Not the Grail, just a regular one - Bablokos!!! - page 93

 
moskitman:
No, that's not right, I asked for a discount for my drunkenness... how else do you translate Used ???

Well the avatar is a bit confused too, it reminds me of a moth, that's why darn, the association with wool. so darn is confused with sucking (how else to translate your nickname???)
 
Lastrer:

We can guess that you are already clear on this point. If it's not too much trouble, explain it in mate language.

In other words, the probability of reaching your take profit is always inversely proportional to the distance.


Earlier here already posted a link to the proof of the linear dependence of probability on distance. That is, at any point: s1*p1 = s2*p2 = const (where s1, s2 are some distances from the point in question (y-axis); p1, p2 are the probabilities of reaching them).

In other words, the probability of reaching your take profit is always inversely proportional to the distance to it, and it doesn't matter what trajectory it will be reached. The same is true for the stop loss. So, no matter how you play with various combinations, it will never affect the result. And the expectation of such a game will always tend to zero.

Stop believing in Pokémon and start using your mind.

 
Meat:


Earlier here already posted a link to the proof of the linear dependence of the probability of distance. That is, at any point: s1*p1 = s2*p2 = const (where s1, s2 are some distances from the point in question (along y-axis); p1, p2 are probabilities of reaching them).

In other words, the probability of reaching your take profit is always inversely proportional to the distance to it, no matter what trajectory it takes. The same is true for the stop loss. So, no matter how you play with various combinations, it will never affect the result. And the expectation of such a game will always tend to zero.

Stop believing in pokemons, it's time to turn reason.

This is true for a random walk, in which the volatility of APR=const. In the case of a real price series when APR is a function of time, external influences (e.g. news), the manipulation of puppeteers or something else. Profit stop targets set in a calm market can easily be broken through. Suppose a stop or profit triggers equally, estimate the probability of getting 5 lots in a row at least by a penny. My preliminary experiments show that in this case it is possible to build a long term profitable TS based on Martin, please do not spit right away, the whole point there is not constant volatility.
 
Used3:
Genetic methods can be applied to find the best solution. I am currently working in this direction and so far the results have been satisfying.
 
Vasilisa:

I had another idea. Not really on the subject, but for some reason I stumbled upon it several times when I was thinking about equity and TA. We take a primitive NOT system (Close[OPT1]>Close[OPT2] and close in OPT3 days), optimize it on the interval and do the same but Close[OPT1]<Close[OPT2]. We find an option where we have two profitable equity with the same options. It can happen, for example, if there is a trend. We trace the equity on the less profitable option and trade on the more profitable one. The idea is that a good trend is good in any combination as "while the fat one dries, the thin one dies"
.


Or
We look for the equity variant (selecting options) where there will be a pattern on the equity and the signal will be based on it - trade the obtained options.

Then we repeat the process.


Assemble from ticks candles by their number, not by time. Therefore, trends are stretched and flat patterns are compressed, which improves further analysis.

And I collect them not from left to right, but from right to left, so that at the moment of analysis the last tick is completely formed, where the last tick is the clause of the candle.

The system is always in the market - only flips.
TF is hard to tell which. One candle - 400 ticks.
Market analysis every 800 ticks.


The more the model gave a bigger statistical advantage, the less frequent it was...

The dependence turned out to be exponential...

I.e. with a linear increase of the model's statistical advantage, the number of trades fell exponentially at the same amount of the price sample...


1-Bearing in mind this fact about the rarity of the model and switching to ticks, it is much more correct to look for patterns exactly on ticks, and the tick distribution, as has been repeatedly stated by the North Wind, is more similar to the distribution of SB. So it is possible to build a sharper edge of a big stone from smaller bricks, i.e. not to use scalping, but to enter a deal more precisely, having probably even non-salary entries (signal/noise greater than 1 approximately at 1,6-1,8 spread that Prival managed to receive on ticks).

2- As for tick volumes, they are also the frequency of ticks per unit time. As I wrote above, it is the sequence of signs of the increment modulus difference that matters.

3- In other words it is the change in volatility. But as we know tick volumes - in most cases they also reflect the size of the modulus of accretion.It means that the sequence of signs of the tick volumes difference allows to judge indirectly about the sequence of signs of price increment modulus difference.

Then I started to think about specifying discrete values or, as radio technicians do, specifying the modulation levels.

Bars cannot be set on one point, or rather it is possible, but ticks not always pass on 1 point, sometimes they come in piles, but coming back to point 3 we have that modulation set on tick values (build equal-volume bars) is almost the same as modulation set making equal-volume bars, and if there is no difference it is better to make equal-volume bars (though ideally I wish the same point). And sometimes the tick activity, i.e. behavioral activity in real markets with real volumes excels price activity, so equal-volume bars may be even more useful than equal-point ones.

Well, or a grid of the break, and setting modulation with it, but it is necessary to correct for the shift of the grid. But again so there are disadvantages.

PS : An idea was born, about one more not less useful grid. Privat grid is very good in terms of building algorithms on it, thanks to him. But I think, what if we could create an analogue of the same grid with possibility of setting a step. But this step will be not in pips, but in number of ticks. (If we set a point on the price chart and use it to build a grid of equal-volume bars. Although, no... I think the rest has gone too far, I should think it over, it cannot be done that way, so we should somehow combine the breakpoint grid and the net of equal-volume bars.

So far, the most primitive solution is to build the breakout grid and use equal volume bars on the same chart instead of the main one.

 
ivandurak:
You can apply genetic methods to find the best solution. I am working in this direction now and the results are satisfying so far.


First you have to explain to the hardware which criteria to use to find the best solution, it all comes down to a simple neural network and similarity of pattern recognition.+ note that you can run into a bug and not know about it, sinning on your calculations.... it's µl.

Moreover, conditions or places of best solution choice are multilevel, the machine will have to choose dynamic number of levels + delimitation of best solution search on each separate level, + independently define importance of each level.and these are only superficial problems.

The most difficult thing is how to logically connect illogical actions or nonlinear actions that have logic only locally in some places, but create clusters after illogical actions.

 
Used3:


First, you have to explain the hardware, according to which criteria the best solution should be found, all comes down to the simple neural network and similarity of pattern recognition. it's µl

Moreover, conditions or places of best solution selection are multilevel, the machine will have to choose dynamic number of levels + delimitation of best solution search at each separate level, + self-determination of importance of each level.

The most difficult thing is how to logically connect illogical actions or nonlinear actions that have logic only locally in some places, but create clusters after illogical actions.

Pen-training. Genetics collects a portfolio of four pairs. Calculates participation coefficients . On coefficients we calculate total requity of the suitcase. Though calculations are in wagon and trolley, it works pretty well.

 
Used3:


The hardest part is how to logically link illogical actions. or non-linear actions that have logic only locally in some places, but create clusters after illogical actions

 
Mischek2:



you can't get out of your ass, shove everyone else in there to level the playing field. (Kanfucius, teachings of the 8th century Tao.)

Do not prevent us to go to kamunizm, people do not go astray, they should see that the topic is promising and money. You can give yourself a statue for heroic climbing out of your ass.

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Hey, theatres. I see you've been doing a lot of damage while I've been warming my bones. ))))

I don't think I had the strength or the brains to figure it out. All right now I'm still chasing some dough for no reason, soon I'll show you how to put balaboshkas in bags.

Reason: