From theory to practice - page 275
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You're pulling a dummy...
The time for arguing is over, uncle.
It's time to make money, gentlemen!!!
The time for arguing is over, uncle.
It's time to make money, gentlemen!!!
Alexander, tell the honest readers of this thread.
Is there a risk of losing this strategy (assuming all risk management conditions are met)?
Question - how high is the probability of entering the market correctly and is it equal to 1?
Has the strategy been tested using historical data in the terminal strategy tester?
Alexander, tell the honest readers of this thread.
Is there a risk of losing this strategy (assuming all risk management conditions are met)?
A sub-question - how high is the probability of entering the market correctly and is it equal to 1?
Has the strategy been tested using historical data in the terminal strategy tester?
Good, serious questions, Rena.
1. There is no risk of total loss. There is a risk of drawdowns and they will be there as long as the non-entropy factor is not enabled.
2. If you carefully calculate the sliding window (different for different currency pairs!) the probability of a correct entry, i.e. a successful transaction = 80%.
3. NO. Very difficult task to convert tick archives to the required Erlang flows for different K-factors. With enthusiasts we work on this in private.
If we do the work of item 3, then these series, I think, can be successfully used in other models, including forecasts.
And it will be cool, awesome forecasts. That would be the end of it.
Good, serious questions, Rena.
1. There is no risk of a complete drain. There is a risk of drawdown and it will be until the non-gentropy factor is included.
2. If you carefully calculate the sliding window (different for different currency pairs!) the probability of a correct entry, i.e. a successful transaction = 80%.
3. NO. Very difficult task to convert tick archives to the required Erlang flows for different K-factors. With enthusiasts we work on it in private.
If we do the work of item 3, then these series, I think, can be successfully used in other models, including forecasts.
And it will be cool, awesome forecasts. That would be the end of it.
OK.
I read first about the Markov process
https://ru.wikipedia.org/wiki/%D0%9C%D0%B0%D1%80%D0%BA%D0%BE%D0%B2%D1%81%D0%BA%D0%B8%D0%B9_%D0%BF%D1%80%D0%BE%D1%86%D0%B5%D1%81%D1%81
And then about the autoregressive model.
https://ru.wikipedia.org/wiki/%D0%90%D0%B2%D1%82%D0%BE%D1%80%D0%B5%D0%B3%D1%80%D0%B5%D1%81%D1%81%D0%B8%D0%BE%D0%BD%D0%BD%D0%B0%D1%8F_%D0%BC%D0%BE%D0%B4%D0%B5%D0%BB%D1%8C
and didn't get it....
If we want a Markovian process, then:
"the values of a time series at a given moment depend linearly on the previous values of the same series."
....
In forex it's impossible, or possible, but not for long.
)
OK.
I first read about the Markov process
https://ru.wikipedia.org/wiki/%D0%9C%D0%B0%D1%80%D0%BA%D0%BE%D0%B2%D1%81%D0%BA%D0%B8%D0%B9_%D0%BF%D1%80%D0%BE%D1%86%D0%B5%D1%81%D1%81
And then about the autoregressive model
https://ru.wikipedia.org/wiki/%D0%90%D0%B2%D1%82%D0%BE%D1%80%D0%B5%D0%B3%D1%80%D0%B5%D1%81%D1%81%D0%B8%D0%BE%D0%BD%D0%BD%D0%B0%D1%8F_%D0%BC%D0%BE%D0%B4%D0%B5%D0%BB%D1%8C
and I don't get it....
If we want a Markovian process, then:
"the values of a time series at a given moment depend linearly on the previous values of the same series."
....
In forex it's impossible, or possible, but not for long.
)
I told you it's only my model that needs a Markovian process, i.e. Erlang's flow at k=1. But at higher K we have other flows, with aftereffects. And these, I think, are extremely good for prediction.
In general, the golden key to cracking Forex is the ability to transform time series to Erlang flows of different orders.
ALL. This topic may be closed.
I told you that only my model needs Markovian process, i.e. Erlang flow at k=1. But at higher K we have other flows, with an aftereffect. And these, I think, are extremely good for prediction.
In general, the golden key to cracking Forex is the ability to transform time series to Erlang flows of different orders.
ALL. The topic may be closed.
Alexander, the topic is too early to close, let's get to the bottom of it.
Suppose at a certain point in time you have entered the market with the maximum risk. You have a maximum of 10 minutes to observe the quotes. It will go against your order, 100%.
Now the conclusion: working with the strategy described is a very philosophical question.
Alexander, it's too early to close the topic, let's get to the bottom of it.
Let's say at a certain point in time you have entered at maximum risk. You have 10 minutes to observe the quote. It will go against your order, 100%.
Now the conclusion - work on the described strategy is a very philosophical question.
No, it's no fun to speculate. You should wait for the signal - it will be either confirmation or refutation of everything that has been stated in this thread. It is in the public eye. All honest and without fools.
OK. The topic can be closed.
The topic should have been closed a long time ago, about 50 pages ago.) But we can talk about it.
Let us begin with the fact that the market (the market, not Forex, but Forex quotes are generated by the market) is completely deterministic. There is nothing random in the market - all actions of traders, whatever they are, are subject to a simple rule if... then... No normal trader buys, sells or bids at random. That is, each buy/sell is predetermined by specific, not at all random, actions of traders, both momentary and previous - placing buy/sell orders at a specific price that determines the price movement. Once again - absolutely nothing random.
Now let's quote W. Heisenberg -We did not suppose that quantum theory, as opposed to classical one, is in essence statistical theory, in the sense that only statistical conclusions can be drawn from precisely defined data. Against such an assumption, for example, well known experiments of Geiger and Bothe.But the strong statement of the law of causality, "if you know the present precisely, you can predict the future", is incorrect as a premise, not as a conclusion. We cannot in principle know the present in all its details.
This is where it all starts to get interesting). But until the idea has reached the masses, it is too early to talk about consequences.
Yuri, can you explain the distribution of time intervals between ticks that Dr.Trader posted here earlier? Let's get closer to practice. I understand and accept the Erlang distribution. But what is this Cauchy distribution? I assume that it has to do with Heisenberg's uncertainty principle. And that means that we should definitely get rid of it - be exclusively in the Erlang flow of a certain order K. Isn't it?
Yuri, can you explain the distribution of time intervals between ticks that Dr.Trader posted here earlier?
Let's get closer to practice.
How much closer to the subject.)) However, count it any way you want.)
I'm not even going to get into these distributions. The distribution is what it is in reality and attempts to fit it to something that has a name, imho, are unfounded. Why should it correspond to something specific that is already known?
Say, nobody even tried to describe the distribution of black body radiation by already known distributions. Why the hell are we trying to match something already known here?