From theory to practice - page 97

 
Nikolay Demko:
...

If you learn to a) separate these densities, and b) identify which process is in which phase of completion, you'll tear apart forex like a dog's ear.

....

It is impossible to solve the problem without taking into account the relationship of all or at least the main related pairs. You can only peck at the grain there.
 
Uladzimir Izerski:
It is impossible to solve the problem without taking into account the interrelation of all or at least the main couples involved. You can only peck at the grains there.

I am not discarding this option, but I am not yet convinced of its correctness.

In the end, you can take the SDR graph and dance from it.

 
Yuriy Asaulenko:

Looked at the charts given by Alexander II.

Imho, no different from Bollinger at 1 minute. With a slightly modified approach to Bollinger one can get the same eggs, but in profile, and maybe even better. And you don't have to get clever.

That's how applied mathematics and physics differ from the basic sciences. Applied sciences tend to simplify everything and bring it to engineering solutions.


The process of simplification begins with maximum complexity. The boundary is different for everyone. Not everyone reaches the boundary.

 
Nikolay Demko:

I am not discarding this option, but I am not yet convinced of its correctness.

In the end, we can take the SDR chart and dance around it.


The links there are simplified. It is impossible to see the subtleties of the process.

 
Uladzimir Izerski:

The process of simplification starts with a maximum of complexity. The boundary is different for everyone. Not everyone reaches the frontier.

What didn't we know before Alexander II? That the distribution isn't normal? We knew about 10 years ago.

He's sampling on ticks? There are small-sample estimation methods with high confidence. There are quite standard methods on the subject, and there are plenty of doctoral ones as well. By the way, Student's distribution emerged out of this need.

I am by no means belittling his methods: methods as methods, profit is both good and glorious. One can only be happy for the comrade. But what is new? What is all the excitement about?

And 98 pages, ranging from total rejection, misunderstanding and mockery of the author, to being perceived as a discovery.

 
Nikolay Demko:

The idea of multiplying distributions (imho) is more than sensible.

There are two processes in the market.

The process of position accumulation and/or allocation, in which prices move in a narrow corridor, although large volumes of open interest are accumulated (allocated).

And the process of price shifting, which may occur on small volumes, or even without them.

These two processes are fundamentally different in their essence and as a consequence their probability densities are also different.

If you learn to a) separate these densities and b) identify which process is in the completion phase, you will break Forex.

SZZZ accumulation and distribution are terms from VSA volum spread analysis (you can google it that way).

Yes, at the incremental level it is. The distribution we see is the product of probability density functions - a t2 distribution and an exponential distribution. The only thing I haven't understood yet is what the exponent means. Either it's a certain function on the output filter of the DC, or it's something else. That is, I cannot give it a physical meaning yet. It is too early to publish results.
 
Let him run his system already - practice is the criterion of truth. Perhaps I am missing something and the performance will be several times better than Bollinger. Then Nobel, unambiguously - Black and Scholes were given that for a spherical horse)
 
Nikolay Demko:

You learn to a) separate these densities, b) identify which process is in which phase of completion, you'll tear forex apart like a dog's ear.


Why else would I come here? I'm telling you once again - I do not need the money. I work because of the principle - to prove to everyone that physics is strong, that weak-minded children (they know that I am addressing them), should immediately begin to learn it, rather than argue with me.

And with that the money will come. If not in Forex, then simply in life. I will personally be asking clever people to come and work for us; we desperately need clever young people.

 
Alexander_K2:

Why else would I come here? I'm telling you again - I don't really need the money. I work because of the principle - to prove to everyone that physics is strong, that weak-minded children (they know that I am addressing them), should immediately start studying it, and not argue with me.

And with that the money will come. If not in Forex, then simply in life. I will personally be asking clever people to come and work for us; we desperately need clever young people.

Alexander, you probably think that the price scale is homogeneous and linear, right?
 
Dmitriy Skub:
Alexander, you probably think the price scale is homogeneous and linear, right?

Right on, very much looking forward to Alexander's answer.

Reason: