From theory to practice - page 841
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Thank you, Gianni - I don't need any more. Either there will be a Grail for New Year's Eve, from which I can drink unrestrainedly, or not. I won't change anything else.
I read such a dialogue on the forum:
SanSanych Fomenko:
I can`t finish it for half a year - the interest has fallen.
So without me, at least for now.
Yuriy Asaulenko:
Illusions. And you understand it. That is why the interest has fallen.
And I don't give a damn anymore.
You need psychology, not physics.
If you don't know the goals of the big players, you're not a player on this field.
Soon the New Year and no physical laws can help you.
The thread was interesting in its own way, but it may not have brought real results.
Thank you, Gianni - I don't need any more. Either there will be a Grail for New Year's Eve, from which I can drink unrestrainedly, or not. I won't change anything else.
and I don't even care anymore.
Well, this is a normal state in trading)))) Alexander, do not lose heart! The grail is near)
Dear conference participants,
Didn't know where else to post my tiny question. Share your experience: when using the signal on your account - will everything be copied, including Size every trade?
First time in first grade. Thank you and good luck.
Well, it's a normal state of mind in traiding))) Alexander, don't lose heart! The grail is near)
Nah, I'm fine. I think the TS is working. Well, there's still a bit of tweaking to be done, but I won't be making any drastic changes. I like it - violent ups and downs. Everything as in life :)))
I just want to say that there will be no more theory from me - there will be practice. Who is interested, please continue, or start a similar thread, please.
Still, without the theory boring on the forum. I remember with tears in my eyes the heyday of this thread and the "Random Wandering" thread. That's where Levy's flights, ugh, i.e. thoughts were! Yep....
Dear conference participants,
I didn't know where else to put my tiny question. Can you share your experience: if you use the signal in your account, everything will be copied, including Size everything will be copied in your account?
First time in first grade. Thank you and good luck.
Holy... Have you tried searching for "signal"? You're just gonna shove your question all over the place and it's obviously off-topic???
Fucking... Have you tried searching for "signal"? You have to shove your question everywhere, obviously not on the topic of the branch?
Nah, I'm fine. I think the TS is working. Well, there's still a bit of tweaking to be done, but I won't be making any drastic changes. I like it - violent ups and downs. Everything is like in life :)))
I just want to say that there will be no more theory from me - there will be practice. Who is interested, please continue, or start a similar thread, please.
Still, without the theory boring on the forum. I remember with tears in my eyes the heyday of this thread and the "Accidental Wandering" thread. That's where Levy's flights, ugh, i.e. thoughts were! Mm-hmm....
how did it end up like this theory ?
just a bloody hint of how to determine where theory rules and where it pedals...to make theory into practice you need boundaries of definition
Thanks, Zhenya - I don't need any more...
I read a dialogue like this on the forum:
...
and I don't give a shit.
Why are you focusing on other people's dialogues when you have your own data at your disposal? What is visible not even to you, but to everyone https://www.mql5.com/ru/signals/506977:
Look at the dynamics of the process. The landing clearly shows peaks first of all at the end of the day (16-18 hours) and secondly on the same days of the week: December 5 and 12 are Wednesdays. Peaks on Tuesdays, after calculating the spread on Monday's data.
Think about the location of the period of identification (fitting) of the swing on the day in relation to the lower chart in https://www.mql5.com/ru/forum/221552/page19#comment_6168925.
Think about its positioning in the week in relation to my answer to your last question days of the week. The activity is the lowest on the 1st and 2nd day of the trading week, on Wednesday it increases, on Thursday and Friday it does not change comparing to Wednesday. This has been observed on many weeks."
The number of ticks (per day, per hour, per minute) is a comparative indicator of market activity for different quotation periods of one instrument in one DC, including in the sense of activity in the first link. Take your word for it or ask others if you doubt.
And the intensity of their feeding by the server, I think, must be strongly related to technological limitations. I've heard that one MT server program has to support up to 10k active clients. If you send rate updates for 30-200 instruments to 10k terminals once a second (432k per week for comparison with the ticks table), that would come out in big letters. I think the frequency of IP packets with groups of ticks is primarily related to the situation when it is already impossible not to update the rate, otherwise the lag would be too big and arbitrageurs would get triggered.
how is this the end of the theory?
Only shit, there are some hints how to determine where the theory rules and where it pedals... to make theory into practice, you need the boundaries of definition...
Nah, that's it, you little brats.
I've already told a billion times that when the market is a Variance Gamma Process, it can be easily beaten by a channel strategy with calculating expectations and variance using formulas from Wikipedia, for example.
The trouble is that a sharp deviation from the Variance Gamma Process may occur when a tradehas already been executed. In this case, all is lost and nothing can save the father of Russian democracy. The only thing left is to stare at a +40% profit margin that has collapsed to +20%, for example. Minus 20% in 1-2 trades, how does it feel?
I have not invented a method against these disasters, well, whatever. But it's fun :)))
No, that's it, you little brats.
I've told you a billion times already that when the market is a Variance Gamma Process, it can be easily beaten by a channel strategy with the calculation of expectation and variance using formulas from Wikipedia, for example.
The trouble is that a sharp deviation from the Variance Gamma Process may occur when a tradehas already been executed. In this case, all is lost and nothing can save the father of Russian democracy. The only thing left is to watch with goggle eyes as the deposit has fallen from +40% of profit to +20%, for example. Minus 20% in 1-2 trades, how does it feel?
I have not invented a method against these disasters, well, whatever. But it's fun :)))
but if i give you a key, 50% is mine ? :-)