was a theorem Fermat, 360 years without proof, and in spite of this NOBODY dared to call it a paradox for some reason. A paradox? Although in fact there is a murky story, like Fermat had a proof, hehehe, that's why it is called a theorem, not a hypothesis.

 
Joker:

So even earlier): https://forum.mql4.com/ru/50578/page45

2 sergeev: I was the maintainer of MetaTrader 4 & MetaTrader 5 adaptation for Linux (WineHQ). You can ban me too.


And what's the screenshot?!!! I've never seen anyone as funny as you)))))))))
 
Joker:

Mister, either write to the point or (pardon my Russian) 3.14 fuck you first learn Russian, at the same time you can shove your state wherever you want. The work of Jan Ciric, Daniel Felix and other mathematicians has been confirmed by practice and does not pretend to be understood by all illiterate churlish morons like some.


I do not see the subject of discussion! You are hiding behind the works of esteemed people, but I do not question them! I specifically referred to your fairy tales in humour, you do not perceive humour, it is difficult for you. I respect the Russian language, but I do not work hard here! Behave with dignity.
 

Well, I can see that you are covering up your ignorance and your unwillingness to learn with your silly sense of humour. If you can't do that, please go away or behave normally yourself.


After a sequence of rising or falling of two instruments HH TT, if not on the first, then on subsequent iterations, there will ALWAYS be a market condition TH and HT respectively (go to the toy at the link I gave and - see for yourself).

- For three instruments: HHH and TTT always the winning consequent states are THH, HTT exceeding the initial combination with more than 67% probability of realization

- Correspondingly, HT and TH positions of a trivial coin play are a market diversification spread, their probability on a two-combinator pattern after the initial one is 75% (the probability of losing a position is 25%). On patterns with a longer sequence the probability of winning is even higher ).

- For a pattern of two symbols, the average length of pattern realization equals TWO, i.e. it is equal to the length of the pattern (you can also see it in the game by the link, I gave it for a reason).

By refining the following pattern (by increasing the analyzed length) by a binary shift of any HTTTHTHTHTHHHTT sequence, you obtain a refining combinatory pattern with maximum expectation over 0.6 by an ordinary shift of the original pattern:THTTHTHTHTHTHHHT

Now how does this relate to the incremental modulus difference table: in this table the incremental modulus difference is checked by regular inequalities greater or less. These are the same patterns (-1-1) next it will be +1 exactly the same (+1+1) next it will be -1.

Now what do you want to say?

 
You are talking about instrumens, i.e. working in parallel with three coins, a game of Penny implies a sequence of outcomes, i.e. a single coin. Or am I misunderstanding something in your terminology?
 

No, a coin is a coin.

The conversion of a coin into a spread operation ( i.e. a combination) is in gaming parlance called a spin. The behaviour of two instruments is also a regular rollout ( i.e. a spin).

 
Joker:

So I can see that you are covering up your ignorance and unwillingness to learn with your silly sense of humour. If you can't do that, please go away or behave normally yourself.


After a sequence of rising or falling of two instruments HH TT, if not on the first, then on subsequent iterations, there will ALWAYS be a market condition TH and HT respectively (go to the toy at the link I gave and - see for yourself).

- For the three instruments: HHH and TTT the winning consequent states are always THH, HTT which exceed the initial pattern with more than 67% probability of realization

- Correspondingly, HT and TH positions of a trivial coin play are a market diversification spread, their probability on a two-combinator pattern after the initial one is 75% (the probability of losing a position is 25%). On patterns with a longer sequence the probability of winning is even higher ).

- For a pattern of two symbols, the average length of pattern realization equals TWO, i.e. it is equal to the length of the pattern (you can also see it in the game by the link, I gave it for a reason).

By refining the following pattern (by increasing the analyzed length) by a binary shift of any HTTTHTHTHTHHHTT sequence, you obtain a refining combinatory pattern with maximum expectation over 0.6 by an ordinary shift of the original pattern:THTTHTHTHTHTHHHT

Do you have anything to say now?


There is a lot to say! These are indisputable facts! But it is difficult to apply it to the market, or rather to use it for a long time!
Reason: