From theory to practice - page 730

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Novaja:
Why can't we represent BP by points, what prevents us from doing so?

The swing around the point at BP is its very volatile non-zero internal movement (for the current TF). The internal motion around the SB point is zero.

 
Олег avtomat:

The swing around the point at BP is its very volatile non-zero internal movement (for the current TF). The internal movement around the SB point is zero.

Thanks
 
Alexander_K:

I'll just publish the modelling data in a sliding window = week.

What for? Well, no reason... Let people watch - maybe they'll see the Grail and give me a hint...

EURUSD 2018 is coming up next.

In total: 4 profitable deals, 1 - "in zero", 1 - negative.

А! I forgot to tell you... What's unique about this simulation.

That I don't use any optimization, no tweaking or tuning.

Everything is strict:


Process variance:

Moving average - simple MA.

The time window is a week.

Basta, you little guys - the fight for the Grail has reached the finish line.

Alexander, as a friend, give up the Variance process, it won't do any good, I've already realised that
 
And if we imagine that everything that surrounds us is not random, but only the consequence of regularities, then all random processes are automatically transferred to the rank of regular, not using the word deterministic, regular, with the consequence that both SB and VR can be ranked as the same processes, with a structural difference.
 
Novaja:
It's not even up for discussion, the proof is in Oleg's thread.

PS. So you are limited in your ideas.
Oleg's branch is a fitting of history, and on 2 or 3 transactions. There is no evidence there, nor can there be. Learn the basics, or you will live your whole life with noodles on your ears, presented as "new ideas, unknown to science").
 
secret:
In Oleg's thread there is a fitting story, and on 2 or 3 transactions. There is no evidence there, nor can there be. Learn the basics, or you will live your whole life with noodles on your ears, passed off as "new ideas, unknown to science".)
Why so rude, I learn and evolve, hence the "uncomfortable questions", you can stop there, just say stop, I've had enough, but no, human nature comes out, not enough ...
 

:))) SB... One love...

I would like to point out that:

1. the SB process is indeed simpler than real BP.

2. I personally do not have enough evidence to say that it is possible or impossible to make money on SB. Let it be strictly =0. Left to its own devices, as they are called...

3. If so, then (see point 1) on real VR we will always have strict "-" at selected trend or counter-trend strategies.

4. It requires irrational thinking, in order to turn a strict "-" in the market into a "+".

For this purpose a trader must have a key, a trigger, a memory - whatever you want to call it: at one value it will enter in the trend, and at another one - against the trend.

I have written about it many times... Everything else is pampering and childish nonsense.

 
Олег avtomat:

The swing around the point at BP is its very volatile non-zero internal movement (for the current TF). The internal movement around the SB point is zero.

Logically, the greater the probability of non-zero movement, the higher the possible profit at a constant spread.

Correspondingly, the volatility of BP should always be larger than SB and as a consequence the profit.

 
Andrei:

Logically, the greater the probability of a non-zero movement, the higher the possible profit with a constant spread.

Respectively the volatility of BP should always be bigger than SB and therefore the profit.

or a possible loss as a consequence ;)

I am not mentioning the spread, not because it does not exist, but because I am considering large TFs, within which the spread does not play any significant role.

 
Олег avtomat:

or possible loss as a consequence ;)

Yeah, it already depends on the TS, but the general rule of thumb for best potential profitability is best BP volatility...

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