From theory to practice - page 885
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Comrade Che! Marxist, poet...
I read you and my soul rejoices - you understand and know a lot. However, I'm puzzled - you said yourself that you widely use both entropy and the Hurst coefficient. And about asymmetry and kurtosis of distribution of increments you cut a chip. You should not have questions - which movement is random and which is not.
Why is that?
Well...you know, yes, I have no problem at all with calculating such characteristics.
It's about what you can earn on, not just what you know or don't know).
The market is tough - that's a fact.
And it throws off almost all speculators.
Now the question arises how the price has to move to achieve such a result.
here is the answer)
I was lucky. Whether you are lucky depends on you.
PS: I deleted that comment because it will be twenty-five again,
I have no reason to share anything with anyone,
I've already found everything that works well,
but you did manage to reply to the comment)
The facts about which I have told and proved, will not disappear no matter what they say here. 100 and 200 pages ago I said everything that and how it happens and I am absolutely certain that it will remain so in the future.
Anyone who is interested can read my comments earlier and that is all.
I hope no one else responds to me.
PS: I deleted that comment because it was going to be twenty-five again, but you still managed to reply to it)
:))) I will not let sensible posts disappear into the abyss of rubbish - it has an idea, and if someone develops and implements it, let him earn, for the reward will be the mind. And the dumb one will run past it and that's it :))
The post will be about nothing.
I'm just wondering what K_2 found and read out in entropy that was so interesting after all.
Read, read and ..... some things.
For example, ...
- Has anyone in forex ever wanted to reverse a signal?
- Are currency pairs in forex by any chance A/B?
I haven't tried anything yet, I just read it on the wiki, for it is a bit interesting:
https://en.wikipedia.org/wiki/Sample_entropy
Naturally, we mean a perdicator in Hilbert space, not some one-dimensional crawler.
Well, orthogonal spaces can be prepared in many different ways, e.g. from the same EMAs (just change the period relation - MAs don't count correctly). By the way, such space is as good as others). Next, look for clusters.
Well, orthogonal spaces can be prepared in many different ways, e.g. from the same EMAs (just change the reference to the period - MAs do not count correctly). By the way, no worse than others).
macaroni is like pasta, when you cook it, it gets cooked and turns into mush
The post will be about nothing.
I'm just wondering what K_2 found and read out in entropy that was so interesting after all.
Read, read and ..... some things.
For example, ...
- Has anyone in forex ever wanted to reverse a signal?
- Are currency pairs in forex by any chance A/B?
I haven't tried anything yet, just a wiki:
https://en.wikipedia.org/wiki/Sample_entropy
In order to invert a signal you have to first achieve either 70% fidelity or less than 20%.
Otherwise it just doesn't make sense. There won't be any difference.
Mashki is like pasta, when you cook it, it boils over and turns into mush.
You don't know how to cook.) There's nothing wrong with mushrooms. There's no getting away from Gibbs effects anyway.
PS Let's say you don't need to build AFs at infinity. We should build them in the moving window, but it is the tuning indicators that are not liked here, but they are liked in signal processing). In the moving window, by the way, and regression is very good.
In order to invert the signal, you must first achieve either a fidelity percentage of more than 70% or less than 20%.
Otherwise there is simply no point. There will be no difference.
Would you believe it, the probability is ALWAYS: 100% = (50%+%spread) + (50%-%spread) with the ratio in favour of the market!
This means that absolutely every trade loses double the spread.
The verticals from the indy to the chart will tell you that.
Wherever and however the price goes, it ALWAYS crawls in the balance of the expression published above
you won't believe it, the probability is ALWAYS (50+%spraed)/(50-%spread) !
not always)
There is a situation in the market where the price can either go in our direction or go flat.
of course from the point of view of the statistics i was counting - it's a fluke.
in terms of ... of course in terms of ... waves ... i don't know how else to call it ... there is something definite and clearly defined that happens with a 68-75% probability from year to year from decade to decade.
And that's basically enough to sweep away 90-95% of all speculators and for me to make money.
I don't know what it is I'm just earning. It works - I don't touch it)))
And I don't care if it's random from a classic statistical point of view.
;)
Think about it from here.
Good luck to all!
You don't know how to cook.) There's nothing wrong with MAs. There's no getting away from Gibbs effects anyway.
PS Let's say you don't need to build MAAs at infinity. We should build them in the moving window, but it is the tuning indicators that are not liked here, but they are liked in signal processing). In the sliding window, by the way, and regression is very good.
Yuri, there's a Python program in the wiki , how it would look like.
You, as a python expert, won't it be difficult for all of us here to show the result of this program?