From theory to practice - page 1716
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Grail Science)))) Tsentovik since february 2019
well why hesitate?
why hesitate?
So it goes)))) Found a nuance in it. Tried to fix it, it didn't work. Then I thought about it and realized that it's not a nuance, it's a twist))))) It works - stay out of it)))
So it comes out)))) Found a nuance in it. Tried to fix it, it doesn't work. Then I thought about it and realised it wasn't a nuance, it was a twist)))))
It works - stay out of it)))
nirvana ;)
Yello - classic trading music
Total components of successful robotic trading:
- direction of noise drift (SB) of a quote down or up or technical analysis 10% (influences the overall result insignificantly)
- Correct and thus absolutely objective volatility measurement 40% (affects everything at once: stops triggering, reliability of technical analysis, spread value (if floating), order tracking, etc.), very critically - the lag, which means no RMS, MA, Bollinger Bands, etc. Only clean price movements
The higher the volatility, the higher the probability of identifying extrema; the lower the volatility, the lower the probability of identifying them. The perfection of technical analysis and the order system will not affect it in any way. In fact, volatility measurement is a clear division of the price character into the tendency of probability distribution (leptokurtosis) according to which the quote moves towards reduction of formation of fat tails and towards their formation. This will give you a statistical advantage and will significantly increase your chances of successful trading.
- order system (either way) 40%
- spreads+commissions+swaps ~10% depending on the terms of the contract, frequency of orders opening.
PS:
The leptokurtosis kind of probability distribution, prevalent in financial markets among others, is apparently understudied. At least I have not found anything good (academic level) on the Internet. Since, apparently, to do this we must use methods that do not depend on the number of counts or at least qualitatively independent, and they are not so much.
But in principle, the impotence of scientists is understandable, two distributions in one are begging to either bring it to normal by increasing the sliding window - the number of samples, or stupidly compare it with well-studied properties of distribution types by finding the degree of difference.
But personally I think it is a monkey's work, because the leptokurtosis distribution is indivisible, and at the same time it is a characteristic of interaction of two opposite processes.
I also understand that it is better to go high frame (linear or not). Reduces the chances of unexpected model breakdowns due to players entering the game from there.
Particularly the move down for Renat was unexpected (but nice)))) And I myself was waiting for what should come there, but did not wait)) Had to get out of the sale earlier. Well, at least I bought it))) ok. At least according to the model.
But watching the price specifically - it behaves differently each time, I do not know what you can dig out there.
Hugging and jumping))))
I also understand that it is better to go high frame (linear or not). Reduces the chances of unexpected model breakdowns due to players entering the game from there.
Particularly the move down for Renat was unexpected (but nice)))) And I myself was waiting for what should come there, but did not wait)) Had to get out of the sale earlier. Well, at least I bought it))) ok. At least according to the model.
But watching the price specifically - it behaves differently each time, I do not know what you can dig out there.
Hughes and jumps))))
1. The "it's better to go to a high frame (linear or not)" - an untested assumption unconsciously taken as a truth - knowingly false.
2. "due to the entry of players from there." - Extremely subjective judgement, you can't and won't know when who and whether there are players there or not at all.
3. "Particularly here on the downward move for Renat was unexpected (but pleasant))))" - Will of chance.
4. "And I myself was waiting for it to get there, but didn't wait)) Had to get out of the sale early." - See p.1
5. "But watching the price is exactly - it behaves differently each time, dzhe chae there can dig. - Just lack of understanding, for what you need to build and know the probability distribution.
6. "Grimaces and jumps)))" - see conclusions of p.1, p.2, p.3
Looks like it's time for a meeting in our professional office, to discuss, so to speak, the way forward
I guess Oleg Automat should wait outside.
Holy shit... you're a professional... what could you possibly be?
======================
A_K, is the level of knowledge below the plinth your level too? Is this lame-ass the boss of you? and you're okay with that?
1. "that it is better to go high frame (linear or not)" - an untested assumption unconsciously taken as true - is deliberately false.
2. "due to the entry of players from there." - Extremely subjective judgement, you can't and won't know when who and whether there are players there or not at all.
3. "Particularly here on the downward move for Renat was unexpected (but pleasant))))" - Will of chance.
4. "And I myself was waiting for it to get there, but didn't wait)) Had to get out of the sale early." - See p.1
5. "But watching the price is exactly - it behaves differently each time, dzhe chae there can dig. - Just lack of understanding, for what you need to build and know the probability distribution.
6. "Grimaces and jumps)))" - See conclusions p.1, p.2, p.3.
Of course there are players with long position holding. And they probably have thicker wallets. What is there to understand)))) You can bury yourself in ticks and figure it out. And that's the beauty of the market, everyone will find (if he finds) what he wants.
There is nothing deliberately false. There are no axioms here)))))
and here's my real.
the usual Formula arbitrage, I wrote about it here yesterday ...............
don't you think you've wasted 3 months of your life, huh?
$300 on the pamm already?)