From theory to practice - page 1731
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Yura Asaulenka was also convinced that the market was an SB and fought it as an SB. He built a channel, when the price moved from the channel boundary to the midpoint (which is 66% of the time in the case of the SB) he took a profit, when it moved to the other one, he triggered a stop. The strategy was as dumb as a hammer. Well, and fooling around here with nothing to do....
A radio amateur SB is not an SB at all.
in any game, there has to be an expert
otherwise there's no one to learn from
an expert always running in the bush, from whom you can learn a lot
he probably used to put satellite dishes on houses the same way, sneaking around and ticking off if i'm not me and ... not mine.
I agree with Che about samples. Why should any sample we choose be right? (in the context of price time series).
Price can go the way of any of the conventionally infinite sample lengths.
a constantly running around in the bushes, from whom you can learn a lot.
he must have put satellite dishes on houses the same way, sneaking around and ticking off if i'm not me and ... not mine.
maybe.
Personally, I don't understand the physics he's got there
about mine, I'll explain.
Choe was bragging yesterday that he doesn't know what TF to choose
Chto yesterday boasted that he does not know - what timeframe to choose. I answer: any, because the result of the calculation on the FormulaE is the current price, which is the same on any TF.
but the data that it needs to be filled in - these are the volumes of purchases and sales, as well as at what price
is the volume of purchases and sales and at what price
What kind of volumes? Like lots? Or absolute amounts of increments?
maybe.
Personally, I don't understand the physics he sees there.
I'll tell you about mine.
Choe was bragging yesterday that he does not know what TF to choose
Chto yesterday bragged that he does not know - what timeframe to choose. I answer: any, because the result of the calculation by the Formula - the price, which is the same on any TF.
and the data that need to be substituted in it - these are the volumes of purchases and sales, as well as at what price
I understand your theory that the volume of futures rules the price of the spot
Of course it's bullshit, by definition, although sometimes it's beautiful - the price goes against the volume.
Sometimes you scratch out these "nice" deals and show them, and the rest of the time you lose and walk around in your pants.
What are the volumes? Like lots? Or absolute amounts of increments?
Zhenya, don't beat yourself up, for in this world everything is relative
Changing the volume of buys/sells gives a multiple of the price movement
so what difference does it make - in what you measure not only volumes but also prices?
that's the whole theory right there in that post.
think, or walk like a horse
;)
Sasha sent me the file in his personal message.
Maybe you can tell me what's interesting, or maybe it's nothing.
the hardest thing was growing both the deposit and equity at the same time
separately is like two fingers on the pavement, but together.... - a complete finish, as .rocker does not want the trader to have a consistent profit on the plus side,
So he started my training.
the training isn't by the book, no.
he started his training in practice, i.e. gradually showing me everything he can do to make the profit go into minus.
once he even called - come here, i can show you a lot of different things, we have a lot of them
but the fact is.
he lost anyway.
let me draw your own conclusions from this post. what is the market: SB? Statistics? Trends? Flats?
after these questions, there is only one thing to say - forget about this baby talk forever
;)
The real account for today.
I don't know if I'll have time to look at it... I work on weekdays and analyse my TS at weekends: results of the week, possibility to make changes, etc. I'll try.
Dynamic window....
Once again - with sliding windows >= day, you need to analyze specific calendar cycles: day, week, month, quarter,.... Here I fully support Max Kuznetsov and the forefather of this approach - old Gunn.
Within a day and night, yes, it should be dynamic. Tricky. In this case we should work with some sample size of events, which corresponds to some floating time window. I.e. number of events = const, and time of events must "float" between periodsof trading sessions.
If this is difficult to perceive, then windows < days should not be used.