From theory to practice - page 112
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Another thing that is extremely interesting is entropy. Describes, as I understand it, the degree of certainty in the behaviour of a system...
There's a lot of it. Look at theenergy side as well...
You could compare it to a thunderstorm. Before lightning strikes, there has to be an accumulation of energy. Energy has accumulated, then there will be a discharge, then accumulation again. The market has two states, charged and discharged. The charge occurs on different dimensions (roughly - timeframes, but the process often does not fall into them, time flows unevenly in the market. The basis is ticks) There is a certain complexity in this. God forbid to confuse these dimensions.
Ilnur, well wait a month. We'll see together. In theory and on the models everything is fine, but in practice it may be worse. We'll think about it.
I think local programming monsters on your posted description will be able to check everything much faster. And even estimate how dramatically the real conditions may or may not affect the whole system.
No, well, you are more interesting to read than the nerdy SanSanych, Automat, Bas and the like. Not only do not know, but also try to teach, instead of connecting to the project.
By the way, I have my doubts about these sample sizes - about 5k... isn't the Law of Large Numbers in play? You could take 1k at a time (rough order of numbers).
:))))) No, he's getting stale in quantum physics, we have nothing to talk to him about
Gentlemen, thank you for your multidirectional interest in my person, which is why I have to join in the discussion of the problem of market theory and how it can be adapted to the practical conditions raised in this thread:
а). In my opinion, theory - too loudly declared, given the degree of study of the problem - I would call "supposition" or "vision", which may turn into a theory when its main points are confirmed in practice, but, since they decided to call it a "theory" - so be it;
б). It is necessary to clearly formulate and justify any theory from a scientific point of view, only then proceed to verify its main provisions in practice;
в). Involve all available instrument history when testing a theory to avoid accusations of fitting results to a limited and/or selected area of it;
д). Let us stipulate that, to test the theory, we will limit ourselves, for the time being, to the MT strategy tester, which will certainly allow us to evaluate the results of one theory from another with further testing on future actual data.
Every researcher, I think, should proceed along these lines.
I will try to voice and defend here the results of formulation and validation of the main provisions of 3 theories, giving a positive expectation-mat on the entire history of the EUR/USD instrument from 1973 till 2017, inclusive. Now I do not see any coherent market theories satisfying the above postulates. Everyone can present them in such an order, which I will try to present below:
Theory #1:
Formulation: A market can be described by a regression model.
Type of model: Universal non-linear regression mathematical model - the most powerful, at the moment, mathematical model for describing, in particular, time series (ready to refute any other point of view on any source data), known under the "alias" 18 //www.mql5.com/ru/articles/250.
Test results on the MT tester:
Theory #2:
Formulation: Currency markets can be subsumed under the theory of real markets for goods and services, which are characterised by monopolistic and competitive (market) modes of manifestation and operation.
Rationale: Real markets for goods and services are characterized, along with the arbitrary selling price and the optimal selling price ensuring maximum profit, by the existence of virtual market prices, 2 break-even, marginal and other (17 types of real and virtual prices in total), and in foreign exchange markets the price migrates from one (lowest) to another (highest) break-even level and vice versa without remaining at the optimal level. The current price C transforms into a virtual market price P and vice versa, depending on the market situation (for short) https://www.mql5.com/ru/articles/1825.
Test results on the MT tester:
Theory #3:
Formulation: There is always a dominant force in the market, above all other trends, controlling the overall market environment and able to suppress any trend at any time and steer the market in the desired direction, with the dominant force allowing opposing trends, up to a certain point, to "drive" the market.
Rationale: Within a given sample, the strength of the Bulls and Bears are analyzed and the dominant force is identifiedhttps://www.mql5.com/ru/code/19139.
MT tester test results:
We've had enough. Woke up Leaho.
The name 18 should never be spoken in vain.
It's a spell for summoning dark forces.
Gentlemen, thank you for your multidirectional interest in my person, which is why I have to join the discussion of the problem of market theory and how it can be adapted to the practical conditions raised in this thread:
а). In my opinion, theory - too loudly declared, given the degree of study of the problem - I would call "supposition" or "vision", which may turn into a theory when its main points are confirmed in practice, but, since they decided to call it a "theory" - so be it;
б). It is necessary to clearly formulate and justify any theory from a scientific point of view, only then proceed to verify its main provisions in practice;
в). Involve all available instrument history when testing a theory to avoid accusations of fitting results to a limited and/or selected area of it;
д). Let us stipulate that, to test the theory, we will limit ourselves, for the time being, to the MT strategy tester, which will certainly allow us to evaluate the results of one theory from another with further verification on future actual data.
Every researcher, I think, should proceed along these lines.
I will try to voice and defend here the results of formulation and validation of the main provisions of 3 theories, giving a positive expectation-mat on the entire history of the EUR/USD instrument from 1973 till 2017, inclusive. Now I do not see any coherent market theories satisfying the above postulates. Everyone can present them in such an order, which I will try to present below:
Theory #1:
Formulation: A market can be described by a regression model.
Type of model: Universal non-linear regression mathematical model - the most powerful, at the moment, mathematical model for describing, in particular, time series (ready to refute any other point of view on any input data), known under the "alias" 18.
Test results on MT tester:file:///C:/Program%20Files/Terminals/MetaTrader%20-%20E-Global%20Trade%20&%20Finance%20Group%20PAMM%20CENT/StrategyTester%202017%2012.htm
You promised, and moderators stepped in for you - you write the article...where is it ??
by the way happy new year !
under "alias" 18.
Trading tails to the median, mean or otherwise takes an unexpected turn. God, Burn! But happy birthday euro, watch out)))
Yusuf, where is the article?
You promised, and the moderators interceded for you - you write the article...Where is it??
by the way, happy new year !