From theory to practice - page 944

 
Unicornis:

1. By trnd on h1.

2. Ghjnbd nhtylf yf nhtnmtv rsi v ytn ghj,ktv. Gjabu yf cnjgs.

1. There is no trend on EURUSD H1.

2. yo porsan urdulülüm.

 
Alexander_K:

:))) If we arrange the rectangles more carefully with period = 1 week, we will see real trend/float patterns.

I repeat once again - time cycles play a fundamental role in the market and the old Gunn paid special attention to studying them.

Within a cycle the randomness/non-randomness of a process can be determined in different ways. Theoretically, the most correct criterion is the entropy of the process https://habr.com/ru/post/305794/. But how to calculate it when the probability density of price/increment is non-stationary - I can't think...

Demko was operating on some kind of momentum...


Actually 800 pages of this topic are devoted to the same thing - finding the trend/flat key. :)))

The funny thing about this forum is that literally everyone who has a corresponding background does not understand what others say. And do not even try to delve into, but will even in death, to parrot their insignificant thoughts to others :))) There is no unifying principle at all.

This music will last forever :)))

Nah, it'll turn around soon. Maybe I'm making fun of it. But there are many ways to analyse the market. Physics is nowhere near it.

It's the same increments)))

16_EURUSDH1

 
Well, increments are increments.
 
Renat Akhtyamov:

and most surprisingly, the buy and sell analysis gives a striking resemblance to the signal from a classic MA


people trade on the mA. the average mA is 200, on the m1 timeframe.

 
Alexander_K:

:))) If we arrange the rectangles more carefully with period = 1 week, we will see real trend/float patterns.

I repeat once again - time cycles play a fundamental role in the market and the old Gunn paid special attention to studying them.

Within a cycle the randomness/non-randomness of a process can be determined in different ways. Theoretically, the most correct criterion is the entropy of the process https://habr.com/ru/post/305794/. But how to calculate it when the probability density of price/increment is non-stationary - I can't think...

Demko was operating on some kind of momentum...


Actually 800 pages of this topic are devoted to the same thing - finding the trend/flat key. :)))

The funny thing about this forum is that literally everyone who has a corresponding background does not understand what others say. And do not even try to delve into, but will even in death, to parrot their insignificant thoughts to others :))) There is absolutely no unifying principle at all.

This music will last forever :)))

Gunn seriously?)

what other time cycles?)

You have to wake up in this century there can be no cycles because of the high information density))) about 50-70 years ago maybe not everyone got into the financial markets).

And about eternal music, I do not know ... I communicate here only with those who really do something ... and there's only three or five of you.

If anything, the problem of entropy has long been solved.

Only there's no point in people here talking about it.

If you'd read and watched my mathematical calculations on the statistics of financial instruments, you'd be sure that the way you're trying to do it now - it's not right.

And now you're just not sure of anything, so you're drifting off into unknown territory again.)

 
Martin Cheguevara:

what other time cycles??)

Found it in some notebook in my summerhouse toilet...


Temporal characteristics of non-Markovian processes

Qualitative characteristics of non-Markovian processes include also the presence of certain time cycles (rhythms). Mathematical description of cycles is based on the analysis of integrodifferential equations. Such non-Markov equations contain complex values of their roots, which correspond to oscillations, resulting from the recurrent nature of changes in the systems, their dependence on the past and on memory.

Biological, economic and social phenomena include a huge set of rhythms. Due to a large number of superimposed structural rhythms, each successive oscillation bears certain differences from the preceding one.

The key point in this complex picture is the interaction of oscillations.....


This is where the text breaks off...


 
Martin Cheguevara:

If you had read and watched my mathematical calculations on the statistics of financial instruments earlier, you would have been sure that the way you are trying to do it now is wrong.

And now you're just not sure of anything, so you're drifting off into unknown territory to the Gunns again.)

To be honest - I've given up working on strategy... Just reading - maybe someone will say something clever or theoretically grounded signal...

 
Alexander_K:

Found it in some notebook in my summer house in the toilet...


Temporal characteristics of non-Markovian processes

Qualitative characteristics of non-Markovian processes include the presence of distinct temporal cycles (rhythms). Mathematical description of cycles is based on the analysis of integrodifferential equations. Such non-Markov equations contain complex values of their roots, which correspond to oscillations, resulting from the recurrent nature of changes in the systems, their dependence on the past and on memory.

Biological, economic and social phenomena include a huge set of rhythms. Due to a large number of superimposed structural rhythms, each successive oscillation is different from the preceding one.

The key point in this complex picture is the interaction of oscillations.....


This is where the text breaks off...


the key point of this picture"include a huge set of rhythms".

 
Alexander_K:

To be honest - I've given up working on the strategy... I'm just reading - maybe someone will tell me something clever or give me a theoretically sound signal...

Well, let's say there is a signal and then what?

Your order is losing, what are you going to do?

That's the main question that should be asked here.

 
Alexander_K:

To be honest - I've given up working on the strategy... I'm just reading - maybe someone will say something clever or give me a theoretically sound signal...

You can't all be rich. Law of conservation...

Everyone can gamble. Even those with empty pockets))

Reason: