A simple and perfect model of the structure of securities markets - page 2

 
pako:

if you would be so kind as to post the full stait

It is. It was posted a long time ago. I'll duplicate it here now. The record was made in 3.3 months. )

There are 3 reports in the archive as the score increases.

But remember, if you came to the stock markets to earn on a stable basis and not playing Russian roulette, you should not take this report as an ideal trade. I went specifically to the record with excessive risks and I strongly recommend, think first of all about stability (with lower interest rates), and then about the level of profitability.

Ideally, if your blood is boiling and you want adrenaline. Open two accounts, one for excessive risks and adrenaline. The other is conservative, for life and stability. )

Files:
record.zip  41 kb
 

Do you know why this scheme will never stop working? ) I'll answer: Otherwise market efficiency (negative mathematical expectation artificially embedded in markets) for pure mathematics will disappear. )))

 
MrSerj:

//Nami is who?

Nami. It's a coma.

//All the most recent developments in Elliott Wave Markup have been checked - how didyou manage to check those developments that, for example, have not been made publicly available. And yes, why have you checked only the latest developments?

I mean the public ones. The best of them. It's Elwave, which is the best we've ever seen. It's been under development for over 15 years.

// No program does a better job of marking than the human brain. - Are you really sure about that?

Do I look like I'm joking?

1. Komadoy - if I understand correctly, this is not some character from the Unknowable, but just a typo in the word team. I won't ask about the team.

2. Thank you for being specific. And a strong wish to use the word "all" only in conjunction with more specific text in the future.

That is, if all the software developed by your team or specific third party software that you have tested in detail and really competently works worse than your brain, that does not mean that you can unequivocally assert that all software works worse than the human brain.

And programs are different, and so are brains.

3. I wish you were joking. The point is, for example, that personal decisions can be subjective. And in terms of speed and accuracy of calculation, the brain may be inferior to the programme.


P./S.: You're a practitioner trader who has decided to freely share the unknowable with many, rather than kicking up dust for some purely personal interests of your own, right?

 
DiPach:

1. Comadoy - if I understand correctly, this is not some character from the Unknowable, but just a typo in the word team. I won't ask about the team.

2. Thank you for being specific. And a strong wish to use the word "all" only in conjunction with more specific text in the future.

That is, if all the software developments of your team or specific third-party, in detail and really competently tested by you, work worse than your brain, it does not mean that you can unambiguously assert that all software developments work worse than the human brain.

And programs are different, and so are brains.

3. I wish you were joking. The point is, for example, that personal decisions can be subjective. And in terms of speed and accuracy of calculation, the brain may be inferior to the programme.


P./S.: You're a practitioner trader who has decided to freely share the unknowable with many, rather than kicking up dust for some purely personal interests of your own, right?

1. Corrected. )

2. I've seen both closed developments and plenty of my own. But these are all mechanics, and the market is dynamic and jumps in frequencies. These are the jumps, mechanics cannot correctly identify them. Look at the latest versions of Elwave, the program has been developed by professionals in wave analysis for more than 15 years, and what? So what! Frequent recalculations. The result is just over 50% if applied naked. Still the human mind must be the wave chairman for any program. If you do not agree, your right, we have come to this conclusion in practice.

3. if we were marking according to the classics yes, but in our case, there is no need to bother. The model is simple and straightforward, the plan of action is the same.

P./S.: What was the last point? Do you see dust? Everything is given as it is, it is a great experience of practice and I don't give it away for free but I do give it away (payment you will do, passing it on to others as you got it or do something else useful to society / the world), while getting a lot more just not in the sphere of lower consumption. I am not an angel (rather the opposite) or a saint, it's just that my ego has outgrown our world. )

 
pako:

you haven't traded since 2008, the reports from 2008

for this year?

Why not? You asked for a record report, here is the report above. Or do you think that I routinely make such percentages. What's the point of taking such a risk? I made my record (there's no happiness in that), now only conservative. )
 
MrSerj:

P./S.: What was the last point made? Do you see dust? Everything is given as it is, it's a great experience of practice and I don't give it away gratuitously but pass it on (payment you will make by passing it on to others as you got it), while getting a lot more just not in the realm of lower consumption. I am not an angel (rather the opposite) and I am not a saint, it's just that my ego has outgrown our world. )

I mean, if you really want to pass on truly useful knowledge to those who can consciously accept and apply it, then I think it's better not to continue using phrases that are more suitable for those who take for granted "research by British scientists". So there you go.

 
DiPach:

To say that if you really want to pass on truly useful knowledge to those who are able to consciously accept and apply it, then I suppose that it is better not to continue to use phrases that are more suitable for those who take for granted "studies by British scientists". So there you go.

Not wishing (abstraction), but conveying (fact). Research by our team. We think Elwave (concreteness) is the best in markup, an automaton. But we rejected it too, not as good as the mind and eyes. Specificity is there, do you think you are better than the prognosticators made the walk? Prove it with facts, not words, if you have the will of course. I personally have a lot of doubts. )

Just a request, this thread is not on the progami post waves. If you want to confirm your words with facts, create your branch and throw a link to it here, I'll be glad to participate in a constructive dialogue. ) If you don't want to, your right, personally I don't care.

 
MrSerj:


Two entry points.

I understand that the method is based on identifying a reversal pattern in both small structures and in the older TF (H4). Interesting to know about target TP levels.

Also interested in what you mean by "...look for entry....".

 
MrSerj:

Not wishing (abstraction), but conveying (fact). Research by our team. We think Elwave (concreteness) is the best in markup, an automaton. But we rejected it too, not as good as the mind and eyes. Specificity is there, do you think you are better than the prognosticators made the walk? Prove it with facts, not words, if you have the will of course. I personally have a lot of doubts. )

Just a request, this thread is not on the progami post waves. If you want to confirm your words with facts, create your branch and throw a link to it here, I'll be glad to participate in a constructive dialogue. ) If you don't want to, your right, personally I don't care.

Let me remind you, my questions and wishes were based on the post:
MrSerj:

... We have checked all the most recent developments in Elliott Wave Markup. ...


But did I write somewhere above that I made a better walkthrough than the British predictive scientists I don't know?

Or did I insist somewhere above that your branch can only talk about wave markup software?

As far as I know, no.


P./S.: Not to distract you from more global questions, consider these mine as rhetorical and clarifying.

 
vspexp:

I understand that the method is based on identifying a reversal pattern in both small structures and in the older TF (H4). Interesting to know about target TP levels.

I am also interested to know what you mean by "...look for entry....".

The reversal pattern is last. In the beginning we identify stress points, it's the 5th wave, and then in the 5th wave we make entry decisions. Here we can use both reversal patterns (graphic) and joint signals of the chart and oscillator, etc. There are a lot of signals. We will discuss them later.