From theory to practice - page 152
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Here's a look at the period. EURUSD from 2018.01.11 to 2018.01.15.
Plot your chart for this period.
ILNUR777:
About Schnoll.
I looked it up. I don't see what the problem is at all. Space is anisotropic. Well, what's new about it? It's perfectly natural that all sorts of radiations depend on the position of the earth, eclipses, etc., etc. So?
After all, a biochemist is better off minding his own business and not getting involved in cosmology.
The author didn't seem to say that the size of the sliding window is constant. Although it's hard to know what he was saying there. If he confirms the agreement with red words, then with such physicists we soon will not be able to fly to space either, what a cat to catch by schrödingers.
He did. Moreover, this size is calculated on the general population.
In principle, if it passes the test, you can ignore it.
The test is as follows: the general population is divided into two parts, left and right. The constants are calculated for the left part, and applied to the right part.
If the calculations do not change for the right part, it is possible to talk about a conditional constant.
Because it can't be many ticks, it's not 2-3 million minutes, 2-3 million ticks is a year.
And a stable strategy should be tested with data for several years. Unless the condition of strategy lifetime finiteness is specified, and formulas for calculation of new parameters are given. And even then it should be tested on the interval of several years, with constant adjustment of parameters.
He did. Moreover, this size is calculated on the general population.
In principle, if it passes the test, you can ignore it.
The test is as follows: the general population is divided into two parts, left and right. The constants are calculated for the left part, and applied to the right part.
If the calculations for the right part do not change, it is possible to talk about a conditional constant.
Because it can't be many ticks, it's not 2-3 million minutes, 2-3 million ticks is a year.
And a stable strategy should be tested with data for several years. Unless the condition of strategy lifetime finiteness is specified, and formulas for calculation of new parameters are given. And even then, it should be tested over several years, with constant adjustment of the parameters.
I must have misunderstood. It's hard to speculate for the author. Otherwise I agree with you. There's nothing to talk about if he draws conclusions about the robustness of the system by adjusting parameters once.
The whole situation with Alexander and the forum members is more and more reminiscent of the anecdote about the Japanese saw and the rugged Siberian loggers.
Alexander is trying to invent bicycles with the enthusiasm of an ignorant person, and the tough Siberian loggers answer him: same thing.
I stand corrected, he is enthusiastically trying to apply his expertise on matters in which he is well versed, to a field in which he has little experience.
The classic mistake all academic people make is to drag their previous backgrounds into the market. Who knows what they are up to)
The whole situation with Alexander and the forum members is more and more reminiscent of the anecdote about the Japanese saw and the rugged Siberian loggers.
Alexander is trying to invent bicycles with ignorant enthusiasm, and harsh Siberian loggers are answering him: same thing.
So I've got it wrong, then. It's hard to speculate for the author. Otherwise I agree with you. What to speak about if once having adjusted parameters he draws conclusions about robustness of the system.
A point of principle.
Everyone is saying that we should check the history and, preferably, test it in real time for 50 years, then yes, OK, we will take it into operation.
Let us think about it. Here we have a plot of the behavior of the probability amplitude (the lower one from those I have posted for AUDCAD), in fact it is the solution of the Fokker-Planck equation for the given currency pair.
Read Feynman:
That is, we see the behaviour of the wave function on the chart. It CANNOT change, it is the only one for a particular currency pair. This means that all we have to do is test it on a meaningful sample size (I think 1-2 months) and that's it - it's done.
Prepare your pockets, dust them off!
The classic mistake all academic people make is to drag their previous backgrounds into the market. Who knows what they are up to)
I just personally saw that the statements of the author, as far from being a novice in science, he probably must understand the absurdity of what he does. All the more so because he is intimately familiar with similar processes in physics. That is why I am trying to complicate his own words. I just do not believe that the author believes in robustness of that primitive thing he himself lays out. Dissonance in a head from what he has told about a methodology and about earlier declared titles in a science. If one is from science, it is somehow strange that he invents this particular bike, even stranger are the theories that this bike will ride the mountain ranges of the markets.
Well, bicycles can be useful. I used to study the market that way. When you invent a bicycle and then find out that it's already been done, it's useful in that you have a deep understanding of the problem.
On the other hand, bicycles show that the inventor is amateurish. A person without having studied the experience of those who came before him, ventures into an unknown realm. Naturally, one will be in for a world of hurt.
I am personally impressed by his exertion, I even write off some boastfulness to inexperience in developments, so I will not judge strictly.