From theory to practice - page 925

 
I experimented with deviations from the average back in the day, and it was a head-to-head or a head-to-heels. And if the price was similar to the difference of 2 averages, of course it would be helpful. But it is not necessary to trade on a chart in the form of a mcd and predictions)))) But how to determine when the price will correlate with it and when it will not - the matter is no easier than predicting the price itself. Of course, it's better to look for any excesses in the price itself. Anyway, like Alexander said, you probably need a genius) Or persistence. Although I do not exclude anything, of course. That's why I'm a guest here ))))
 

So there you go. It's back to square one...

Until the concept of "memory" of the market is formalised, i.e. this 2% non-randomness, a measure of its measurement - autocorrelation coefficient, non-entropy, Hurst coefficient whether it is (I don't know!!!) and a table of applicability of this measure is given, there is nothing to do in the market with any strategy. I've said it more than once or twice.

Finita la comedy.

 
Once there was a popular topic with the neuroshell dai trader package. We take any ma difference, shift it by a bar into the future (peek) and the tester always finds a grail cut. But if we get a bunch of neural nets and predict those Ma by the same 1 bar, and sometimes the correlation coefficient with a shifted Ma was more than 0.99, then the output of that even the retrained network, though almost similar to the original one, was nothing but dangling. I don't take the cases of profit training, there's a fit.... Anyway, I confirm the idea that all the profit lies in those 0.01 unreleased sections. See
 

Here's another quote from Demko:

Forum on trading, automated trading systems and testing trading strategies

From theory to practice

Nikolay Demko, 2018.09.12 13:37

It exists and its statistically significant values have been obtained from the experimental data. It is equal to 0.6, 1, 1.6 of an impulse which corresponds to the continuation of the trend, flat and reversal.

What impulse? What did he mean? I dunno... But, no one among the morons on the forum was interested in this thing! Why didn't anyone ask him where it came from and what was it all about?! Ugh, shit...
 
Alexander_K:

Here's another quote from Demko:

What pulse? What did he mean? I dunno... But, didn't any of the dummies on the forum get interested in this thing?! Why didn't anyone ask him where it came from and what was it all about? Ugh, shit...

How would you know if you're still in first grade in the market)

It's the golden ratio.

If you learn to understand it, you'll make 10% of your deposit in a couple of hours.

13_EUR

 
Uladzimir Izerski:

How would you know if you're still in first grade in the market)

This is the golden ratio.

If you learn to understand it, you'll make 10% of your deposit in a couple of hours.


That's genius.

Hmm... I'll have to think about it...

 
Gold-plated secanting impulse ;-)
 
vladevgeniy:
A gold-plated sextuplet ;-)

Physicists won't admit it.

One beats his head against the wall that his pockets are leaky, the other drives tractors into a swamp in two days.

They give a man a brand new tractor. Already in the swamp with a roof on it.

DT54

 
With this nasty market, not just physicists - biologists can't figure it out))))))
 
vladevgeniy:
But how to determine when price will correlate with it and when it will not is no easier than predicting price itself.

check the correlation coefficient

Reason: