From theory to practice - page 1644
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You think I understand why I get a picture like this:
and then one day I'm in profit
and so it always happens - and there are only 50 lines of order managing code.
The market should always form the logic of the system, because the logic should be consistent with the market, and its absence too, by the way;)
This is more or less what I had in the beginning.
Why do I say they were, because they are not now
wizard is right - a prolonged trend
this is what will break this system
it's also a puzzle, but with a simple solutionabout the same as I had in the beginning.
That's why I say it was, because it's not now.
Wizard said it right... a prolonged trend.
that's what's going to break this system.
it is also a puzzle, but with a simple solutionIf you know the probability distribution of the market and its properties - there will be no problems neither in a prolonged trend nor in a flat.
the thing is, no matter what you do, the probability distribution is the only thing that is fully adequate to the market after all.
And the more time passes the more adequate the distribution itself and the system that trades on it.
Of course you don't know what I mean, and at the same time you do, because you know that if you add up all market movements you get practically zero;)
Why is it statistically zero?)
If you know the probability distribution of the market and its properties, you won't have any problems in a prolonged trend or in a flat market.
If you know the market's probability distribution and its properties, you won't have any problems in either a prolonged trend or a flat market.
The more time passes, the more adequate the probability distribution itself and the system that trades it is.
And the more time passes the more adequate the distribution itself and the system that trades on it.
Of course you don't know what I mean, and at the same time you do, because you know that if you add up all market movements you get practically zero;)
Why is it statistically zero?)
would be if the market had one price rather than two
If you add up all the market movements, it's practically zero;)
Why is it statistically zero?)
If you add up all the market movements, you get the current price.
that is, the current price minus the starting price.
if we add up all market movements - we will get the current price.
i.e. the current price minus the starting price.
it is very easy to refute your assumption by asking you where the starting price is)?
and there is only one place for the starting price to correctly determine the position of the current price)?
If you add up all the market movements, we get the current price.
That is, the current price minus the starting price.
No, you're right, we get the current price.
That is, take the starting price at any time and add to it all market movements from the start of the calculation to the current date and you end up with thecurrent price.
it is very easy to refute your assumption by asking where is the starting price?)
and there is one single place of the starting price to correctly determine the position of the ending price?)
it would be so if the market had one price and not two
the market has one price which is affected by three types of forces:
randomness, forces to buy, forces to sell
all in principle.
Randomness forms both directional moves and flat patterns.
The market has one price, which is affected by three types of forces: randomness, forces to buy and forces to sell all of which form directional moves and flat patterns.
It is easy to see it if you do this:
and everything else, simply put, is almost completely random to us.
the market has one price which is affected by three types of forces:
randomness, forces to buy, forces to sell
all in principle.
Randomness forms both directional moves and flat patterns.
The market has one price, which is affected by three types of forces: randomness, forces to buy and forces to sell all of which form directional moves and flat patterns.
It is easy to see it if you do this:
if you think so, then so.
it's not so according to me, so it's not so
---
two right ways, both right ways.
;)