From theory to practice - page 464
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When will it end? :)))
Never :)))
Or when some genius on this forum will tell us the Grail algorithm.
Alexander, dividing the global trend into trend and flat sections is a dead end because even if you manage to split them, the trend TS will kill the flat TS and vice versa, and as a result you will trade at 0, like now.
So it is in practice and I'm personally convinced of it :(
I`m going to finish studying ACF and start analyzing your theory.
OK, time, I already wrote about market timing, why do you think that a moving window analysis will give you anything other than market timing and news timing?
look, it's a logarithmic chart of prices within a dayhttps://www.mql5.com/ru/charts/9019306/deurusd-h1-alpari-international-limited
the price moves with a small deviation from the opening price of the day, then the news and there will be a movement, the time of news release is no secret, if you want to find something with the ACF, it's only those bars (on my screenshot) that are below the red line that are subject to mathematical analysis, and the studs (above the red line) that should not see the ACF, they are not in the future - this is the insider, the plans of the masses, this is the trade - buy cheap, sell expensive.... the other question is that it's so quiet on this forum, there were Ganns and wave directors and prophets here - they tried to guess these pinwheels))), but mathematics has no power here
The MAs are not rubbish, they work, but you need to know that there will be a crossover between price and the MA.
Actually, the sliding window is all we have. We cannot, as market makers, do vertical analysis - only horizontal.
I am not in favour of using ACF. On the contrary, I try to explain that its use implies that prices are stationary, which I think is wrong. The news is one of the reasons for their non-stationarity.
I believe that the "physics" of the market is best described by game theory. But it can do little for real trading.
Mathematics, of course, is no panacea, but you can't do without it. The moving averages you mentioned also came from it.
I believe that the "physics" of the market is best described by game theory. But it can do little for real trading.
golden words!
All we can do is to estimate the matrix of strategies that we want to use, if the strategy has a positive expectation on history, then there is a high probability that this strategy will work in the future, and the main problem here is the problem of detecting the inoperability of the strategy
I'm still reading materials on neural networks, I've been doing it for a long time, they cannot predict the market, but you can assess the current situation with the help of NS, as well as you can perform self-optimization... If this mathematical tool can work with time series - first of all you should learn to work with it on artificial charts (to generate them), making sure that the analysis is correct and the mathematical tool can calculate the relationship, then you may try to use price charts - it will take twice as much time, but it will be at least clear what you are looking for and what you should see, and the result - as they say: no result is also a result ;)
Actually, the sliding window is all we have. We cannot, as market makers, do vertical analysis - only horizontal.
I am not in favour of using ACF. On the contrary, I try to explain that its use implies that prices are stationary, which I think is wrong. The news is one of the reasons for their non-stationarity.
I believe that the "physics" of the market is best described by game theory. But it can do little for real trading.
Mathematics, of course, is no panacea, but you can't do without it. The moving averages you mentioned also came from it.
How far have you come in this direction?
Actually, the sliding window is all we have. We cannot, as market makers, do vertical analysis - only horizontal.
I am not in favour of using ACF. On the contrary, I try to explain that its use implies that prices are stationary, which I think is wrong. The news is one of the reasons for their non-stationarity.
I believe that the "physics" of the market is best described by game theory. But it can do little for real trading.
Mathematics, of course, is no panacea, but you can't do without it. The moving averages you mention also came from it.
The MA is not connected in any way with market properties, it is a property of any numeric series. Almost all indicators, about 60 percents of them, are based on MA, that is why it has pushed traders to the abyss with the result 5/95.
golden words!
All we can do is estimate the matrix of strategies that we want to use, if the strategy has a positive expectation on the history, then there is a high probability that this strategy will work in the future, and the main problem here is the problem of identifying the ineffectiveness of the strategy.
I'm still reading materials on neural networks, I've been doing it for a long time, they cannot predict the market, but you can assess the current situation with the help of NS, as well as you can perform self-optimization... But in ACF and any other mathematical tool, imho, if this mathematical tool can work with time series - first you need to learn to work with it on artificial charts (to generate them), making sure that the analysis is correct and the mathematical tool can calculate the patterns, then you may try to use price charts - it will take twice as long, but it will at least be clear what you are looking for and what you should see, and the result - as they say, the absence of the result is also a result.)
The market is not a game. It is useless to search for market laws at random, even with a powerful mathematical apparatus. The search must be restricted by some theory, assumption or logic, which must be formulated beforehand. Avicenna (Abu Ali Ibn Sino) said: Man is mortal, even while drinking his mother's milk.
The MA has nothing to do with the properties of the market, it is a property of any number series. Almost all indicators, about 60 percent of them, are based on the MA, which is why it has pushed traders to the abyss with the result 5/95.
The MA is, in fact, a low-pass filter applicable to any numerical series, including the market.
It wasn't the MA that drove traders into the abyss. ;))
The MA is essentially a low-pass filter applicable to any number series, including the market.
It wasn't the MA that pushed traders into the abyss. ;))
Oleg, agree that, it contains nothing from the market. Why should or is it capable of assessing market conditions?
The market is not a game. It is useless to search for market laws at random, even with the power of the mathematical apparatus. The search must be confined to the framework of some theory, assumption or logic, which must be formulated beforehand. Avicenna (Abu Ali Ibn Sino) said: Man is mortal, even while drinking his mother's milk.
Avicenna (Abu Ali Ibn Sino) can be clarified: Man is already mortal without even consuming his mother's milk.
;))