The perfect filter - page 10

 
J.B:

So far, purely practically, I see only 2 types of algorithms. inertial and oscillatory. ...

I used to divide it that way too (into channel and trend). Now I doubt it makes sense. How to fit additional BPs into such a classification? For example, when baskets, indices, synthetics as guides or attractors are used? The idea to classify strategies into some "bisys" is universally desired, but there are so many exceptions that it sinks in.

 

J.B:
 я против «хаотичного непредсказуемого», «ДАО» и прочих ссылок на загадочность и непредсказуемость. Такая модель всё равно что отсутствие модели, отсутствие модели модели и тп. А это значило бы полное равноправие в НЕзарабатывании всех участников марафона. Разве на практике это наблюдается? НЕТ! Значит есть модель с профитным МО. А значит не так уж рынок непредсказуем...

You shouldn't be against it. It is not profitable to be for or against in this business, although it is too early for you as a beginner to think about it. You have a normal process of development in the right direction (everyone starts with indicators), there is no need to skip over important stages. Just as there is no point in forbidding a child to play with toys, based on the fact that adults do not play them, all in good time. The butterfly was also once a caterpillar, there's no way around it.

Physics and mathematics are great trainers for systems thinking, it's like a young fighter's course. Although there are some side effects of this kind of addiction, "occupational diseases", it is hard for the very fit to go beyond the usual models, and if so, it is better never to know any formula, because the market operates according to very different laws. It's like with a gun, you can shoot or you can shoot yourself.

Physics is what? The formalisation of empirical generalisations of the real world in the language of mathematics. And mathematics? It is the strict formalization of logic in symbolic form (alphabet, instructions, etc.) And logic? It is "identity" and "non-contradiction". An identity is the invariance of a regularity in some context, and a non-contradiction is the absence of opposite identities in the same context. Neither is true for the market. All laws are dynamic, besides the law of "dynamics" itself is also dynamic and full of contradictions. And if logic does not work, neither mathematics nor physics works. What kind of physics would it be if today E=ms^2 and tomorrow G=a+b? Laughing and sinning and a fuss.

Actually this is not the right place for such conversations, here are mostly frustrated in the market routine coders who know physics at the level of F=ma, for them it is profitable that people do not think about the causality of market processes, and stupidly ordered them coding all sorts of nonsense for small money, like Martin + makdak, for $ 50. To think about what and why is not good, because it reduces the flow of template orders.

For the sake of interest, look at statistics on returns and lifetime of hedge funds (the whole heap), it is necessary to understand what % of all decisions are wrong, it's about re-training physicists to analytics. This is mainly for marketing reasons, such a "quantum" is professional in that it can inject importance with a scientific presentation of essentially nonsense material, which often has a good effect on the minds of inexperienced investors. Oooh! It's Einstein himself!!! A good show is worth more than money, it works, that's why "quants" exist. I've seen a lot of that shit. For some people it's more important that a dude wrote an article on string theory than that he raised a million dollars from $1k. Neural networks are in that class now too. People overestimate what they do not understand, respectively, according to the logic, you need to be incomprehensible to sell something for the price. We have been going through all these years and we have been studying the market for a long time.

Forget about quantum jumps, oscillation, derivatives and other methodology irrelevant to the market. Here, the functions and degrees of freedom, jagged and fractal, analogies from physics can cause more confusion than simplify. Study economics, the psychology of crowds and time series analysis. And most importantly don't get attached to any model, they are all transient. Develop heuristics for fast RE-modeling and finding short-term patterns in the chaos. META modelling.

The expression "it's not physics" by the way of the man who "mows billions":

Simons' reply was that there is nothing to publish.

It's not physics.

There is no fundamental, set-in-stone truth, no immutable laws in themarkets. Financial truth changes every minute, so one would have topublish a new paper every week. In finance, the implication went, thereis no eternal theorem that can help guide people through the ages. There can be no Einstein or Newton. Even the math genius rakingin $1 billion a year and consistently generating 30 percent-plus returnsswouldn't qualify. The terrain, unlike in the physical world, is just toountameable and lawless.............

https://en.wikipedia.org/wiki/James_Harris_Simons $10.7 billion

 
m.butya:

The expression "it's not physics" by the way of a man who "mows billions":

Oh, yeah...

But it is one thing for a physicist and mathematician to say "it's not physics", and another for a psychologist and sociologist.

The very fact that Haris Simons is a physicist says a lot, if he were an ex-artist or designer I would still doubt it.

It's just such a field that everyone is trying to confuse and demotivate each other. Everyone can't be rich and so misinforming your neighbour is the norm. "It's not physics, it's neither this nor that."

 

That's it, the crap about beggars and billionaires begins. Then Cossacks, PR, nervous jokes and the finale.

It's easier than making comments. You will not make a robot-capable coder, unfortunately. Hertchik would not have hired you.

 
m.butya:
Read Lecturing_Birds_on_Flying. Taleb also philosophises well on "this" subject. And in general it is inexpressible in words like Tao)). Just got it, and it has already changed.
The book is good, I approve (about birds).
 
mrDoktor:
Can you tell me if it is possible for an EA to open multiple orders in one click (2-5) on the same pair and the same chart.
Stop spamming. Better create a thread and ask the same question.
 

Dear Author of the thread! A most wonderful thread! Thanks a lot! Thoughts like these make the pot boil to the full, I wish we could bring the conversation to its logical conclusion. I dare ask you, do you have a version of equity-indicator (va_sum) that is not soldered to VAMA? It would be possible to place it on any indicator separately and check its activity?

I saw an indicator for the article "Quick Testing of Trading Ideas on a Chart", but it looks weird and its results are rather weird. Your indicator looks nice and very simple, but it is tightly coupled to the indicator without any comments.

I appeal without any hope or emotion, I understand everything, yes, yes, no, no. Thank you.