From theory to practice - page 113

 
Yousufkhodja Sultonov:
Maxim, which article do you mean? I'll tell you about it when we get to Theorem #3, if I understand correctly.

Dear Yusuf! There is no need to move on to Theory 3. I already told that already your first theory is wrong. Do you know the Heisenberg uncertainty principle? There is no exact relationship between value and rate of price change in market processes. No, there was not and will not be. Quantum physics in its purest form, of which I am a representative.

Therefore, all equations that contain functions of price and its derivatives in their pure form cannot be applied here. And that is why neural networks are so difficult to implement.

You have to work exclusively with price probability density functions.

And it's people like Vizard_ who understand this, unlike the ridiculous ubiquitous characters here on the forum. And at the right time, I hope they will help me. And if I don't get any help, I will do it myself. That's how it is!

PS And yes - I work for everyone, not for myself. Read a course in quantum physics and come here with new ideas - we'll discuss.

 

VisSim model for AUDCHF

Model and .csv files should be placed in directory C:\Forex

Happy New Year!!!

Files:
AUDCHF.zip  1299 kb
 
Alexander_K2:

Dear Yusuf! There is no need to move on to Theory 3. I already told that already your first theory is wrong. Do you know the Heisenberg uncertainty principle? There is no exact relationship between value and rate of price change in market processes. No, there was not and will not be. Quantum physics in its purest form, of which I am a representative.

Therefore, all equations that contain functions of price and its derivatives in their pure form cannot be applied here. And that is why neural networks are so difficult to implement - a certain Reshetov was convinced of this by his sad experience (where did he manage to find networks in Uzbekistan where there is not even water? ))))).

You have to work exclusively with price probability density functions.

And people like Vizard_ understand that, unlike the ridiculous ubiquitous characters here on the forum. And at the right time, I hope they will help me. And if I don't get any help, I'll do it myself. That's how it is!

PS And yes - I work for everyone, not for myself. Read a course of quantum physics and come here with new ideas - we will discuss.

If you had read the mentioned article more attentively, you would not have come to such ridiculous conclusions and taught me: "It is necessary to work exclusively with functionsof probability density of the price. "In definitions and conclusions (6)-(9) of the article the necessity of using Gamma density function of price distribution and its integral function, widely used in science and technology, in particular, when determining the probability of first failure of equipment, is just shown. As you can see, the usual approach based, initially, on the obvious equations of material balance has led us to the elements of probability theory in the analysis of price dynamics and TV position is not at all a prerogative of quantum physics only. Moreover, while GOSTs give ways of approximate estimation of the distribution density parameters, in this article we have developed and applied a computer-exact way of their estimation in the form of relations (12)-(14).

As forthe Heisenberg uncertainty principle, it refers to the microcosm and even in this case there are doubts in its indisputable validityhttps://www.pravda.ru/science/eureka/discoveries/18-09-2012/1127894-rousema-0/

 
Alexander_K2:

... And that is why neural networks are so hard to come by - what a certain Reshetov was convinced of by his sad experience (that is where he managed to find networks in Uzbekistan, where there is not even water?:)))).


you're looking kind of nasty... You've been told the man is dead, so you can't respond to your giggles... and it's not the first time... why can't you stop yourself... You want to prove yourself in this way...

reading some of your opuses, one can't help but wonder if it's a boy in his fifties...

and I have no desire to communicate with you in that way...

 
Олег avtomat:

you're looking kind of nasty... You've been told the man is dead, so you can't respond to your giggles... and it's not the first time... why can't you stop yourself... You want to prove yourself in this way...

reading some of your opuses, one can't help but wonder if it's a boy in his fifties...

and I have no desire to communicate with you in such a manner, of course.

One cannot lean on what Eliphas Levy does not resist (CopyLeft), as Reshetov prophetically pointed out on his Facebook pagehttps://ru-ru.facebook.com/yury.v.reshetov
 
Automatic, how are the tractors humming? :)
 
Figachut like a Maxwell demon, but with a Russian variant. A rouble for yourself, two for the broker.
 

VisSim model for AUDJPY

Model and .csv files must be placed in C:\Forex

Files:
AUDJPY.zip  1681 kb
 
Yousufkhodja Sultonov:

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, a 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 the 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 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 presence of virtual market prices, breakeven, marginal and other (a total of 17 varieties of real and virtual prices were identified), and in foreign exchange markets the price migrates from one (lowest) to another (highest) breakeven level and vice versa without stopping 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:


Yusuf, then how can you explain that all your signals, based on the above three theories, show a sure minus? To say the least - plum.

This is not a trick question - I am really interested in your opinion. After all, if the experiment refutes the historical tests, then there can only be one conclusion - the theory is wrong. Or is it?

 

I have re-read the theorists on this forum again - it makes my senile heart ache... Gentlemen, I understand you - dashed hopes and all that... Your pockets are emptier than ever and you're almost physiognomically challenged by this universal poverty of yours ... Spit it out! If you're smart, change your views - read something or listen to smart people. We're still alive, aren't we?

Happy New Year!!!

Sincerely,

Schrodinger's cat with Alexander_K sitting next to him (he's already got it somewhere :)))))

Reason: