From theory to practice. Part 2 - page 79

 

Forum on trading, automated trading systems and trading strategy testing

The market is a controlled dynamic system.

Oleg avtomat, 2018.11.25 11:22

A basic TS that gives you the opportunity to make money on SB :

.

When taking into account "thin" settings, leading to a complication of the basic TS, the share of losing trades decreases. In the limit the share of losing trades tends to zero, but the TS becomes much more complex.

s.

Exactly this algorithm (with minor additions) was used by me in the branch"Random Walking" when demonstrating an opportunity to make money on SB

Here is just one example of the many examples given there:



Try to get rid of stereotypes that impose a false understanding.

 
Олег avtomat:

Try to dig in.

The main "argument of the sectarians" is not MO=0, especially since the Random Walk has MO equal to an initial value, not zero.

The main "argument of the sectarians" is the variance equal to infinity

 
Олег avtomat:


Try to get rid of stereotypes that impose a false understanding.

This is not 'earning' - it is fitting a particular piece of the row

 
Dmytryi Nazarchuk:

It's not "earning" - it's fitting a particular piece of the row

bullshit

 
Олег avtomat:


Here is your reasoning on page 62:


And this is the reasoning you call a rigorous mathematical proof of the impossibility of "making money from SB" ???

Also, the"hurst" is completely out of place.

I tend to trust mathematics rather than such assurances.

And I'll let the stupidity of your last paragraph pass me by.

Your arguments remind me of a conversation with a stubborn child - you tell him that two times two is four, and he says: no, two times two is five.

 
Олег avtomat:


Try to get rid of stereotypes that impose a false understanding.

If everything is so chocolaty, what is stopping you from earning in silence?

 
sibirqk:

Your arguments remind me of a conversation with a stubborn child - you tell him "two times two is four" and he says "no, two times two is five".

You have to figure out which one of them is saying "two times two is four" and which one is saying"no, two times two is five".

 
sibirqk:

Your arguments remind me of talking to a stubborn child - you tell him that two times two is four and he says no, two times two is five.

I am reminded of a joke:

A little boy walks into a hairdresser's. The barber immediately recognises him and tells his customers:

- Look, that's the dumbest boy in the world! I'll prove it to you.

The barber holds a dollar in one hand and 25 cents in the other. He calls out to the boy, who comes up and picks out 25 cents. Everyone laughs, the boy leaves. On the way back, a customer catches up with the boy and asks:

- Why did you pick 25 cents and not $1?

- Because the day I pick $1, it's game over.


Already wrote in this thread, what is the point of comrade, the mathematics has nothing to do - it's just the end of the month ... )

 
PapaYozh:

If all is so chocolaty, what's stopping you from earning in silence?

Loud words 😂
 
PapaYozh:

If it's all so chocolaty, what's stopping you from earning in silence?

Because the market series is more complicated than SB because of its non-stationarity, i.e. it is almost impossible to build a consistently earning TS on it, unlike SB.

Reason: