Not the Grail, just a regular one - Bablokos!!! - page 134
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My fault for being misleading.
By TA I mean Adverse Tactics, not technical analysis as is generally accepted. Accordingly, when I say TA is based on the same laws that govern price movements, I don't mean technical analysis at all. As for answering the questions about which laws, how they influence prices, why they influence prices and what is derived from them in terms of analysis and forecasting in the context of conversion, more than enough has been written during the last decade. There is no point in duplicating it all here.
All I wanted was to clarify a statement made by one of the participants in this thread.
And I would very much like to see proof (practical!) that the market is a random process, or at least fragmentarily subject to random wandering.
And justification that random processes are not a figment of fantasy, but a real component of our world. By justification I mean at least clear logical arguments.
Then, it would be great to see a proof of the validity of transferring theoretical hypotheses about randomness to practice, i.e. price fluctuations.
And, quite a lot, it would be great to discuss the efficient market hypothesis with some of the experts, because there are apologists for efficiency/ineffectiveness in various forums, but they do not go beyond theorising. At least I haven't.
No need to duplicate - just tell me what the laws are.
Aren't you tired yet?
Do a search, do some reading.
I'm not insisting on an analytical solution (although I wouldn't mind taking a look), but I am saying that this is the proof/proof, without which all the reasoning is not worth a damn.
ZS. So there you are talking about nonsense, and based on what. It's not obvious to me, for example. Assigning numbers to combinations is nothing more than trying to bet on different combinations at different moments of time, such as we play martin where the losing combination is RRRRR, and in a few moves we play with the losing combination RORORO. The probabilities of these series are the same, but if we are talking about price time series (TTS ) rather than SB, it makes some sense, from the point of view of generally accepted theory.
Aren't you tired yet?
Type in a search engine, do some reading.
I did - there are no laws. What kind of laws?
And I'd really like to see proof (practical!) that the market is a random process, or at least fragmentarily subject to random wandering.
How's that for a game of eagle?
the balance line continually tends to the original value.
And the justification that random processes are not a figment of fantasy, but a real component of our world. By justification I mean at least clear logical arguments.
Perhaps the creator would be better advised.
Then, it would be great to meet a proof of validity of transfer of theoretical hypotheses about randomness to practice, i.e. price fluctuations.
And, quite a lot, it would be great to discuss the efficient market hypothesis with an expert, because I meet efficiency/inefficiency apologists in various forums, but they do not go beyond theorising. At least I haven't, unfortunately.
Unfortunately not competent.
The balance line tends to the original value all the time.
Thank you. I understand this is the result of your trading strategy. How does this prove the presence of chance in the price movement itself?
Before answering your question, I would like to understand as much as possible the arguments that exist in relation to HGS, CGS, SB and all such things.
Thank you. I understand this is the result of your trading strategy. How does this prove the presence of chance in the price movement itself?
Before answering your question, I would like to understand as much as possible the arguments that exist in relation to HGS, CGS, SB and all such things.
Got there . Three dots . No sex, no name. Nothing at all. I suggest the next nickname is... --- ...
Well, it's not clear about the CMP, either :)
PRGS