From theory to practice - page 686

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Renat Akhtyamov:

there won't be an insider on the forecourt

Otherwise it will turn out that buying is not equal to selling and other tricks will pop up...

Well then there will be no grail on the forex)

 
Alexander_K:

For the five hundredth time, I am publishing the Grail:

The process variance makes sense to me.

sigma^2 is the usual variance of the sliding window increment distribution

theta^2 is an unusual variance, namely = 2*(b^2), where


nu is an order of gamma distribution, and if we are talking about Laplace distribution, nu=1.

But expectation, may the thunder strike me, I don't understand it...

I reread the correspondence between Automat and Vladimir - options, saturation functions... Fainted and fell asleep...

I tried to build a variance channel relative to the MA and the median, the results improved by about +10%, but it's not the same... Wrong, as it were...

Continuing to dumb down...

Can you explain in simple terms what you saw there?

 
Alexander_K:

Until a reliable parameter of market persistence/antipersistence is found, all is nonsense and flub.

They are always mixed up there is no such mechanism based on TV at least...

I've already gone back and forth from the super complex to the simplest circuitry...no need to look for something that doesn't exist. Don't forget that I wrote that you need to build a theory from facts, not the other way around. I believe you are telling the truth...and want to find the truth but you are forgetting that, as Igor Makanu liked to write, you "stretch" the math apparatus to the price. It does not work that way.

If you do not believe me I will remind you after a hundred pages in this thread agreed?

on page 786... ...)

That way you'll know exactly what's true and what's illusion. And not just you)
 
Martin Cheguevara:

They're always mixed up there's no such TV-based mechanism, nor can there be, at least...

I've already gone back and forth from the super complex to the simplest circuit diagrams...no need to look for something that doesn't exist. Don't forget that I wrote that you need to build a theory from facts, not the other way around. I believe you are telling the truth...and want to find the truth but you are forgetting that, as Igor Makanu liked to write, you "stretch" the math apparatus to the price. It does not work that way.

If you do not believe me I will remind you after a hundred pages in this thread agreed?

on page 786... I'll be there.)

So you'll know exactly what's true and what's illusion. And not just you)

You're right - I'm not arguing. It is impossible to find the coveted key that gives a 90% guarantee of successful entry into the trade. At least I have not succeeded. So what to do?! I think any person will ALWAYS have doubts in the TS, if it is not grounded in theory, if he stupidly does not understand HOW it works. Such a person will always rush to re-optimize it because of the slightest failure. And so on in a circle, to infinity.

I'm still trying to do something, but every day my hopes are dwindling...

 
Vitaly Muzichenko:

Well, then there won't be a grail on the Fore)

yes there will be, there will be...

buying can also be seen as selling in some cases

it's the same with sales - as purchases

forex is a huge lock, just like any other market in principle...
 
Martin Cheguevara:
In my opinion, what is really needed here is to divide the branch into several components, namely:
1. identifying the risks
2. Support and close orders
3. Signalling system of trusted entry points
4. order system for trading in the market
5. Monitoring of trade orders
6. Determining the baseline and the most effective statistical indicators for adapting order tracking
7. Defining "flat" "trend" using recursive periodless method.
8. Analyzing each tool's characteristics and "degrees of freedom" to achieve profits based on the order system.
9. Analyzing and assessing the factor of deposit restore (initial and including maximum profit) after losing some part of it or after serial losses.
10. Study of "break-even" strategies when profit probability tends to 1, and loss probability to zero.
11. Research on the application of market tick volume "ripples".
12. Basic trading strategies using one order taking into account 98% randomness of the price in order to use small, although small, percentage advantages due to a slight shift of the probability distribution curve.
It goes like this... And each question requires two or three programmers and a mathematician... Why each question... because each question should be solved in parallel as each question depends on the others, it's easier and more efficient to connect so many factors when there are already separate ready modules but not combined at the beginning rather than at the end.
I would put the question "from theory to practice". I think with an intensive round-the-clock mode in two to three months would be a fully ready and effective product.Unfortunately, as already imprinted earlier, it's impossible to organize such a thing here. And in other places and forums all the more so, as nowhere have I seen such a tight community like this hot and lively discussion of various topics ...

I gave a clear scheme of what to look for and how to build a system.

 
Martin Cheguevara:

I can't reveal what I know ... and I don't need to. i can't reveal what i know ... and i don't have to ... as your rails that you follow may open more than i did ... but out of respect for people like Novaja, Aleksandr_K i'll give a hint ... here you see the growth of tick volumes ... i don't see a pattern ... I'm not talking about signals, I'm saying that randomness is randomness in 98% ... but the character of random movement can give something important considering the fact that thick tails are formed after the red line. Novaja knows approximately what I mean) I didn't come to it based on the volumes themselves, it's just that those signals, which are not related to any volumes at all, were especially profitable and approximately coincide with those places where the red line is... not in all places where this line is... it's understandable... but exactly where one of the red lines is.

build a correlation of analysis of events preceding to what has already happened, and you will see what you need to see and where you need to see it.

and show you where to look. And why.

 
Martin Cheguevara:

Can you explain in simple terms what you saw there?

There I found a new way of calculating the variance of the process, simply - the width of the channel around the mean.

The genius and simplicity of the formula lies in the fact that you don't have to think about quantiles. Everything is calculated by itself.

I'm testing it now.

 
Martin Cheguevara:

I don't know)) I always have one question on my agenda that I can't solve yet...but everything else has been implemented for a long time) and it works no matter what period it is...of course there are crises but I can see it anyway...and in time...

here's the question... it's fundamental..:

For example, the drawdown is small, you've lost let's say 20 dollars, how to increase average profits without increasing lots so that risks do not increase or at least hold at an acceptable level ...?

This is why the drawdown (fixed by a stop loss, for instance) always affects profitability in the long run, and sometimes it snowballs into a growth of lots and risks, since you have to recover this drawdown. Of course, this is not about signals, but about ways to open and close trades. It would be cool to discuss it here or send me a link to a branch where one suggested some ideas on how to do it...

The increase in lots is essentially a reduction in the distance to the 0 line...

I will only say that the solution to this issue - 30% of the work on earnings in forex and generally in any market without a difference.

has shown what the downsides are. and what more needs to be found.

 

And we need to find a universal method of identifying emissions because it is imperative to close on them.

That's it, isn't that enough to keep you out of the wrong places?

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