From theory to practice - page 265
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I stumbled onto a gold mine myself, posted about it a couple of times in the thread - no one appreciated the Klondike, now I'm making my own efforts and choosing an apartment in Australia
AfterSerge's glowing speeches on the forum, I have dollars in front of my eyes... An obsession...
Gentlemen!!!
No one and nothing can stop me on my way to the Grail! I am in my old age and only dollars can comfort me.
OK, let's take the first quote: "For a Markov process, the time the system stays in a consecutive state is distributed according to the exponential law."
Firstly, nowhere does it say that the opposite is true.
Secondly, this statement itself is thrown without any proof, as well as the further phrase "let's introduce three consecutive "pseudo-states" instead of one state". The process proceeding in such a system will already be Markovian."
And thirdly, "distributed" does not mean "has duration". What makes you think that an aftereffect has a duration on the order of a tick's duration? Have you ever measured it?
Did you know that the aftermath can sometimes be measured in hours? Moreover, it is the long aftermath that allows you to make money, because it is by definition impossible to make money on a process without memory.
In short, my verdict: this is a far-fetched theory, the authors of which have no idea what they are writing about.)
Not to mention the fact that the definition of a Markovian process itself is very murky, I would prefer not to use it.
That's a great motivational phrase!
Serge, you have really brought colour and power to this thread! My respects.
Yeah.
Only the grail is the one chip that doesn't make a loss.
As they say, it's not just the gold yet, but the grail as well.
But "On the way to the grail" I would call this discovery of course, like everyone else - one in a million discoveries.
For example, the vaunted AUDCAD is now giving the country coal. Did it manage to catch the momentum or catch the continuation of the move? Well, it's in complete contradiction to the theory outlined in this thread...
And the increase in volatility is not due to ticks, but this time it is due to this:
That's a great motivational phrase!
Serge, you have really brought colour and power to this thread! My respects.
Thank you for your kind words. Sincerely happy if I could help or inspire!
What about the sliding window and no memory check on the converted stream?
Is the sliding window in your understanding a constant size? That is, do you choose for example a 20 units window and move it in your calculations deep into the data? Or does the size of the window change? Somewhere you wrote that you sawa constant(constant diffusion value or so you put it) in the market when applying a sliding window. I assumed at the time that your window size was variable. Is that not the case?
Also, a few pages ago someone asked you a question, how do you check that the conversion yields a"no memory" flow? Didn't you answer it? At least I didn't find an answer.
Moreover, it is the prolonged aftermath that allows you to make money, because by definition you cannot make money in a process without memory.
You have gone a bit overboard here, about "you can't make money". I respect mathematically savvy citizens, but sometimes they say such things, buried in their abstractions ... Which ouch :) Doesn't beat reality, you have to do something about this "definition" [Or is it worse for reality? :)))].
Here's a "slice" of a very forgettable process for you. The balls in the lottotron fall out, from 1 to 42. Naturally, each next ball doesn't remember what was there before it. So here's a simple "system" that will not just allow you to make money on this nameless "process" and even the grail. We buy when "price"=1 sell "price"=42 and vice versa. There will not be a single losing deal. Although what will fall out the next ball "calculate" can not, it does not depend on the previous "move".
But thank God, we do not need it, if our purpose is to make profit. We only need to know "1" and "42" and just wait till they fall. That's it. There will be no losses, not a single tick against the position :)
I can try to guess so much, bring in neural networks with wavelets and theoretically, martingale with martingales and God knows what, trying to guess balls and make profit at every "move".
P.S.
In the market the same thing, but it's a bit more complicated because of the multidimensionality/fractality. I have no idea where the price will go either in a tick, or in an hour, or in a day. I do not want to know it for a long time, I do not need it. I cannot make 50/50 spreads better, no matter how hard I try, and the hell with it. I don't need it at all. I know something about markets, the analogue of "1" and "42" from the example above, I'm not trying to earn and calculate every "sneeze" and "move". I don't care how the price "wiggles" between those two points, the puppeteers are fiddling or whatever. It doesn't matter. You just have to wait, the "process" will not pass them by.
Sorry, no time to answer at the moment - very busy thinking about money. A little later...
Another genius. BravoWizard2018! I'm getting tired of arguing here. I can't concentrate on quick cash counting methods in my head...
Many interesting things could be done with these transformed series, and not only counter-trends could be traded
It would be possible to create a custom custom symbol on transformed series, and use it to back up any system, including NS.
But there is no article or anything, only whissim waving to us slyly :) and Alexander chuckles, putting bags into a pile.
Let's not lose hope that when the money bags will be sewn, maybe the author's hands will get to the article.
As for the idea of trading the trend with this system, I don't really understand how to choose the entry point and how to identify the exit target?
Do you, Maxim, have any idea how to calculate this from the diffusion of a transformed series?
Only the grail is the chip that doesn't make a loss
For example, the vaunted AUDCAD is now giving the country coal. Any luck catching the momentum or catching the continuation of the move? Well it's in complete contradiction to the theory outlined in this thread...
And the increase in volatility is not due to ticks, but this time it is due to this:
If there is a movement, we will find the news to explain it. (c)
Unfortunately, this phrase isnot mine.
And further from me about the grail -the real grail... Gentlemen, let us all pray that it may never be found!
What is the real grail? It is a calculation tool (formula) that allows us to calculate a fair price at any time and correctly. Once this formula is found,the stock exchanges will close and the shops will remain. People and countries will continue to exchange goods, but at calculated fair prices. And the exchanges, the bids, the tumblers, the bulls and bears, the buyers and sellers arguing - all this beautiful human bacchanalia will become unnecessary! After all, the price, a fair price, will be easy to calculate!!! And there will be nowhere to trade.....
Let people look for the grail, each in their own way and each with the mighty conviction that they can only do it his way. But let them never find the real grail. May trading be with us! Forever and ever =)))