From theory to practice - page 1490

 
Alexander_K:

Continued.

So, let's settle on the fact that the market has a 50/50 randomness/non-randomness property. Let this be a working hypothesis.

Starting this thread, it seemed to me that I could easily cope with the task - it is enough to convert BP to a random process and use the regularities of SB, namely, the constancy of the variance resulting from the Einstein-Smoluchowski equation, the return to the starting point in 66% of cases in two-dimensional SB, convergence of the sum of a large number of independent random variables to the Gaussian distribution, etc., to have a profit.

Alas, this turned out to be an unsolvable problem. No transformation of the original VR allows to bring it to a pure random process.

So, I had to start a long and tedious search for the KEY to randomness/non-randomness of the current state of the market. And this is the right approach to take.

Every trader needs to know - how exactly they can make money in the market under ideal conditions for them. The problem of making profit on some idealized model - random or non-random - should be solved unconditionally.

Once again, my model is a random Ornstein-Uhlenbeck process with the property of returning to the mean. I know how to capitalise on it.

So, the hardest, but achievable task is to be sure that all conditions of this model are fulfilled at the moment of entering the trade. For this purpose, my TS has as many as 4 (four) keys - parameters that assess proximity of the current market condition to this model.

Results, stats, signals - all this from September 1.

Now the most important thing - each trader must have a model on which he/she can earn and a key, defining whether the market satisfies this model here and now.

That's it.

66% return? OK. Is the deposit enough to wait for allmarket entries to return?
There is no model and there cannot be one.
Do simple tests - equal step martin, calculated on number of steps from 5 to 7. And see with what frequency, with what periodicity they will pour. Both trend-following and flat-following.
I can give an answer in advance based on my tests - complete chaos. The gap between the plums may be at least months, or even 1 day. On any instrument, with any adequate step of shares.
Train your intuition, hypnotize the charts, remember the movement. Any Forex trading algorithm is a fitting to the history. History, for algorithms, never repeats itself. For the eye-brain, it does, because they are far more advanced than dumb algorithms.
 
Igor Makanu:

i must have missed something....

and what about the last 100$ deposit - there were some screenshots, then up and not even a hint about successful trading and "ripping pockets" and "going to the factory"

it's "Elementary, Watson!" (S) - use stop-losses, and you will see everything at once

it's "elementary, Watson!" (C) - use a strategy tester MT4 /MT5

From your posts, buddy, I see at once that you don't know how to earn money on anything - whether on MA, or on sunflower seeds. Alas...

And the question - why should I show you my stats? Even if I have nothing - do I have no right to theorize?

After all, Asaulenko is right in fact - no one here forces anyone to follow one or another strategy, and no one should care about the stats.

The dumbest thing you may hear here is: "Show me the state and only after that talk about it". I.e. a guy making about 50% a month, should be suddenly telling all his background information here, like in a confession? Is it so? Stupider situation is impossible to imagine.

By the way, I don't exclude that I will open a signal on September 1st and close it on October 1st because I don't need any signals if my trading is successful.

 
Макс:
66% return? Okay. Will the deposit be enough to wait for all market entries to return?
There is no model and there cannot be one.
Do simple tests - equal step martin designed for 5 to 7 steps. And see with what frequency, with what periodicity they will pour. Both trend-following and flat-following.
I can give an answer in advance based on my tests - complete chaos. The gap between the plums may be at least months, or even 1 day. On any instrument, with any adequate step of shares.
Train your intuition, hypnotize the charts, remember the movement. Any forex algorithm is a fitting to the history. History, for algorithms, never repeats itself. For the eye-brain, it does, because they are far more advanced than dumb algorithms.

I don't need to train anything anymore, my friend. As of September 1st, it's make or break. We'll watch together.

 
Alexander_K:

From your posts, mate, it's immediately obvious that you don't know how to make money from anything - whether it's EI or seeds. Alas...

And the question - why should I show you my stats? Even if I have nothing at all - do I have no right to theorize?

After all, Asaulenko is right - no one here forces anyone to follow one or another strategy, and no one should care about the stats.

The dumbest thing you may hear here is: "Show me the state and only after that talk about it". I.e. a guy making about 50% a month, should be suddenly telling all his background information here, like in a confession? Is it so? Stupider situation is impossible to imagine.

By the way, I don't rule out that I may open a signal on September 1st and close it on October 1st.

I'm looking for and checking, buddy! You're just babbling on about manna from heaven and nothing more... just for fun! )))

SZS: show the state or freeze the signal, it's a reasonable question, because phantasers, and crooks at every turn ;)

 
Alexander_K:

I don't need any more training, mate. As of September 1, it's make or break. We'll watch together.

It's about time.
I've only been trading real since 2004. I can make any algo look bad enough to make the maker feel ashamed))
 
Igor Makanu:

I'm just looking and checking, mate! You're just babbling on about some manna from heaven and nothing more... that's just being a pal! )))

Well, if you're looking for it, tell me and show me something.

If you don't read my posts entirely, beginners at least may see my phrase: "No transformations of initial BP can reduce it to a purely random process". This has been verified in dozens of my studies and immediately gives beginners an opportunity (only give an opportunity, not force!) not to go this way, not to waste time.

Give the same valid conclusions and people will be grateful to you even without your stats.

 
Alexander_K:

Well, if you are looking for it, tell me, show me something.

Even if you don't read my posts completely, novice traders will at least see my phrase: "No transformations of initial BP allow reducing it to a purely random process". This has been verified in dozens of my studies and immediately gives beginners an opportunity (only give an opportunity, not force!) not to go this way, not to waste time.

Give the same valid conclusions and people will be grateful to you even without your stats.

I haven't visited this thread for a couple of months, I remember the topic was burning with eagerness to hack the forex market with a new system. Was it successful?
 
Alexander_K:

Well, if you are looking for it, tell me, show me something.

Even if you don't read my posts completely, novice traders will at least see my phrase:"No transformations of initial BP allow reducing it to a purely random process". This is verified by dozens of my studies and immediately gives beginners an opportunity (only give an opportunity, not force!) not to go this way, not to waste time.

Give the same valid conclusions and people will be grateful to you even without your stats.

That's exactly what I told you at the very beginning of your journey. Remember? But you didn't listen, and you had to go down that road to make sure of it. And to see for yourself, not just take it for granted.

But at the same time, I'm sure that having done dozens of studies in this direction, you have not wasted time for yourself. And, in addition to the main conclusion, you also gained a lot of collateral knowledge, skills and, of course, understanding.

 
Alexander_K:

Well, if you're looking, tell me, show me something.

show me? - what? graphs in the tester? - normal game with MM allows you to draw in the plus many strategies, passed not interesting, bragging, narcissism and PR is not engaged

Alexander_K:

Well, if you're looking - tell me, show me something.

Even if you don't read my posts completely, beginners at least will see my phrase: "No transformation of initial BP can reduce it to a purely random process". This is verified by dozens of my studies and immediately give beginners the opportunity (only give the opportunity, not force!) not to go down this path, not to waste time.

funny! you were looking for a black cat in a dark room and now you're trying to pass it off as a result?

Random processes don't have a trend component, and the markets do! - the market has no trend component, and it's there! It's a random component in time, here's the problem, we don't know the importance of news background to the market, the news flow is constant, but how the market will react to the news... and most importantly when? (insider information!)

All that can be applied to Financial VR is the inertia of the market, what has "flown away" will return, and even here this feature of the market has no randomness!

ZZY: time is random in the markets, any ZigZag settings will not have repeats on the time axis, even regardless of the TF - that's where the total randomness is, and prices ... Well, they are not random, there are regulators, there are interest rates, there are again trends...well, trade with your hundred quid, maybe you were born under a lucky star. will get lucky, and you will believe that you found the formulaE ))))

 
Макс:

I can give an early answer based on my tests - complete chaos. The gap between plunges can be as much as months, as much as 1 day. On any instrument, with any adequate increment of shares.

There's no such thing as complete chaos, Max.

I'm getting tired of showing the charts, but I will show you again.

AUDCHF last week:

Watch closely. Entry into the trade is green circle, exit is red. In order, from left to right.

In the case of a random process we have 2 trades on the plus side. They are given to us by the Warlock indicator (below), which easily copes with the SB.

And here is the 3rd entry into the trade - the indicator failed. Unsuccessful, bad entry. There is no such movement (highlighted in blue rectangle) in random processes! No, there wasn't and there won't be.

This is a clear trending, deterministic movement.

So, the trick is to be able to distinguish between market phases: random and regular. And to make money out of it.