From theory to practice - page 1672

 
Martin Cheguevara:

statistics are statistics.


In other words, you calculate the statistics according to the time of day, when the volatility and emission sigmas are and use the order system at a certain time?

 
Evgeniy Chumakov:


I.e., you have calculated the statistics by time of day, when the volatility and sigmas of emissions are and using this information at certain times to apply an order system?

Forum on trading, automated trading systems and testing trading strategies

From theory to practice

Martin Cheguevara, 2018.10.22 11:29

In my opinion, what really needs to be done here is to split the branch into several components, namely:
1. Risk identification
2. Support and closing of orders
3. Signalling system of trusted entry points
4. Order system for trading in the market
5. Trade order control
6. Determination of basic and most effective statistical indicators to adapt order follow-up
7. Defining "flat" "trend" using recursive periodless method.
8. Analyzing each tool's characteristics and "degrees of freedom" to achieve profits based on the order system.
9. Analyzing and assessing the factor of restoring the deposit (initial and including the maximum profit) after losing some part of it or after losing several times.
10. Study of "break-even" strategies when profit probability tends to 1, and loss probability to zero.
11. Research on the application of market tick volume "ripples".
12. Basic trading strategies using one order taking into account 98% of price randomness in order to use a small, although small, percentage of profit due to a slight shift of the probability distribution curve.
It goes like this... And each question requires two or three programmers and a mathematician... Why each question... because each question should be solved in parallel as each question depends on the others, it's easier and more efficient to connect so many factors when there are already separate ready modules but not combined at the beginning rather than at the end.
I would put the question "from theory to practice". I think with an intensive round-the-clock mode in two to three months would be a fully ready and effective product.Unfortunately, as already imprinted earlier, it's impossible to organize such a thing here. And in other places and forums all the more so, as nowhere have I seen such a tight community like this hot and lively discussion of various topics ...

The team of programmers and mathematicians has not changed since page 676.

 
Evgeniy Chumakov:


I.e., calculate the statistics by time of day, when the volatility and emission sigmas are and use this to apply an order system at certain times?

Forum on trading, automated trading systems and testing trading strategies

From Theory to Practice

Martin Cheguevara, 2018.10.22 12:40


about the patterns...i can't reveal what i know .... i don't need to... as your rails you follow may open more than i did, but out of respect to the likes of Novaja, Aleksandr_K i will give you a hint... here it is you see the growth of tick volumes... not a pattern... I'm not talking about signals, I'm saying that randomness is randomness in 98% ... but the character of random movement can give something important considering the fact that thick tails are formed after the red line. Novaja knows approximately what I mean) I didn't come to it based on the volumes themselves, it's just that those signals, which are not related to any volumes at all, were especially profitable and approximately coincide with those places where the red line is... not in all places where this line is... it's understandable... but exactly where one of the red lines is.

build a correlation of analysis of events preceding to what has already happened, and you'll see what you need to see and where you need to see it.


and here's another on page 676

 

My comments are guided by statistics, so my judgement will always be correct.

I do not need to come up with anything new, and the rest has already been shown to me and chewed up a long time ago.


To Caesar the things are Caesar's: to the foolish - theories, to the clever - facts, to the talented - practical application, to the genius - power over the nature of facts.

Nothing will change after 1000 pages.

So there is not much to say...

 
Alexander_K:

That's what I do. When I thin out the quotes depending on the time of day, the channels are just as flat. Well, I try to avoid huge price jumps with the break indicator. But I try to avoid them, I haven't learned how to do it.

I do not open the signal yet not to shame myself once again. I will show and tell you if the market is good.

This is the forum for trading, automated trading systems and strategy testing.


From Theory to Practice

Alexander_K:

I cannot trade on the market without having found a reliable parameter for market persistence/antipersistence.


Martin Cheguevara, 2018.10.23 20:02

They are always mixed there is not and cannot be such a mechanism based on TV at least...

I've already gone back and forth from the super complex to the simplest circuit diagrams...no need to look for something that doesn't exist. Don't forget that I wrote that you need to build a theory from facts, not the other way around. I believe you are telling the truth...and want to find the truth but you are forgetting that, as Igor Makanu liked to write, you are "pulling" the math on price. It does not work that way.

If you do not believe me I will remind you after hundreds of pages in this thread agreed?

on page 786... or a future one)

So you'll know exactly what is truth and what is illusion.

And not only you)


By the way, I forgot to remind you from page 676... ...after almost 1000 pages... greetings from me to the present and maybe to you in the future=)

 

Martin Cheguevara:

genius is power over the nature of facts.


Are you a genius?

 
Evgeniy Chumakov:


Are you a genius?

If you don't praise yourself, no one will.)

 
When stupidity becomes ubiquitous, it begins to represent real power.
I'll stand aside for a moment.
Good luck and success to all!
 
Макс:

If you don't praise yourself, no one will.))


I asked for a reason.

 
Martin Cheguevara:
When stupidity becomes ubiquitous, it begins to represent real power.
I'm gonna stand back.
Good luck and success to everyone!

Gee, everyone's a fool again)))) I've heard that one before))) It's contagious, I guess.)))))))))

Reason: