Renat Akhtyamov: Have you ever evaluated the performance prospects of this creation?
Well, on my tester the results are astonishing - around 100% per month. But real is real - the results in the form of a state will certainly be presented.
Well, on my tester the results are astonishing - around 100% per month. But, real is real - the results in the form of a state will certainly be presented.
And I'm waiting. While I shake the mice out of the bags. I've already cleaned my wallet.
I was wondering...
Did you get the distribution of the increments
However, smart people write the following
"... the location of each member ofa time series is strictly defined and cannot be changed arbitrarily: each sample is strictly bound to the point in time of its observation ..."
I use ticks to work in Erlang flows. I personally have no luck with official OPEN/CLOSE flows. I remain deeply convinced - the time scale in the market is not uniform and to read data in equal time intervals is the worst mistake. IMHO.
Well, on my tester the results are astonishing - around 100% per month. But, real is real - the results in the form of a state will certainly be presented.
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Have you ever evaluated the performance prospects of this creation?
Well, on my tester the results are astonishing - around 100% per month. But real is real - the results in the form of a state will certainly be presented.
Well, on my tester the results are astonishing - around 100% per month. But, real is real - the results in the form of stats will certainly be shown.
Have the overnight spread expansions been taken into account? If not, then you have made pseudo-earnings on spread expansions.
Well, on my tester the results are astonishing - around 100% per month. But, real is real - the results in the form of a state will certainly be presented.
100% per month?
OK.
Wait for it
100% a month?
Norm.
Waiting for
And I'm waiting. While I'm shaking the mice out of the bags. I've already cleaned my wallet.
Man, what's that got to do with "trader's ABCs"? Where'd you see that? That's a real turnoff. Some kind of mirror in your head.
It was about the definition of self-similarity. You see? Or are you going to do another stunt?
It doesn't matter what it was about. I asked you a specific question.
But you're incapable of answering it, so instead of answering you're ranting and demagoguery.
Probably because you yourself are not familiar with the "subject" you recommend.
And I'm waiting. While I shake the mice out of the bags. I've already cleaned my wallet.
I was wondering...
Did you get the distribution of the increments
However, smart people write the following
"... the location of each member of a time series is strictly defined and cannot be changed arbitrarily: each sample is strictly bound to the point in time of its observation ..."
I use ticks to work in Erlang flows. I personally have no luck with official OPEN/CLOSE flows. I remain deeply convinced - the time scale in the market is not uniform and to read data in equal time intervals is the worst mistake. IMHO.
Well, on my tester the results are astonishing - around 100% per month. But, real is real - the results in the form of a state will certainly be presented.
Curious.
It doesn't matter what the question was about. I asked you a specific question.
But you can't answer it, so instead of answering, you start demagoguery and are also rude.
Probably because you're not familiar with the "subject" you're recommending.
You're making a fool of yourself...
Bless you, smart-ass.