From theory to practice - page 783
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))
Physics in trading is a bump in the wheel).
In big secret, Evgeniy Chumakov has already succeeded in this thread and posted these trades. On the last one, on the pound, he took ~95% of the daily movement on November 13, 12:15-18:45 on the terminal (based on RSI/ema and other M5 stuff, ~24 hours. What kind of maths he got it by dunno. ). Let's say he got carried away with your ideas and got a result - then why haven't you had a similar result so far? For example, you have never sawed stools, the first of course come out at all nothing - it is easier to forget and burn it, the 10th not ashamed to show people, on the 20th is already polished technology and you can fill the market with them. If the 10-th stool still does not work, then the question rather inborn limitations of mental / physical abilities or intentional sabotage. I wonder which variant we are seeing here?)))
I've already asked Eugene a billion times to show me the demo-state. I do not know the reasons why he does not do it.
As for me personally - can't say why it doesn't work. Most likely - lack of SL, since I can't solve this problem completely.
I've asked Eugene a billion times already to show the demo-state. I don't know why he doesn't do it.
As for me personally, I can't say why it doesn't work. Most likely - lack of SL, since I can't solve this problem completely.
want to play a giveaway?
on the demo, the stops are the only thing that saves me...
Are you trading on the ejections or are you trying to bounce and trend?
On the kurtosis and a little on the asymmetry.
I've asked Eugene a billion times already to show the demo-state. I don't know why he doesn't do it.
As for me personally, I can't say why it doesn't work. Most likely - lack of SL, since I can't solve this problem completely.
So he's shown in this thread, rubbed it in, and rightly so. What prevents you from making exits on your calculated entry points for the current timef(window) and making entries on a multiple of a smaller timef(window) on the same calculations? This is a rebound from the channel boundary on a smallerf(window) with the expectation of further movement on a higherf(window), or simplistically, on the samef(window) it is a rebound from the average.
You want to play giveaway?
In the demo, the stops save you...
On the real, they also save you. But not the stupid x-point stops, but stops at the moment of signal destruction, if you don't want to, even though you wanted to before.
Okay.
I'll make it simple. I saw your Hearst coefficient, you said something about entropy...
Are these parameters involved in your algorithm? I'm not asking exactly how, I don't need it. But just - do these parameters take part in making decisions about entering a trade?
No, of course not. What is the point of using them? To know that the price is random you don't need any indicators, and to fight this randomness I only use order systems.
no of course not. what's the point of using them? you don't need any indicators to know that the price is random. and to fight this randomness i only use order systems.
Ahem... So those indicators I saw in your left hand charts are just proof that the market is random and that's it?
So what do you do when the strongest outliers into the tails appear? After all, these are just non-random movements. These are precisely the plots "with memory". At this point in time, both the correlation coefficient and the kurtosis are enormous.
The trouble is that working with large samples these extremes are practically invisible, statistically "erased". They can only be seen on small timeframes and I have not managed to calculate on which one. Each time is different.
Oh! The price is random again, but its randomness must now be dealt with.