From theory to practice - page 731

 
Alexander_K:

:))) SB... One love...

I would like to point out that:

1. the SB process is indeed simpler than real BP.

2. I personally do not have enough evidence to say that it is possible or impossible to make money on SB. Let it be strictly =0. Left to its own devices, as they are called...

3. If so, then (see point 1) on real VR we will always have strict "-" at selected trend or counter-trend strategies.

4. It requires irrational thinking, in order to turn a strict "-" in the market into a "+".

For this purpose a trader must have a key, a trigger, a memory - whatever you want to call it: at one value it will enter in the trend, and at another one - against the trend.

I have written about it many times... All the rest is pampering and childish nonsense.

Regarding point 2 you personally do not havesufficient evidence.

Regarding p.3 you personally DO havesufficient grounds to assert ?

for

what kind of"pampering and childish bab ble" are you talking about...?

 
Andrei:

Yeah, it depends on the TS, but the general rule of thumb for best potential profitability is best BP volatility...

This is if the TS is based on the use of volatility.

For a trend TS, volatility is noise superimposed on the useful signal.

 
Олег avtomat:

For a trend TS, volatility is noise superimposed on the useful signal.

Why is that? It's precisely the volatility that is made up of trends...

 
Andrei:

Why is that? It's precisely volatility that is made up of trends...

No. There is no need to confuse these completely different things.

.

And your favourite zigzags are by no means trends.
 
Олег avtomat:

No. There is no need to confuse these completely different things.

.

And your favourite zigzags are by no means trends.

Zigzags are combinations of uptrends and downtrends (sorry, madam)

 
aleger:

Zigzags are combinations of uptrends and downtrends (sorry, madam)

Apparently, that's how you're comfortable.

 
aleger:

Zigzags are combinations of upward and downward trends (pardon, madam)

They, these zig-zags don't fit into the dimensions, piling everything up. No matter how you build them. Selection of parameters does not help and all the time I get some kind of crooked and incomprehensible bullshit. I can't get a trend, or I can't get three at once.

The market is beautiful and harmonious, everything fits and works with an accuracy of +-1 four-digit points if everything is measured accurately and correctly. The market chart is trickier, it cannot be zig-zagged. It is necessary to carefully select extrema of the same dimension and use them for trend/wave building.

 
Wizard2018:

They, these zig-zags don't get into dimensions, piling everything up. No matter how you build them. Selection of parameters does not help and some weird and incomprehensible shit is always coming out. The market is beautiful and harmonious where everything fits and works with an accuracy of +-1 four-digit points if everything is arranged accurately and correctly.

Themarket chart is trickier, it cannot be zig-zagged. One has to carefully select extrema of the same dimension and use them to build trends/waves.

It is good that some ideas of your own about the market (i.e. Forex) are already forming, and some conclusions are emerging.

But do not rush to throw out Zigzag from the list of working tools, take a closer look at it.

 

To prove that we are facing a process as close to the Variance Gamma Process as possible, I did a little experiment.

1. Took CLOSE price data for EURUSD for 2017.

2. Set the sliding window = a week.

3. Calculated the average value of the spread (Max-Min) for the year.

4. Calculated the average variance for the year, calculated using the formula for Variance Gamma Process.

Results:

Amazing coincidence!!!

 
Alexander_K:

To prove that we are facing a process as close to the Variance Gamma Process as possible, I did a little experiment.

1. Took CLOSE price data for EURUSD for 2017.

2. Set the sliding window = a week.

3. Calculated the average value of the spread (Max-Min) for the year.

4. Calculated the average variance for the year, calculated using the formula for Variance Gamma Process.

Results:

Amazing coincidence!!!

what's left to do here...


Reason: