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From theory to practice - page 807

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Renat Akhtyamov:

Why don't we look at pictures/screenshots first?

// as if from a theory

A better picture would be: a cartoon - how the probability density of price changes in the market.

As done here:

https://upload.wikimedia.org/wikipedia/commons/f/f2/FokkerPlanck.gif

Then everything would be clear to everyone.

I was given such an assignment by Wizard, and I didn't do it, alas... And he, with his hands around his head in horror, fled this forum...

I let him down, of course. It's a shame...

Alexander_K:

A better picture would be: a cartoon - how the probability density of price changes in the market.

As done here:

https://upload.wikimedia.org/wikipedia/commons/f/f2/FokkerPlanck.gif

Then it would make sense to everyone.

I was given such an assignment by Sorcerer, and I didn't do it, alas... And he, with his hands around his head in horror, fled this forum...

I let him down, of course. It's a shame...

I wrote about density yesterday for a reason, for a reason ;)
Sorcerer... uhm... What's going on here, what kind of tasks?)
Yes, even with probability density it won't work. Even if you do everything right.
The movements in the market are almost mirror-like. But they are randomly scattered over time.
Outliers are a direct way to the downside and there is a direct dependence on the time of the position in the market - we will have to close almost on tickwise movements.
And the fact that something will not work out.
Although 15-20 sigmas and 3-4 sigmas of non-random movement against the random one is certainly tempting)) but it's maaaacsimum minutes minimum ticks
Martin Cheguevara:
Sorcerer... um... What's going on here what tasks?)

There was a trading guru here - Vizard. He was one of the few people who really knew what he was doing. He helped the suffering people, but unusually - he issued tasks, such as: do this and you will understand a lot. Haven't seen him for a while now. Probably working on a new potion...

Martin Cheguevara:
Sorcerer... uhm... What's going on here, what tasks?)
Yes, even with probability density it won't work. Even if you get it right.
The movements in the market are almost mirror-like. But they are randomly scattered over time.
Outliers are a direct way to the downside and there is a direct dependence on the time of the position in the market - we will have to close almost on tickwise movements.
And there is no certainty that anything will work out.

There's no way anything goes right. A_K cannot understand that his system is working, only half of the deals, i.e. those not trending, do not need to be opened

I even put a screenshot on it to make it 30% better.

and then, nihai read our conversation, or rather what's left not kicked.

Renat Akhtyamov:

A_K cannot understand that his system is working, only half of the trades, i.e. those that are not trending, do not need to be opened

I even showed him a screenshot to make it 30% better.

As for the rest, he should read our conversation, or rather what has not been kicked.

Let him ... maybe some light thoughts will come up).
Alexander_K:

There was a trading guru here - Vizard. He was one of the few people who really knew what he was doing. He helped the suffering people, but unusually - he issued tasks, such as: do this and you will understand a lot. I have not seen him for a long time now - he must be preparing a new potion...

What was his philosophy of understanding the market, he did not say?
Martin Cheguevara:
What was his philosophy of understanding the market, he did not say?

He is not a philosopher, he is an MoD practitioner. One of Vorontsov's students, or maybe even Vorontsov himself.

He was bluntly reducing all rows to a stationary form (he did not say how, but he showed pictures) and using a neural network he had a 100% profit.

Alexander_K:

He is not a philosopher, he is an MoD practitioner. One of Vorontsov's students, or maybe even Vorontsov himself.

He was simply reducing all rows to a stationary form (he did not say how, but he showed me pictures) and using a neural network he had a 100% profit.

Oh yeah ... machine learning sirius is ... from a stationary species?
This is something interesting, I have nothing to do tonight and I`ll find out the legends on this forum :)
Is it Vorontsov from here too?
Martin Cheguevara:
Oh, come on... is machine learning Sirius... from the stationary species?
It's something interesting, I have nothing to do tonight, so I'll find out what legends are on this forum:)
Vorontsov's from here, too?

Well, look it up under "machine learning vorontsov."

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