From theory to practice - page 891

 
Renat Akhtyamov:

Did someone create such books....

Therefore, theory can be read as well as created.

It is clear that all the existing theory on the market does not work, as no one has been able to make money since the 70s.

There is no point in reading these books, create new formulas, create in short.

Capable?

I categorically disagree with this point of view. It's a totally wrong message for chunky youth, which ultimately leads to a person spending decades (!!!) of their life and ending up in a rubbish pit.

Read Bachelier's Theory of Speculation, Gunn's theory, the works of Williams or Elliott. These people are geniuses! How many of them are there? Who are you encouraging to develop something of their own? How can you, without understanding them, produce something new? That's nonsense.

And who decided that their theories do not work? Give me a link to the proof, please.

 

When I first started this topic, I honestly did not know that the approaches used in physics in Brownian motion theory were consistent with those of Bachelier and, in part, Gunn.

The only thing left to do is to supplement their theories on the basis of the research done. But the fact remains that one must first know at least something of theoretical physics, or market theories, and only then, to the best of one's ability and ambition, supplement and improve them.

Creation of something super-new is beyond the power of an ordinary trader. I will be dying, but I will not deviate from this point of view.

 

Isn't that the average that Alexander invented?

Files:
jma.zip  471 kb
 
Yuriy Asaulenko:

Not bad. Porn Masha, so that she's.... beautiful and smart.

Here are the filter coefficients for example. I deleted most of them, not to burden the topic.

  1. h 0 = -0,0000001787
  2. h 1 = 0,0000017250
  3. h 2 = -0,0000043897
  4. h 3 = -0,0000103372
  5. h 4 = 0,0000687550
  6. h 5 = -0,0000417772
  7. .....

  8. h 26 = 0,0623647588
  9. h 27 = 0,0064611535

I wonder, how do you imagine finding such a MA? Is it going to be a brute force attack? You'll never find one, not even close.)

Prof. Mathematicians are in charge of this and similar MAs. Better read books, all will be more useful and faster than looking through the dice.

Looks like digital filters. FATL SATL RBSI. There is a free program on the Net called "Digital Method Generator" for spectrum analysis. It's buggy but generates filters in code form. You can just paste them into the µl code, it's very simple. Although the babayan's a babayan is)))). You may have something more complicated.

 
vladevgeniy:

Looks like digital filters. FATL SATL RBSI. There is a free "Digital Method Generator" program on the web for spectrum analysis. It's buggy, but generates filters in code form. Can be pasted directly into the μl code, very simple. Although the babayan's a babayan is)))). You may have something more complicated, of course.

Mine is simpler.)) And my post, it's a little bit about something else.

 
Alexander_K2:

I categorically disagree with this viewpoint. It is a totally wrong message for the lop-sided youth, which ends up leading a person to spend decades (!!!) of their life and end up in a rubbish hole.

Read Bachelier's Theory of Speculation, Gunn's theory, the works of Williams or Elliott. These people are geniuses! Are there many of them? Who are you encouraging to develop something of their own? How can you, without understanding them, produce something new? That's nonsense.

And who decided that their theories do not work? Give me some links to evidence, please.

Well I've had my eye on a flat signal balance that ends up dead. I won't point the finger at whose...

Why exactly do all strategies fail?

Let's say machine learning. All of them are also good only in flat, but as soon as trend appears and it's over.

Martini's one and the same.

A return to the mean and rails included, ie what they are trying to do here is a sultry counter-trend. The trend is a blatant flush, out of the question I hope.

They look beautiful on the MA axes, draw the verticals and see where the deal starts and at what price and where it ends. The price of a flat is not a good one, so draw the verticals and see where there is a start at what price and where it ends.

And so on and so forth.

As for the trading books - 100% sure those who earn money will never write them. They don't have any clue what to do and they don't know how to do it.

For my part, I' ve created my own drawings from the usual quote, and for some reason these (???) are not straight lines. I made it up myself, by the way... Although it's already distorted by the consequences of normal algo not to give out a formula, but anyway, I explained everything there and then and before the post practically told - how not to count.

This is the system that is used here (pilot risk-free variant, pure strategy). It goes uphill very well in flat and also goes downhill in trend (practically flat balance, test from 2011).


 
Alexander_K2:

Read Bachelier's Theory of Speculation, Gunn's theory, the works of Williams or Elliott. These people are geniuses! Are there many of them? Who are you urging to develop something of their own? How can you, without understanding them, make something new? That's nonsense.

And who decided that their theories do not work? Give me some links to evidence, please.

And where can I see the Gann and Elliott stats, can you tell me please?

 

On the subject of the average.

Here's an example with a window of 60 minutes


So now the position with the window is 1440 minutes.



In general, the longer the period of the average, the more "out of place" it is, so to speak.

 
Evgeniy Chumakov:

On the subject of the average.

Here's an example with a window of 60 minutes


So now the position with the window is 1440 minutes.



In general, the longer the period of the average, the more "out of place" it is, so to speak.

but because they are "moving". And they have 'their place' in the past. The SMA for example has half a period back, there it is the usual average. The longer the period the more the moving lags behind their native places, it's an innate property of them that once a year the forum re-discovers :-)

 
Maxim Kuznetsov:

which is reopened once a year in the forum :-)


I don't care if it's 1,000 times.

Reason: