From theory to practice - page 245
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Money in your socks, in your pants, in your shoes... take it in bitcoins and I'll take it in rubles
Ew, how mercenary you are)))
Ugh, you're so mercenary)))
that's from a casino commercial.)
It's not mine, it's L. Rastrigin's "This Random World", 1974 - I recommend it).
It's not mine, it's L. Rastrigin's This Accidental World, 1974 - I recommend it)
If you quote it, you understand and share and accept it)) Can you drop it off for me to read?
Hooray!!! Now - grab that non-randomness in the form of 'heavy' tails and put them in your pockets. No - in bags, because there are not enough pockets :))
Somewhere in the thick of the pages of this thread I saw screenshots of several deals made with this system.
I can't find them now to quote them, but I think you'll easily remember them - there were at least two and in both the scenario is as follows:
entry, then price goes against the direction of entry, then goes in the direction of entry and then closes with a profit;
with the floating loss at the time of it going against it reaching triple the size of the profit made on that trade.
I have three questions:
1 As long as you have a $25 account there is no problem, but let's imagine that to "line your pockets and sacks" you open an account for say $25,000. And so your robot trades and at one "beautiful" moment, when you look at it, you see that there is a floating loss, well, at least $3000 ~= 174000r of your hard-earned money. Won't your heart flutter? Won't your hand reach out to close it all? How will the investor go to sleep after such a horror story at night? Will he live to see the next day, where POSSIBLY the system will close a deal of +$1000? If you can afford to open an account for more than $25k add the right amount of zeros until you get a feel for what I'm talking about.
2 Your system, in the case described, gave a buy signal and the market went bearish on a move three times bigger than it then gave to buy. Perhaps this means that at the entry point,the correct system prediction would have been a sell? After all, there, right from the entry point the asset went further! It would be logical to try to predict a stronger (farther) movement of the TS and to support opposing moves by a smaller value, wouldn't it?
3 It will be OK if it turns out that those counter-traces were a complete surprise for the system, and if you invert the logic, the total profit will be less, or it will become negative. It happens when all factors are formed for a move to one side, but the market gives a move to the opposite side, and even more distant. But if it is so, we must admit that this system, like all others, cannot calculate the market completely. Do you agree with that? Or am I missing something?
Consequently, the nature of any "living" process cannot be random, and all processes derived from this nature are not random. It follows, my good ones, that the market is a non-random process.
Ewww, same thing ))))
If you want to show that your system works at a profit, they will show it to you and convince you of it.
If they want to sell, they will sell, 100%.
This is what follows from this!
=======
Now frame this post, reduce the risks and stop believing in fairy tales.
Somewhere in the thick of the pages of this thread I saw screenshots of several trades made by the system in question.
I can't find them to quote right now, but I think you'll easily remember them - there were at least two and in both the scenario is as follows:
entry, then price goes against the direction of entry, then goes in the direction of entry and then closes with a profit;
with the floating loss at the time of it going against it reaching triple the size of the profit made on that trade.
I have three questions:
1 As long as you have a $25 account there is no problem, but let's imagine that to "line your pockets and sacks" you open an account for say $25,000. And so your robot trades and at one "beautiful" moment, when you look at it, you see that there is a floating loss, well, at least $3000 ~= 174000r of your hard-earned money. Won't your heart flutter? Won't your hand reach out to close it all? How will the investor go to sleep after such a horror story at night? Will he live to see the next day, where POSSIBLY the system will close a deal of +$1000? If you can afford to open an account for more than $25k add the right amount of zeros until you get a feel for what I'm talking about.
2 Your system, in the case described, gave a buy signal and the market went bearish on a move three times bigger than it then gave to buy. Perhaps this means that at the entry point,the correct system prediction would have been a sell? After all, there, right from the entry point the asset went further! It would be logical to try to predict a stronger (farther) movement of the TS and to support opposing moves by a smaller value, wouldn't it?
3 It will be OK if it turns out that those counter-traces were a complete surprise for the system, and if you invert the logic, the total profit will be less, or it will become negative. It happens when all factors are formed for a move to one side, but the market gives a move to the opposite side, and even more distant. But if it is so, we must admit that this system, like all others, cannot calculate the market completely. Do you agree with that? Or am I missing something?
The answer is that I strongly believe that describing the market by diffusion equations is the only true solution. That's why I don't place a stop loss. I know that everything will return to the average in a well-calculated observation window.
But! Naturally, I am worried about the result. And since I go to work every day, I only look at the result in the evening and my nerves are fine. What would happen if I watched the equity in the course of a deal - I don't know, I can't say.
Also - the system still needs 1 improvement. When going beyond the support/resistance lines defined by the diffusion coefficient, we need another parameter for analysis, let us call it the trend/float coefficient.
At present time I have this parameter - Nonparametric Skew (asymmetry coefficient). It does not work well, but Hurst does not work at all!
I believe that the real additional parameter for analysis is non-entropy, but this has yet to be proven.
When this additional parameter is found - everything will be 100% positive trades, i.e. the Golden Grail. My current grail is not very good, it is wooden... But it is the Grail!
it's from a casino commercial )
I'm terribly annoyed by the morons that these commercials (marasino 777) show. It's impossible to watch any film without it.
without it in the cinema or any other legal way :)
Alexander_K2:
My current setting is Nonparametric Skew (asymmetry coefficient). It doesn't work well, but Hurst doesn't work at all!
I believe that the real additional parameter for analysis is non-entropy, but this has yet to be proven.
When this additional parameter is found - everything will be 100% positive trades, i.e. the Golden Grail. My current grail is not very good, it is wooden... But - the Grail!