From theory to practice - page 1503
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because it reads better that way:
Thank you, Rena!
Really, it's a classy article. Maybe the best I've seen in a while.
it's for two
That's not an answer, it's empty (excuse me)
because it's better to read this way:
Who's better? It's the same thing.
That's not an answer, it's a blank (excuse me)
I see they ' ve thrown away the flag : well, I thinkthey're begging for pardon, ours got it!
I see they' ve thrown the flag away: well, I think they're asking for pardon, we've got it!
It's an imitation of politeness, sir!
We're looking for the key to the market... Lost...
If you have any ideas about the "law of the root of time", periodic market structure according to Gann and without it, cumulative sums of increments, drift (aka drift, aka central tendency) process, the magic and philosophy of the market, you are welcome.
Probably, the law of root of time is known to all long ago even without me - for the first time it seems to be mentioned in Einstein's work "On the motion of small particles suspended in a stationary liquid demanded by the molecular-kinetic theory of heat" (1905) there about Wiener process and time-dependence of particle's path is shown - it is obvious that one cannot get profit from such idealistic process - it is indirectly mentioned by Peters reflecting on behavior of different market segments (http://baguzin. But since the markets differ significantly from the ideal model, two classes of situations can be distinguished: persistent market and antipersistent market - it seems to have been discussed here on the forum a long time ago and probably there is no need to rub it again - simply because forex is mostly returnable most of the time and the bundle of trajectories (on average) is more compact and the degree of cocoon is slightly less than degree 1/2 (this degree shows the dispersal speed of the extreme trajectories, it prompts to trade in a trend break/reversal mode after the movement exhaustion (as if on the fly), except of course for the situations like a breakxit and currency war (then the persistence becomes higher and the runs of trend movements become unpredictably longer) sometimes the degree increases to 1 and quite seldom above 1 (in such a state it can last a very short time) - by contrast it won't work on the stock market, because the instruments there are suddenly persistent...
Because automated trading is highly esteemed here and I didn't succeed in it, I feel a little awkward to litter the subject, I'll just note that doing manual thechanalysis with a small portion of occultism I can make assumptions that some part of the trajectory is on the probability limit (envelope) and then follow the movement along the supposed border and use some rather trivial sets to enter with confirmation or aggressively without confirmation - expecting a falling back into the cocoon / the thick of the beam... i don't know, i don't know... - i don't know... i don't know... If i don't have a strict proof of it, but it can be confirmed by the following assumption: if suddenly a stable trend appears on some currency (which we wouldn't like), then if the portfolio doesn't change its direction, it reaches some smoothing / averaging of behavior (something like the law of large numbers)
Just in case if you take a generator (a simple IID generator) and try to trade virtually from the bundle borders then it will be fictitious, because the generator has no memory and generated numbers are not connected - the generator does not care where the trajectory is at the moment and each next movement is always equal probability up/down (the real market does not care) - statistical cocoons are only appearance having the same nature as modes of number distribution in sports lotto and it is better to go straight to the factory than try to use random IID numbers for profiting and
In principle these things are already well known, so you don't even need to read all the above...
who better? It's the same thing.
Well, Max, he does have it in a more readable format, sorry.
It remains to find a shirt guy, Eagle with a capital letter, who would convert the increments on the minutes to a Gaussian distribution, for example for a year, and I would show how the Grail is labelled on such data.
....
Just in case, if you take a generator (simple IID generator) and try to trade virtually from bundle boundaries it will be a futile futility since the generator has no memory and generated numbers are not related - the generator does not care where the trajectory is at the moment and every next movement is always equal probability up/down (the real market does care) - statistical cocoons are just a vision having the same nature as a sport lotto number distribution mode and it is better to go straight to the factory than to try in the IID random numbers
In principle these things are already well known, so you don't even have to read everything above...
you generate 10 million numbers, draw a distribution according to the number of generations of that number
repeat the procedure
get the same distribution
and here it is - a trend as long as one invests more in the counter-trend than in the trend (no more mystery)Well, Max, he does have it in a more readable format, sorry.
It remains to find a shirt guy, Eagle with a capital letter, who would convert the increments on minutes to a Gaussian distribution, for example for a year, and I would show how the Grail is labelled on such data.
I couldn't get it to work on Python, so I apologize profusely.
but it works on R.
Either go to Vladimir or Trickster, or you'll have to use R
https://www.mql5.com/ru/forum/316065/page7#comment_12219249
I didn't want to work in Python, so I deeply apologise.
but in R it works.
https://www.mql5.com/ru/forum/316065/page7#comment_12219249
Yeah, that's nice.