From theory to practice - page 558

 
Nikolay Demko:

It does exist, and from the experimental data its statistically significant values are established, it (return) equals 0.6, 1, 1.6 from an impulse, which corresponds to continuation of a trend, a flat and a reversal.

And how do you know that the momentum has already ended?
 
Yuriy Asaulenko:
Is there a return in sb? Max question for a C).
No by definition, acf sb is a delta function or whatever.
This is a textbook definition, not some granular knowledge.
 
secret:
No by definition, acf sb is a delta function, or whatever.
1, right.
2. totally wrong. This is the delta function of the normal distribution. But not all of them, either).
 
Alexander_K:

...

Nah, I don't want questions - I want answers or a trading signal based on physical and mathematical theory that I would feel comfortable subscribing to. I don't see any... Open and this topic becomes irrelevant.

Doesn't matter on what theory as long as it makes a profit. You seem to want to apply telegraph-telephonic theory and flag in your hands, as they say, but does it make sense?

 
Uladzimir Izerski:

It doesn't matter on what theory, as long as it makes a profit. You seem to want to apply the telegraph-telephonic theory and so to speak, but does it make sense?

No, I have to be sure that the method of making a profit is not a human dream, but the result of applying the currently known physics formulas.

A trading signal + a brief description of physics or a list of literature, on the basis of which the Expert Advisor was created.

That would be the deal!

 
Alexander_K:

No, I have to be sure that the method of making profits is not a dream to man, but the result of applying currently known physmatic formulas.

A trading signal + a brief description of the physics or a list of literature, on the basis of which the Expert Advisor was created.

That would be the deal!

And if there are theories, but they aren't published in the literature, they won't fit you anymore?

 
Nikolay Demko:

It exists and its statistically significant values are established from the experimental data, it (return) is equal to 0.6, 1, 1.6 of the impulse, which corresponds to the continuation of the trend, a flat and reversal.

Well it's kind of a checked fact, but the problem is that such ratios can be found only on history, because it's not clear which bar is an impulse one and it won't be clear whether it will be a reversal (1.6) or a flat (1.0). Long ago I made TFs that formed from the current bar and entered the history using iHighest() and iLowest() bars, visually the price moved 1/3 of its previous movement, but in what direction and from what to count 1/3 next time... More questions than statistics and analysis.

I've finished Lyapunov's book, it was expected very interesting reading. my only conclusion, maybe if there is any data in market quotes it's entropy, and even after finding entropy (I have many questions too, what is a unit of information, what is a source... = I've studied the theory of information and I'm pretty well aware of where it comes from) - I think that all that will give a change in entropy is only a change in the further state of the market, but no signal or forecast of a trend reversal

ZS: reading this topic and realizing that this event is fascinating... Well, for some reason it reminds me of the proverb: It's very hard to look for a black cat in a dark room. Especially if it's not there.

 
Uladzimir Izerski:

And if there are theories, but they are not published in the literature, would you no longer be suited to them?

No, of course not.

Any diploma or dissertation is written on the basis of known data. Only a grain of something new is added...

Only a genius can create a theory that runs counter to everything. Are there geniuses here? Let them come to the forefront, and we will applaud.

 
Geniuses don't need a stage. They create in silence.
 
Roman Kutemov:
Geniuses don't need a stage. They create in silence.
And money loves silence).
Reason: