Looking for patterns - page 112

 

A bit of theory...

Let's look at what equation (20) is:

It is a non-Markovian equation for the probability of finding a price at a certain point in time, depending on previous states.

f(t) is Gaussian "white noise".

Integrating this equation over time, we get that P = cumulative sum of Gaussian increments, i.e. the usual random walk + some double integral.

This double integral interests all traders, because it describes non-randomness of price behavior (trend). Many people represent it as an ordinary MA. At the first approximation it is not bad.

Note that integration must be done in a certain time interval and just this interval must correspond to internal time cycles of a non-Markovian system.

 
Uladzimir Izerski:

Different groups of forex market participants react differently to FAs. Some react instantly to news. These are speculators. Others wait for accumulated liquidity and take it away.

You can see it all on the chart. Everyone is equal in front of the chart. Nobody has tomorrow's chart yet.)

There are people like us sitting in the big banks. They too are subject to fear and greed). But they are mostly not in the business of speculation, but in the real exchange of currencies for customers.

That's what we're talking about!

For a TRADER, philosophical reasoning about market movements ( FA ) is a waste of time, which for a Trader = Profit...

The chart gives the TRADER the FULL picture to make the RIGHT decision!

 
Alexander_K2:

A bit of theory...


A trader is not interested in MULTIPLE solutions to oscillatory processes and the universality of cycles and markets...

Leave all that to graduate students for their dissertations...

A trader is interested in the ONLY solution that makes a profit...

 
MakarFX:

As Alexander_K2 wrote : No need to cling to the terms, Volodya...

The movement on M1 for 30 minutes is also a trend. (The trend is set on the basis of the selection of its functional model using statistical methods)

I am constantly stating that every TF has its own trends, because they are subject to certain rules for their recognition.

I have clearly formulated the rules for their recognition, and therefore I am hinting at the imperfection of your conclusions about the trend.

Here is a picture. Is there a trend here or not? Question for everyone. Let's discuss a simple question.

31_392

 
Serqey Nikitin:

A trader is not interested in MULTIPLE solutions to oscillatory processes and the universality of cycles and markets...

Leave all this to graduate students for their dissertations...

The trader is interested in the ONLY SOLUTION that makes a profit...

Well, so tell me - how to define a trend. It's just obvious that MA is a rough approximation of the non-random component of the process. Then what?

 
Uladzimir Izerski:

Here's a picture. Tell me, is there a trend here or not? Question for everyone. Let's discuss a simple question.


Let's start with the GENERAL! Your HAPPY PICTURE is not a factor of truth....

So for a RIGHT decision on this issue, let's drop the SUBJECTIVE points - what I see, what I sing...

Let's get into mathematical methods of determining the trend...

 
Uladzimir Izerski:

Here's a picture. Tell me, is there a trend here or not? Question for everyone. Let's discuss a simple question.



There is a trend as the eur oscillator is falling and the chf is rising.

 
Uladzimir Izerski:

You can see it all on the graph.

Perhaps, but apparently only for a select few.

Uladzimir Izerski:

1. There are people just like us sitting in the big banks. They too are subject to fear and greed).

2. But they are not mostly engaged in speculation, but in real currency exchange for clients.

It's exactly the opposite. These techies in banks work without emotion at all. No fear, no greed as they work with OTHER people's money. It's like a cashier in a shop.

 
Evgeniy Chumakov:


There is a trend as the eur on the oscillator is falling and the chf is rising.

Here, one point has already been determined: ALL pairs are related... And it's maths that you can't just brush aside...

 
Serqey Nikitin:

Here, one point has already been made: ALL pairs are connected... And it's maths that you can't just brush aside...


It's been clear for a long time. The question is how to properly link currencies over time.

Reason: