From theory to practice - page 1963

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the difference between the market and the SB is that it goes from edge to edge, not just randomly between them. If you collect statistics - it looks like a pure SB. With the eyes - different. And cat's tail

a close analogy from mathematics - something like peano curves and the like - covering the area but having no moments of symmetry. Penrose presented a new (well forgotten) form, but two-dimensional and static. Now we need the same but one-dimensional and in dynamics.
 

Above is a screenshot of the MICEX currency section trading terminal, which I keep track of as my daughter is tweaking there. There is an interesting pattern: if the vast majority of participants expect an increase, there will be a decrease, while if they expect a decrease, the exchange rate will increase. Works in every first case. I would venture to guess that the dollar/ruble exchange rate will fall tomorrow. My daughter is already getting ready to buy).

 
Алексей Тарабанов:

Above is a screenshot of the MICEX currency section trading terminal, which I keep track of as my daughter is tweaking there. There is an interesting pattern: if the vast majority of participants expect an increase, there will be a decrease, while if they expect a decrease, the exchange rate will increase. Works in every first case. I would venture to guess that the dollar/ruble exchange rate will fall tomorrow. My daughter is already getting ready to buy).

Open interest, works in the rarest, rarest cases.
 
Maxim Kuznetsov:
Open interest, works in the rarest, rarest cases.

Every first case, 100% matches in 4 months on all timeframes. Crawl backwards, do the opposite. 40-60% is a flat, further on it is strictly against the expectations of market participants.

Conclusion: The market always works against most of its participants.

Consequence: price movements should not be predicted, they should be recognised.

 
Алексей Тарабанов:

Every first case, 100% matches in 4 months on all timeframes. Crawl backwards, do the opposite. 40-60% is a flat, further on it is strictly against the expectations of market participants.

Conclusion: The market always works against most of its participants.

Conclusion: price movements should not be predicted, they should be recognized.

the conclusion is not like that. the conclusion is more about the question of making an OI...

 
Maxim Kuznetsov:

The conclusion is not that. The conclusion is more about the question of drawing up an EI...

The subject of the study?

 
Алексей Тарабанов:

Object of study?

of the Olympics... obviously

 
OK, we wait for tomorrow. Daughter in roubles, dollars sold at 75.47
 
Алексей Тарабанов:
OK, waiting for tomorrow. Daughter in roubles, dollars sold at 75.47

All in roubles as in silks).

 

I see daddy AK has scolded his son Toddler - "it is not good to remove the signal, everyone should be able to watch him in the hope of seeing the grail " and returned it to display.

Great!

To quote one of Toddler's posts on another site.

Примем гипотезу, что истинное время рынка — это интервалы времени, при которых модуль приращения цены >= среднего значения приращения. 

Рассмотрим еще раз сделку по GBPAUD которая принесла мне убыток и неисчислимые страдания.

Вот она:


Здесь: 1 — вход в сделку, 2 — выход. Итог: страшнейшая просадка и убыток.

Кроме того, обратим внимание на нестационарность дисперсии на нижнем графике. Канал, как будто нарочно сузился перед входом в сделку...

Как тут не вспомнить великого Фа, который утверждал, что зарабатывать на рынке может только тот страждущий, который изыщет стационарность, 
на что Колдун отвечал, что рынок и так стационарен, просто Фа этого в упор не видит :))

Теперь посмотрим, как выглядела бы сделка, если бы мы работали только с теми ценами, временные метки которых удовлетворяют нашей гипотезе.


Невероятно!
Дисперсионный канал стал практически постоянным, изменилось поведение скользящей средней и сделка была бы прибыльной.
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