From theory to practice - page 764
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You're right. There's been enough speculation.
Once again, I suggest you post prospective research assignments here. Just not from the field of MM! I'm not interested in that at all. It's in a separate thread, please. Just physics and mathematics.
After all, a separate study won't hurt your TS, will it? And let anyone who is not lazy use the results.
Look at the fission process of the uranium atom nucleus. At least the process is very similar to price formation with the only difference that the price is not divided in two, and a "shot" begins in one direction.
Make an analogy and maybe you can guess what's what, especially on Coulomb repulsion force and potential barrier. Only from the point of view of the principle diagram.
It's not an exposition -- it's a meaningless mishmash. It is complete nonsense. The author of this "miracle" does not understand the essence of the phenomenon.
There is no separation of processes. Everything is piled up in a pile of statistics. So it's not surprising that such a "result" is obtained.
And about your results. You actually have a result. Good or bad, who cares? You got it and went on your way. I got my way to the truth. And I hope you get yours. The truth is your path is much more difficult. Your categorical comments suggest that you rely on results that are also real and calculated, but whether they fully reflect reality is a question that you have to answer, not for me and not for anyone else but for yourself. It's going to be hardest on yourself. So hang in there, I'm all for you and your designs. You try to go further, unlike many others. So I wish you success and will periodically follow your results. I personally think that your attractor will work on tick data.
If you start to respond to this comment with the old joke about p@r@zits... then you're gonna have an even harder time than I thought. That's all.First, the Hearst figure is almost 51.6% for the last 10 years (note - the Hearst figure is useless in small areas, it can only be applied to the whole area, no more)
Second, net market movements - that is uncovered = 0.05%.
The Hurst Index is a proverb, because it can not be based on anything, nobody proved it correct, but nobody disproved it either :-) However, the practice of flooding of the Nile before the construction of the Aswan Dam confirmed it...
To sum it up - Hearst knows it :-)
What is "clean, i.e. unblocked, market movements", that's probably up to Hearst too...
Look at the process of fission of the nucleus of a uranium atom. At least the process is very similar to price formation with the only difference that the price is not split in two, but the "ejection" begins in one direction.
Make an analogy and maybe you can guess what's what, especially on Coulomb repulsion force and potential barrier. Just in terms of the principle scheme.
Trends abound in price movements. An elementary shift in price on ticks is already a trend. "Throwing out in one direction". What is an "elementary" trend? It is an imbalance in the "wants" of the buyers and sellers. On low-liquid instruments there are huge shifts, up to gaps, because the seller put his big bid on the table, and the buyer didn't come at all. That's when the price drops sharply. On the liquid instruments, on the contrary, more and more consensus. And the greater the consensus, the greater the satisfaction :), the smaller the deviations. Everything is resolved quickly. The frequency of the desire to change is high. Everything is more and more flat. I.e. the basis of the trend is seller's or buyer's dissatisfaction. You can trace the consensus processes approximately with Stochastic indicator. But. Kazen Stochastic (5,3,3) shows trends in its leverage, on almost any timeframe, chosen by a trader, without strong distortions. So there is a frequency on M1, figuratively speaking (5,3,3) and on H1 (5,3,3) . I.e., on M1, the rate development according to Stochastic H1 (5,3,3,3), is perceived as a big and prolonged trend. A "big zealot" sits on H1 and places his huge lots at the stochastics, and we are wondering in the minutes, what is the reason for this sudden trend? What is this outburst according to our statistics. Or the crowd. There are millions of MT4/5 and other terminals. There are millions of Stochastic indicators in use per day multiplied by the number of timeframes. A million "viewers" for one ruble - that would be... That would be... Crazy money. Everyone, let's say, looking at the rising indicator, is buying. What fool would sell, however, there are fools or such a strategy - against the trend. But there are fewer of them. That's the imbalance in demand satisfaction, that's the trend. From micro-satisfaction to macro-satisfaction. I'm (over)done. :)
Run a sine wave through your meat grinder. And see what the result is. And show this picture here.
If the stratum is working, for example in the stock market, you can mess up a person's trading with your trades against him.
I encountered this when I was giving a signal, so they started calculating my trades and watching me trade.
Of course nobody told me about it directly, but a good friend of mine, who works at a brokerage company, told me it was easy to do and nobody was afraid of it.
It is unlikely, as it is easily traceable to other brokers...
The thread will soon be eight hundred pages - and all the same thing. Maybe the author should first try raw practice, and then, based on the experience gained, to build a theoretical model? There's a branch about trends, forecasts and consequences. He chops his coat in such a way that it would wrinkle your neck. Maybe it would make sense to get apprenticed with him for 5-6 years to gain experience and then try to make theoretical conclusions. In the meantime, it's nothing but graffomania.
Ahem... Well, I've demonstrated that practice a thousand times before. I spent half a year on the real world around +-0% profit per month.
Tired of it, I changed my tactics and lost my money within a day :))).
I realized there is nothing to do without the trend/float parameter and I have calmed down.
But he successfully used Pako's tip in that thread. I'm not saying anything - good for him. But, obviously, you have to learn from Pako himself, and he's not on the forum for 100 years now :((.
As a measure of the deviation of the real returnee distribution from the Laplace distribution.
The analogue of non-entropy is the ratio of the real differential entropy to the differential entropy of the Laplace distribution.
And what if (I do not know for what purpose) the current series is compared with the reference series? or compare the current series, with that transformed series .... ?
What if (I don't know why) the current series is compared to a reference series? Or compare the current series to that transformed series .... ?
That's what is done when calculating non-entropy - it compares the current distribution with the normal distribution. Trouble is, it's incredibly difficult to do...
But I almost gave up, what about you, Eugene?
I am using my last chance - I've completely converted my TS to ticks. Let the time intervals between events be what they really are, and not artificially invented M1 or exponential, like mine.
Last chance... If I fail before the New Year, I will spit, for sure.