From theory to practice - page 697

 
Novaja:

Thanks to _Vizard, _o0O (I think it's the same person), thanks to Secret, Yrij Azaulenko.It's a gift, though not yet final.


PS One should know the enemy in the face))

There are long ears sticking out of the hat. What will the magician take out? A hare or a rabbit?)

 
khorosh:

There are long ears sticking out of the hat. What will the magician pull out? A hare or a rabbit?)

Nothing))

 

Hmm... Are you on the run again?...

I got you an ACF SB... No, you didn't...

 
Novaja:

Thanks for Bulinsky Shiryaev, I'm reading it.

Quite a serious book. Compared to the derivation of the law of the repeated logarithm the problem of finding the ACF for SB will seem like nonsense to you.

 
Олег avtomat:

Hmm... Are you on the run again?...

I got you an ACF SB... No way...

You still believe that only the most probable events occur?

 
Aleksey Nikolayev:

Quite a serious book. Compared to the derivation of the law of the repeated logarithm, the problem of finding the ACF for the SB will seem like nonsense.

please share the link
 
Aleksey Nikolayev:

Do you still believe that only the events with the highest probability occur?

You are confusing the concepts.

1) Events in life can happen with any probability. Even the most improbable ones.

2) Events whose conditions are written down in the algorithm are realized if and only if the conditions are realized. Events are not realized if the conditions for their realization are not realized.

 
Aleksey Nikolayev:

Quite a serious book. Compared to the derivation of the law of the repeated logarithm, the problem of finding the ACF for SB will seem like nonsense.

The problem to find the ACF for SB is indeed nonsense, and without any comparison. And I wonder why there are such difficulties with it here. Apparently, due to misunderstanding of the matter.

(I must confess, I used to pass these exclamations by taking them as a kind of joke, trolling.... but no, it turns out it wasn't a joke)

 
Mikhail Dovbakh:
Right.

https://c.mql5.com/mql4/forum/2010/03/beshi1.gif

sorry, wrong picture

Let's calculate the integral for different variants of sorting the increments and obtain the following picture (approximately):

I.e. we will go from A to B in different ways, but the prices are defined as follows:

The price of A and the price of B are known to the quoter in advance, and we only know A.

What have we got by sorting out the increments (?) - personally I don't understand the value of such an action, because the increments can change completely randomly.

Also, I don't understand the point of this kind of research, since nobody knows the algorithm for following from A to B, including the price of B.

However, if one trade is opened, the equity will copy the movement trajectory or mirror the traversed path (buy/sell).

We are left to assume that it is more useful to construct an equity function beforehand, and only then come up with a strategy...

 
Олег avtomat:

You are confusing the concepts.

1) Events in life can happen with any probability. Even the most improbable ones.

2) Events whose implementation conditions are prescribed in the algorithm are realized if and only if the prescribed conditions are realized. Events are not realized, if the conditions for their realization are not realized.

1) This is a quite specific notion of an event from Kolmogorov's axiomatics.

2) There are no algorithms in this axiomatics.

Reason: