From theory to practice - page 1080

 
secret:

In plain language: my uncle was talking nonsense. It's obvious to anyone who's done high school maths.

:))) I think so, too. However, calculating the average has its nuances... Actually, he's right about one thing - if you take different sampling of a moving time window (at different time intervals), you will get different values of the same MA. Where is the true average of non-stationary VR? I'm just working in this direction - I thought he was saying something sensible... I'm too lazy to read his sheets :))) Ok - never mind.

 

A quick look at the probability densities of BP increments during Erlang thinning...

Well, what can I say... The distributions in this way of reading more and more resemble the purest Laplace distribution. The exponent rules the market! In fact - we are dealing with a stochastic process of Laplace motion type.

Can one, having received a more or less studied process in such a tricky way, take the profit from it? Secret is sure that no. I think so. And practice will show the truth.

 
Alexander_K:
as for the definition of a trend-flat...
it's impossible to foresee a trend using technical methods. as it's already been written here... nothing in the market symbolises that a trend is about to start, no parameters.
Another method is to see the beginning of an incipient trend, and determine that a trend is about to occur. but you will never know ahead of time the size of this trend. maybe it will be a micro-trend, and it will end at the moment it is identified, followed by a pullback.
 
multiplicator:
As for the definition of a trend-flat...
as it's already been written here, it's impossible to anticipate a trend using technical methods. When you look at the trading robot, you will notice that you are in a flat and that your trading robot is moving in the middle of a trend.
Another method is to see the beginning of an incipient trend, and determine that a trend is about to occur. but you will never know ahead of time the size of this trend. maybe it will be a micro-trend, and it will end at the moment it is identified, followed by a pullback.

I got tired of looking for the coveted "trend/flat" key. So, I decided to go back to Erlang's tick series thinning again.

The goal is to get and work in the market with a known random process like Laplace motion.

Earlier I followed this way, but gave up because I trusted the local experts who said it was impossible to make money on random processes.

Believed and began to look for the key of non-randomness. And what?! Nothing! I just got a slap on the wrist from the market, that's all.

It is time to return to methods for obtaining pure stochastic processes from market BPs. Is it possible to make money on them? I believe you can.

Amen.

 
Alexander_K:

I had gone down this road before, but gave it up because I believed the local experts that it was impossible to make money from random processes.

I started looking for the key to non-randomness. And what?! Nothing! I just got a slap on the wrist from the market, that's all.

It is time to return to methods for obtaining pure stochastic processes from market BPs. Is it possible to make money on them? I believe you can.

Amen.

random process is not the same as random process.

Random process is often confused here on the forum with gsb.

I think that science has chosen the wrong name for "random processes".

Isn't it impossible to make money from such a process?)

http://bourabai.kz/signals/ts171.htm

 
Alexander_K:

A quick look at the probability densities of BP increments during Erlang thinning...

Well, what can I say... The distributions in this way of reading more and more resemble the purest Laplace distribution. The exponent rules the market! In fact - we are dealing with a stochastic process of Laplace motion type.

Can one, having received a more or less studied process in such a tricky way, take the profit from it? Secret is sure that no. I think so. And practice will show the truth.

I'm sure that in order to take profit one must study memory, not distributions) and my practice has shown everything long ago)

 
multiplicator:

A random process is not a random process.

Random process and gsb are often confused here on the forum.

I don't think science has chosen a very correct name for "random processes".

Isn't it impossible to make money from such a process?)

http://bourabai.kz/signals/ts171.htm

Yes! Mathematicians and "ordinary users" have different meanings for "random".

Inconsistency of terms is the root of all evils in the discussion)

 
secret:

Yes! Mathematicians and "ordinary users" have different meanings for "random".


And everyone may end up being wrong.

Also, the concept of "probability" is controversial, so everyone can end up being wrong again.

 
multiplicator:
As for defining a trend-flat...
As for identifying a trend-flat, it is impossible to anticipate a trend using technical methods. nothing on the market symbolises that a trend is about to start, no parameters.
Another method is to see the beginning of an incipient trend and determine that it is about to start. But you will never know beforehand the size of this trend.
impulses may be triggered by the news, but sometimes, without any news, a 30-point spike may occur during a day.

If a large enough period MA turns around, it is very likely that it is not a micro-trend.

 
khorosh:

If a large enough period MA has unfolded, it is very likely that it is not a micro-trend.

When an MA has turned, it is safe to say that you are too late to enter the trade, that's for sure.

Reason: