From theory to practice - page 909

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Renat Akhtyamov:

i.e. to cover in losses

that would be a repeat of the A_K2 signal

is it?

:))) No, there should be no repetition.

We need an unambiguous, unambiguous justification - why on reaching a level (it doesn't matter - by exceeding the variance, by reaching the Fibo level or any other extremum) the price will definitely go back to the mean value, etc.

This is the cornerstone of all counter-trend strategies and the answer to this question cannot be obvious.

 
I don't even have anything to write yet. Don't think I know everything - I started this thread to answer questions.
 
Evgeniy Chumakov:

Well, we open to the average, that's the crossing to close. Or close half of it, and trawl the rest.

with a period/window of two weeks or more.

 
Unicornis:

with a period/window of two weeks or more.

Let's say with a window of at least a day. More is better, but not everyone can wait for days/weeks for a single transaction.

 
So, we can calculate the entry point of a trade as cunningly and skillfully as we like. And these may actually be incredibly accurately calculated extrema, but without analyzing the ACF process - visually and numerically - we will never have certainty whether price will return to the average or not. IMHO.
 
Alexander_K:

You're right - this is the key, crucial point

If the whole thread was about this, it would make a lot more sense.
 
Alexander_K:

:))) No, there is no need for repetition.

You need an unambiguous, unambiguous justification as to why price is bound to rally back to the mean, etc. when it reaches a particular level (whether by exceeding the variance, reaching the Fibo level or some other extremum).

This is the cornerstone of all counter-trend strategies and the answer cannot be obvious.

I have noticed that if the price moves rapidly ( exponentially), then it starts a chaotic movement similar to an explosion. It looks like it is trying to dump everyone who made money on this movement. It's not exactly average... It's not exactly average. It's something else...
 
How about using mirror quotes to work out the minus order. Does anyone have any experience with correlation or cointegration analysis?
 
Alexander_K:

:))) No, there is no need for repetition.

You need an unambiguous, unambiguous justification as to why price is bound to rally back to the mean, etc., when it reaches a particular level (whether by exceeding the variance, reaching the Fibo level or some other extremum).

This is the cornerstone of all counter-trend strategies and the answer cannot be obvious.

A_K, price doesn't owe anyone anything, including going somewhere. The average, similarly, owes nothing to anyone. Price goes to the average, or average to price, only statistically. And no amount of tricks, ACF or non-ACF, will help you know exactly when that event will happen.

 

The current price is for everyone.

Hmm.

And the future price is for 10%.

This is the normal distribution.)

1...902903904905906907908909910911912913914915916...1981
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