From theory to practice - page 55

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Yuriy Asaulenko:

First we conduct (ourselves, mind you) an average. And then we declare that the price to the average (or the average to the price) will not tend. And what kind of average do you have?

Speaking of cats, including Schrodinger's. You don't like cats? - You just don't know how to cook them.

You need to switch to spherical horses.

Ha! And remember, I asked - here are those who use average MA or some other, what sense do they put into it? How can they be so sure (those who use Bollinger) that the price, even after exceeding all imaginable and unimaginable levels of confidence, will suddenly start to return to the average?

In our case, for the millionth time, we are not dealing with the price itself, but with its probability density function! We're dealing with probabilities! And the average is just a measure of the central tendency (drift) and nothing more.

In our case, only a weighted WMA average with weights that are calculated as I have described in this thread makes sense. No more and no less.

But, here's the trouble, I now have weights in TC calculated from t2-distribution, and this is not so, far from it...

 
Alexander_K2:

Ha! And remember I asked - those who use the average MA or whatever, what sense do they put into it? How can they be so sure (those who use Bollinger) that price, even after exceeding all imaginable and unimaginable levels of confidence, will suddenly begin to return to the average?

In our case, for the millionth time, we are not dealing with the price itself, but with its probability density function! We're dealing with probabilities! And the average is just a measure of the central tendency (drift) and nothing more.

In our case, only a weighted WMA average with weights that are calculated as I have described in this thread makes sense. No more and no less.

But, here's the trouble, I now have weights in TC calculated from t2-distribution, and this is not so, far from it...

Let me ask in passing - I hope you understand the difference between equity and balance?
 
Alexander_K2:

Ha! And remember I asked - those who use the average MA or whatever, what sense do they put into it? How can they be so sure (those who use Bollinger) that price, even after exceeding all imaginable and unimaginable levels of confidence, will suddenly begin to return to the average?

In our case, for the millionth time, we are not dealing with the price itself, but with its probability density function! We're dealing with probabilities! And the average is just a measure of the central tendency (drift) and nothing more.

In our case, only a weighted WMA average with weights that are calculated as I have described in this thread makes sense. No more and no less.

But, here's the trouble, my weights in my TS are now calculated from the t2 distribution, and it's not so, far from it...

Once again, either the price will go to the MA (average) or the MA to the price (or behind the price). MA can be calculated in many ways, your method is only one of them. Other methods are not necessarily worse.

By the way, the method of constructing the MA also determines the type of distribution.

I have already written that polynomial regression as an average is very good, and you can build a distribution from it. This is good for a model, but for real-time it requires a lot of resources, which is not razzo

 
Renat Akhtyamov:
Let me ask you in passing - I hope you understand the difference between equity and balance?
Ahem... That's the kind of question that makes me want to flee from Forex and this forum as well. Alas... I don't know... But, I'm a fast learner! :))))))))))))))))))
 
Alexander_K2:
Ahem... After such questions I want to immediately flee from Forex and this forum as well. Alas... I don't know... But, I'm a fast learner! :))))))))))))))))))

I can see

Forum on trading, automated trading systems and testing trading strategies

From theory to practice

Renat Akhtyamov, 2017.12.11 16:34

I can see with the naked eye - someone is hardcore breaking the euro.............

and the cotier is taking him for a grandmother...

Am I right?


I will even say more.

Your balance sheet is now growing slower than your profits are going into deficit.

And I'm predicting right away - the chart on the euro will go in a sawtooth direction.

And all because you lost the spread in the calculations by the usual division, i.e. (asc+bid)/2

And the risk is unrealistically high.
 
ILNUR777:
Is the author obligated to guess the validity of all your fantasies, or just this one? ))))
Now someone is smearing boogers on the wall, hard while no one is there. I predict it won't stop until someone comes and burns it. It's all down to lack of manners and laziness.
Am I right?
Oh, man. The author hasn't said a word about how he trades at all. And all-knowing Rena has already mentally drained his own depo for him in his fantasies))))).
Not enough of his own leaked)))))

What's there to guess?

read it,figure out how to trade.

it's good if it's not true.

The theory is there, but not a word about the practice.

so he wrote

 
ILNUR777:
This is called not just guessing, but fishing out information. The intonation is clearly not suggesting, but asserting.
The author hasn't said a word about how he trades or on what movements.
It makes more sense to ask him directly how he trades. It is more logical to ask him directly than to ask him like this.
If he hasn't written about his practice, now it means that we have to describe it for him. Then you can pour out 100500 more variants here, with questions of "I'm right".
That's the kind of thing you always fall apart on, Renat. I'm sorry. But you do not have grail, and the courage to seek it is almost gone ( but what, those too human, too want to predict, maybe I too see through space).
Well, if we're being honest, I wrote the truth.
 
Ilnur, how much is the euro spread? Look at the chart and the saw, compare its start time and my post which you did not believe. Personally, I don't need anything.
 
Yuriy Asaulenko:

Alexander, look at the picture. There's the average and the RMS. Look at how many possible trades there are, good and different. It is not a fact that all of them will be profitable).

Already with this you can work perfectly well without involving any complicated theories. I would even like to say: without any ingenuity).

Everything, as you see, fluctuates around the average, and does not go anywhere. What makes you think that the price will not go to the average? Mistakes, of course, will and should be made.

mmm, now coming to the invention of the bearded strategy bbands(ma(rsi)) on page 56.

 
Petr Doroshenko:

mmm, now coming to the invention of the bearded strategy bbands(ma(rsi)) on page 56.

I don't care if it's like Hottabych's.) The main thing is efficiency, not age).

In general, there is nothing new on the market, and there never will be. The main principle of any strategy: buy cheap - sell expensive. Everything). It is a question of strategy only to determine where cheap and where expensive.

By the way, Alexander said that his strategy is practically Bollinger, only Bollinger was wrong in this and that.

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