From theory to practice - page 672
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Well, finally.)) At 671 pages. Now the Momentum indicator will be invented.))
Wrote, couldn't stand it, although I promised not to write in this thread.
That's it. Leaving.
Yes, Yura, I too, like you, rejoiced and could not resist emotion :)))
That's right. That's how the market works - from chaos to self-organisation and back again. Calculating the moment of transition is incredibly difficult, but it is possible.
I remain with my deepest conviction that the magic key is non-entropy/entropy. I just can't figure it out :)) I'm getting incredibly stupid here. I've fallen into the firm embrace of the local underdogs and the weak-minded...
What about the magic key? Really, so much desired nagentropy, about which"local nerds and feebleminded" want to hear nothing from the lips ofAlexander_K or Shelepin, or from the lips of other "great experts", should this nagentropy be sent to the same place, where all those distributions, asymmetries, excesses and other kurtosis were sent, i.e. to the rubbish dump? How are you going to live without a key?
But you need the key. You need it like a beacon of light in a dark realm, like a guiding star. That's why you've got to appoint something more sophisticated to that holy place. Until you find a candidate for the key, you'll be wandering in the dark like a blind man... ...like a"local underage and feeble-minded"... And given your adherence to kurtosis and other nonsense, you were an"overstaying underage and feeble-minded", but once you got into this strong embrace here, you became a"local underage and feeble-minded". Such a metamorphosis... but you still can't accept it, which only confirms the diagnosis of"underage and feeble-minded"...I wonder what you know about chaos and self-organisation (well, apart from the familiar sound of the words "chaos" and "self-organisation").
This is a guiding question for you to think about.
:))) And I've already settled down.
Let the TS play in the channel relative to the median in the window=24 hours and screw it.
I have not managed to find the magic key that filters out unprofitable trades.
I will hope for the fate and a miracle - if some flying genius like podotr or CheGevara will say: "Okay, old man - look at page 666 of this book, and everything will become clear to you".
In the meantime, I wash my hands of you and kiss your ass. I didn't make it. I repent.
which is exactly what he came for.)
shamed all physicists and proved that physics is a pseudoscience.
that's what I came for)
What about the magic key? Is it really so desirable nagentropy, about which"local underdeveloped and feeble-minded" don't want to hear fromAlexander_K, Shelepin or other "great experts", should this nagentropy be sent to the same place, where all distributions, asymmetries, excesses and other kurtosis were sent - to rubbish dump? How are you going to live without a key?
But you need the key. You need it like a beacon of light in a dark realm, like a guiding star. That's why you should appoint something more sophisticated to that holy place. Until you find a candidate for the key, you'll be wandering in the dark like a blind man... ...like a"local underage and feeble-minded"... And given your adherence to kurtosis and other nonsense, you were an"overstaying underage and feeble-minded", but once you got into this strong embrace here, you became a"local underage and feeble-minded". Such a metamorphosis... but you still can't accept it, which only confirms the diagnosis of"underage and feeble-minded"...Who's to say... a man who cannot find the transition point from one attractor to another in 7 years. Instead you're looking for all sorts of arrow directions... It's a pity that you got so close to your goal but lacked insight ... and do not say that you are seven feet in the air. It says a lot that you shut down your great branch. And it's a shame you're rude. Otherwise I'd tell you where to go and how to analyze it. That's a shame.
you won't believe it... but what I was looking for, I found. And it's not just one solution, but a chain of solutions. Without finding a solution to the previous problem, it is impossible not only to solve it, but even to formulate correctly the next problem. Although I don't think it's clear to you... You see only arrows, you cannot see beyond them.
Having found a solution to the current problem, I do not stop, but keep digging further and deeper.
But you cannot understand why and why I do it.
I don't need your hints, you bloody hinter... Will you take part in a contest with real prizes? Or don't you want to? If you want to take part - I'll tell you where.
I can continue my thread, if you want.
Unicornis:
The invention and justification of momentum, it must be noted. It's just a little way to go and straight to heaven.
Well, finally.)) 671 pages. Now the indicator - Momentum will be invented.)
Wrote, couldn't stand it, though I promised not to write in this thread.
That's it. Leaving.
Well, thank God...
The thing is, Alexander originally worked with tics and read them according to his law with some sort of intervals.
And now can we say that in such a case the sum of tick increments and the difference between the first and the last value will be the same?
As far as I understand, Alexander has always had asb(return), not just return, and the sum of asb(return) is not equal to the difference of rates at all.
It's hard to read carefully what he has once. There were increments of ticks, the sum of these increments, the sum of these absolute increments.
:))) And I've already settled down.
Let the TS play in the channel relative to the median in the window=24 hours and be lost.
I have not managed to find the magic key that filters out unprofitable trades.
I will hope for the fate and a miracle - if some flying genius like podotr or CheGevara will say: "Okay, old man - look at page 666 of this book, and everything will become clear to you".
In the meantime, I wash my hands of you and kiss your ass. I didn't make it. I repent.
Maxim Dmitrievsky already gave a link to an article by Alexander Gorchakov. In addition to this article, I recommend to watch his lectures, especially about conditionally normal pricing model. Applying his theory may make your approach more meaningful.
I will answer my own question, if no one else could correct it.
First, if we work with ticks as Alexander did, then the sum of increments = price difference...
Secondly, in order to calculate the variance according to his formula the sum of absolute increments is needed. Even if the price difference is the same, the sum of absolute increments in this interval will be different.I.e. the price may go up twice by 100 points, the difference is 200 points, or it may be (+100 - 100 + 100 +100 + 100) the difference is the same 200 points, but the sum of absolute increments is different in the first case Abs(Sum Return) = 200, in the second case Abs(Sum Return) = 500. D = Abs(Sum)/Sqrt(t) is different.
That's why we need to count increments and not price differences. If only because it is necessary to calculate the variance.