From theory to practice. Part 2 - page 3

 
Renat Akhtyamov:

in forex everything is dynamic

Gouldman's turkey is not far behind - the first sign of double calculation: left-right + right-left

And this will not give anything good in the dynamics and is beautiful only in static.

Is Gouldman a Tartar?

 
Алексей Тарабанов:

Is Guldman a Tatar?

I don't know.

;)

 
Roman:

The theoretical zero will always follow the trend.
The main thing is that this zero will not lag behind.

You have already answered your own riddles. Having googled a little bit now I came across it. It's pure maths.))))))

This is used by a minority in the market.The discussion started with hysteresis))))

Good thinking!!! I'm not a techie myself, but love learning technical stuff.

 
spiderman8811:

You have already answered your own question. A little googling now came across this. The maths is pure math))))))

This is used by a minority in the market.The discussion started with hysteresis))))

Where did you see the question on my part?
The comment was referring to the Koldun screenshot that Aleksandr_K showed.
From which your question about the trend arose.
Of course it is pure mathematics and very complicated. That is why it is not used by most people.
Since you need to understand higher mathematics and be able to read scientific papers in English, etc., there are many obstacles not for mathematicians.
Who would bother with that? Really?
;))

Once upon a time, scalped a guide in a glass.
The guide was a sip, scalped a fuchs rts. At that time he was good at going after the sippy.
Don't know now, not interested in that style.
So that's how it turns out to be called ;))) hysteresis, not scalp on guides ;))
(irony).
 
Roman:

Where did you see the question on my part?
The comment was referring to the screenshot of Koldun, which Aleksandr_K showed.
From which your question about the trend arose.
Of course this is pure mathematics, and very complicated. That is why it is not used by most people.
Since you need to understand higher mathematics and be able to read scientific papers in English, etc., there are many obstacles not for mathematicians.
Who would bother with that? Really?
;))

I read some English-language ones, but I'm mostly curious about physics)

Who needs it, will bother with it))))))

Never scalped by the guides, there is a more workable method.

For some reason a lot of people throw themselves into extrapolation. I think it's stupid to predict chaotic motion (a non-stationary process)
 
spiderman8811:

English-language ones read a bit, but mostly curious about the physics)
Whoever needs it will bother))))))
Never scalped by leeds, there's a more workable method.

For some reason a lot of people throw themselves into extrapolation. I think it's stupid to predict chaotic motion (non-stationary process)
At the time there were a lot of traders who were scalping by leaps and bounds. The rts futures in the american session, clearly followed the sippy with some lag.
And it really was easy money. In a trading session they raised more than a hundred roubles.
But this style is very physically exhausting, and by the end of the trading day I was like a squeezed-out lemon, but with a good profit.
Also, the shares against the futures of one issuer gave some delay.
I'm not saying there aren't other working methods, of course there are. There are plenty of trading styles. Just compared it to the word hysteresis.
As for extrapolation, yes it is a dead end, just like predicting upwards downwards.
The point is that the ideal zero turns any non-stationary process into a stationary one.
The main problem is constructing that zero.

 
Alexander_K:

Namely, the set of sums of a large number of independent or weakly independent variables always forms a Gaussian distribution.

Great! That is, the sum of the price increments must always satisfy this law and it's in the bag.

But there's something wrong with that... We'll talk about that later.

So maybe you've heard something about the law of large numbers too? Everything tends to the expectation, but where does the expectation go?)

In simple terms, if you are destined to become a millionaire, you will eventually become one, provided you have infinite time to live. ))
 
Alexander_K:

Now.

As for the Warlock indicator.

It is not as simple as it seems and is based on the basic Lyapunov theorem.

Namely, a set of sums of a large number of independent or weakly independent variables always forms a Gaussian distribution.

Great! I.e. the sum of price increments must always satisfy this law and it's in the bag.

But there's something wrong with that... We'll talk about that a little later.

Obviously, there is something wrong) The increments turn out to be in fact quite dependent on each other. Moreover, the nature of the dependence changes (a) with time - non-stationarity and (b) depending on the scale in question - multifractality.

 
Alexander_K:

Therefore, the Koldun method kind of just has to work in the market.

Let's take a look at the AUDCHF charts for the past 3 weeks:

The red circles are potential entry points into the trade, the green ones are exits.

As you can see, there would have been 3 trades in 3 weeks, all in the "plus" with a decent profit.

However, believe it or not, if I put the Warlock system on a real account, I immediately encountered problems... And what a problem!

What to do if after entering buy the price has not reached the midline of the channel, and turned around and broke the lower limit? Is there a stop loss?

 
Alexander_K:

The most interesting thing is that if we draw a phase portrait for the OPEN M1 increments (X-axis is the current Return(t) increments and the Y-axis is the previous Return(t-1) increments)

then it turns out that we do not observe any particular asymmetry and unfortunately we can not assert that there is any significant correlation between the increments in the market.

It is necessary not to draw but to calculate (ADF-test, for example). And it should be done on time intervals comparable in length to the real time of transaction holding.

In fact, it is time to realize that counter-trend trading is based on the negative dependence between increments (antipersistence). The very equity of your "diffusion" suggests that there are areas of antipersistence (equity growth), interspersed with areas of trend/persistence (equity drawdown).

Your real challenge is to find a way to profit from trend or persistence plots (these are different things)