From theory to practice - page 782
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It's a flat strategy.
How many times do I have to torture the keyboard?
Man, until someone tells me how to account for process memory. I'll give him a ready-made Grail.
Man, until someone tells me how to account for process memory. I' ll give him the Grail in a jiffy.
So who will say, he will give the Grail, and you just squander it, no more ;)
he has a joker and he will use it to cover your ... well, you tell me ;)
Man, until someone tells me how to account for process memory. I'll give him the Grail in a jiffy.
Oh, man. What memory? Don't enter a trade until you're sure the price is really going in the right direction. Not relative to the average, but the real price.
And get out of the trade if the price suddenly turns around and goes in the wrong direction.
To make it clearer to physicists - it is necessary to look at the trajectory and its parameters in the real space.
That is all. There are no secrets here. Don't bother with the grapes.
I'm using the "return to average" strategy from the boundaries of the channel, whether it's a channel around the moving expectation or a channel relative to 0 for the sum of the increments in the moving window.
Both variants do not work well for me. I do not understand why. They SHOULD work. I've tried a billion models from Wiener process etc. (they differ only in the way dispersion is calculated and the requirements for ACF) - it doesn't work, even to death.
I repeat - these models easily cope with SB, but market BPs do not. I don't see what the big deal is.... I suspect it's in the "memory" of the process, well, what you attribute to 2% non-randomness. How to account for that - I don't know.
There's no secret here. You're trying to trade on a bounce, but the whole problem is that if you watched my research a little more carefully, you would see that the probability of a trend, as well as a bounce is almost exactly 50%, you're trying to get something out of 50% bounces, and the other 50% you don't touch or touch but also by chance. And you end up with less than 50% probability anyway, not to mention the spread.
I'm using the "return to average" strategy from the boundaries of the channel, whether it's a channel around the moving expectation or a channel relative to 0 for the sum of the increments in the moving window.
Both variants do not work well for me. I do not understand why. They SHOULD work. I've tried a billion models from Wiener process etc. (they differ only in the way dispersion is calculated and the requirements for ACF) - it doesn't work, even to death.
I repeat - these models easily cope with SB, but market BPs do not. I don't see what the big deal is.... I suspect it's in the "memory" of the process, well, what you attribute to 2% non-randomness. How to account for that - I don't know.
And the more you try to take profit, the more probability will tend to 50%, because the higher TF => value of price movement at time t, the more random is price movement in relation to time t, where t is your profit value)
Let me explain:
For example you are trying to take a 200 point profit - and this is for example the average value of movement per hour. So, the degree of randomness on an hourly timeframe will be your profit probability.
Okay.
I'll make it simple. I saw your Hearst coefficient, you said something about entropy...
Are these parameters involved in your algorithm? I'm not asking exactly how, I don't need it. But simply - do these parameters take part in making decisions on entering a trade?
By the way, where is Yusuf?
despite his predilection for creating a "universal market theory", he personally and in his thread had some valuable thoughts which may be missing here
Yeah... And if you were able to account for crushing trends, you'd have a picture like mine:
Is it bad? Good! But, not for long...
Need a theory? :)) I had plenty of it - I've tried all the models of stochastic processes, I've mangled the distributions of increments so much that I'm even afraid of myself.
And practice immediately smacks me in the face.
Raise the flag - present your version of the market theory, provide screenshots of deals, states.
Do a good deed - make people happy. No?
Frankly speaking, Evgeniy Chumakov has already done it and posted these deals. Last one on the pound, he took ~95% of the daily movement on November 13, 12:15-18:45 on the terminal (based on RSI/ema and other M5 stuff, ~24 hours. What kind of maths he got it by dunno. ). Let's say he was keen on your ideas and got a result - then why haven't you had a similar result so far? For example, you have never sawed stools, the first of course come out at all nothing - it is easier to forget and burn it, the 10th not ashamed to show people, on the 20th is already polished technology and you can fill the market with them. If the 10-th stool still does not work, then the question rather inborn limitations of mental / physical abilities or intentional sabotage. I wonder which variant we are seeing here?)))
No one from Ghana and other comrades has written how to enter on pimps, and yet there is someone who enters. In minutes the pimpmeter is spoiled for a year, in a year or two a similar pimpmeter is on pent/minute, and also comes out on a minute on another pair. I.e., within a year at most, most significant participants find the pattern and start exploiting it (just assholes) and the pin crawls to another timeframe/pair for all sorts of dialectical reasons.
Yeah... And if you were able to account for crushing trends, you'd have a picture like mine:
Is it bad? Good! But, not for long...