Charles Dow's theory - page 6
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
We should inform the traders in the English part of the forum, otherwise there must be a panic, Yusuf forex has closed
Yes, it was mentioned earlier.
That's right! As Tom Leksey wrote in his book LRA: Most traders are bound to lose money in the futures market and such a rule comes from the nature of stock trading itself through the market maker.
That's where the pro-traders come in! As soon as I'm convinced that the quote is made in heaven... that's it... we'll talk about something else! But the quote is transmitted from the Exchange, and the Exchange employs a market maker, who has an agreement with the Exchange to earn on the spread, but to earn on the spread one must have the same volume of transactions with constant supply and demand, ie. i.e. providing unchanged Bid/Ask (opening new positions / closing old ones) but providing uninterrupted liquidity in the market, MM cannot achieve this ratio, so the MM acts in a range, based on open positions / ticks / lots and when an imbalance of open positions appears it blocks the open positions by shifting the price to the opposite side of the range ... a flat (as we used to say), i.e. quotes prices into its breakeven zone and not knowing what will happen in the next second. This is the basis for trading futures with a market maker. CME even sued MM for excessive price manipulation,but the court sided with MM,because his actions come from a conflict of interest and not to go bankrupt MM must set prices against the majority,ie go for stop-orders of trade participants and, respectively, against all indicators in the freelance forum.
Maybe, Yusuf, it is the market maker's lack of knowledge of what will happen in the next second that makes up for your theory, but I can't understand it, let alone apply it in practice.
I'll think about it and leave a window for trading.
Thank you for this one, though! Looking forward to it!
"Now let us assume that the rate V(t) of change in the market price P(t) is proportional to both the value of D(t) and time t:"
That was my assumption and the subsequent course of events showed me to be absolutely correct nowhere and never stole any idea from anyone and everything said there belongs to me personally, as mentioned in the conclusions of the article specifically for revisionists like you! Bring me Bertrand! Check impeccability of my formulas on computer, if you are stronger than Sergeev, who scoured everything up and down.
P.S. - All numbered ratios and formulas, as well as the main provisions and conclusions of this article have been developed, identified, proposed and made publicly available by me for the first time in the open press. is spelled out at the end of a ten year old article.Read it, taking off the rose-coloured glasses1 Every researcher on planet Earth is familiar with it, in every major language of the world, thanks to the efforts of the Metakwots resource, honour and praise to them! So, watch out for the twists and turns, Mr. Vladimir! You make jokes, but know who you're joking with!
The flawlessness of your work can be seen at its most serious point, where the postulated assumptions are "tested". Familiarity with them by plenty of forum members does not make them any more valid. Here is part of the article:
It talks about an absolutely exact match with the actual prices of the calculated prices, which before that were simply adjusted to the actual prices by means of specially introduced (P(0)corr) or modified (Dcorr) parameters. In fact, the whole previous section is devoted to "correcting" these very estimated prices, which after adjustment became "exactly the same".
And for a real check of your formulas the data provided is insufficient. In particular, the period for which the prices are taken is hidden. So, at a glance, you can talk about some proximity of the curve to an exponent. No more than that.
The flawlessness of your work can be seen at its most serious point, where the postulated assumptions are "tested". Familiarity with them by a lot of forum members does not make them any more valid. Here is part of the article:
It talks about an absolutely exact match with the actual prices of the calculated prices, which before that were simply adjusted to the actual prices by means of specially introduced (P(0)corr) or modified (Dcorr) parameters. In fact, the entire previous section is devoted to "correcting" these very estimated prices, which after adjustment became "exactly the same".
And for a real check of your formulas the data provided is insufficient. In particular, the period for which the prices are taken is hidden. So, at a glance, you can talk about some proximity of the curve to an exponent. No more than that.
Put your data out there, let's check on it to shut you up at last!
Put your details out there, let's check on them to shut you up finally!
Here you go.
It's safe enough to predict that the next value will be zero or one.
What are you gentlemen talking about here). The market is like a living organism, its every move is a completely unpredictable mathematical model of nature's behaviour, because the root causes are and always will be, fear, emotions, greed, and then secondary causes and consequences, all kinds of manipulations with multibillion leverage, trading robots, and small traders like us, so every moment the future price movement on the chart is formed every second. I have been studying the market not for 10 years, but for 8 years, and my humble conclusion is the following - by the example of the Forex market, the market can account for everything, but not everything! For example, past cycles, DA behaviour pattern, levels, volumes, the market remembers literally everything, so a natural market algorithm is built driven by huge multi-billion-dollar volumes, the market algorithm itself has and works exactly in the past, but when it comes to future time, it is still impossible to predict the right direction. The common trader speculator does not need to know all this mechanism to start earning consistently, it is enough to find one of the many market inefficiencies on which it is possible to earn consistently. The market is full of such inefficiencies, which explains why the market does not account for 100%. However, I think Trading Chaos has a hybrid model of price behaviour, taking into account human influences and the influence of the mathematical nature of the universe.
Classy.
Hold.
Predict reliably enough that the next value will be zero or one.
Make in exedi format
Put your data out there, let's check on it to shut you up at last!
And you said it was impeccable... Trying to shut your mouth - yes please, here it is, your scientific level is visible. I was silent when you were drawing multi-storey formulas for ISC instead of using notations (this gives away your lack of habit of working with formulas).
Now you're bragging too much, I thought I'd point out the "postulated" points.
I have found that you also use the same formulas to predict the dynamics of coronovirus spread in China (https://cyberleninka.ru/article/n/zakonomernost-protsessa-rasprostraneniya-dinamiki-vyzdorovleniya-zarazivshihsya-i-nastupleniya-smertey-ot-koronavirusa-2019-ncov-v) and the USA, although it is clear to everyone that the virus spread is based on the chain reaction model (increasing exponent). Particularly fascinating was the list of sources:
And this in a scientific journal! Well, at least the mathematicians gave you an unambiguous answer http://www.mathforum.ru/forum/read/1/40149/page/2/
The 'article' has no non-trivial mathematical content. It should not be published in mathematical journals. It should be evaluated by economists (if they want to)
Good luck.