FOREX and ECONOMETRY. Theory, practice, forecasts and implications - page 17

 

Renat Akhtyamov:

Vladimir didn't even ask me how much money was in the loka, because he'd already figured it out...

I simply dropped out of the discussion in view of its obvious futility...
 
Renat Akhtyamov:

Have you noticed that there are those who want to show off their deep knowledge of econometrics with absolutely no knowledge at all, and who also want to lead us astray by introducing confusion and confusion?

)

Dredging up theory specifically from econometrics, though, we have:


MA analysis is very interesting, I will post the first results in a moment.

MA = a0 + oO + hH + lL + cC

As we can see, MA and MApac. coincide completely, it means that the coefficients are found correctly. Now, by increasing the amount of data we will analyze them. Period MA = 24. TF H1, from 01 01 2017. Here are the market results for 2 days.

for 3 days:

 
Vladimir Suschenko:
I have simply withdrawn from the discussion due to its obvious futility...
By the way, I finally realised why sales do not equal purchases in forex. The fact is that the source of liquidity in Forex is not sellers-buyers, but the same OANDA, for example. Sellers-buyers do not trade with each other, but with OANDA. Hence it is clear that the number of OANDA's sales may not coincide with the number of its purchases. Analogues are currency exchanges or sweepstakes betting on ups and downs.
 
Renat Akhtyamov:

And not only that.

http://complexmath.ru/posicii.html

Completely wrong conclusions. The number of longs and shorts within a certain brokerage company says absolutely nothing about the future movement of the currency, it does not and cannot influence this movement in any way. If 95% of traders are idiots, and they are, because 95% lose, then what forecasting we can talk about. Predicting the market based on the behaviour of the idiot crowd.

As for the behavior of large participants in the currency market, who, if not influencing the movement of currencies, then at least have some information - we do not know anything about it, and can not know.

 
Yuriy Asaulenko:

Completely incorrect conclusions. The number of longs and shorts within a particular brokerage house says absolutely nothing about the future movement of the currency, does not and cannot influence this movement in any way. If 95% of traders are idiots, and they are, because 95% lose, then what forecasting we can talk about. Predicting the market based on the behaviour of the idiot crowd.

As for the behavior of the major participants in the currency market, who, if not influencing the movement of currencies, then at least have some information - we do not know anything about it, and can not know.

And who says that a forecast is based on it?

Show me where the volumes are? :

Read page 13 in the books that are on page 1 of the thread and stop flubbing!

You are developing logic out of thin air as I understand it, and it's not the first time.

And as for the big ones, you can't understand as they are no different from the small ones.

 
Renat Akhtyamov:

And who said that this is the basis of the prediction?

You are developing logic out of thin air as I understand it, and this is not the first time.

And as for the big ones, you cannot understand them, because they are no different from the small ones.

Actually, I was referring to the link.

If large participants weren't different from small participants, they would have been gone a long time ago. The big participants on the currency market basically have other goals and objectives.

I think I'll withdraw from the discussion as well. You are invincible. I give up.

 
Yuriy Asaulenko:

Actually, I was referring to the link.

If large participants were not different from small participants, they would have been gone a long time ago. The big participants in the foreign exchange market basically have other goals and objectives.

I think I'll step out of the discussion as well. You are invincible. I give up.

Why should I be defeated?

You'll beat the market.)

 
Renat Akhtyamov:

Why beat me?

You will beat the market)

You don't have to beat the market.) You have to live with it in peace and harmony. And you do not even need to try to predict anything, because the future, with very few exceptions, is unpredictable. Then everything will work out. But this is a separate and difficult topic.
 
can we talk briefly about what the argument is about?
 
Renat Akhtyamov:

Your card is beaten again.

I have gone through and applied this topic, but it is not touched upon here, for to be able to become part of the market, is not for everyone.

Throw out the trump cards, you don't have them in front of me, and let's get on with the interesting business.

Well, then read another book. P. Lukashin Adaptive Methods of Short-Term Forecasting of Time Series. Moscow. Finance and Statistics. 2003. It lies on my desk.)

It will be good for you. It may be useful.).

Reason: