Market theory - page 276
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If someone says - as you do - "What I said is the Truth! "It's only good for you. Or for the 10 or so foundations in the world that want to maintain their hegemony. And for the "victims", they intentionally, deliberately create indicators- that they do not need themselves. And they need them for those who do.))) Right)))
Philosophical jungles are not for me. I am a simple trader, educated in economics, among other things.
In the process of trading there is an exchange between the holders of EUR goods and the holders of USD currency.
If you claim to be a revolution in economic science, I wish you success. :)
So I'm trying to sit and think - why so, why not so .....
I'd like to figure out what was done before me.
Gamma Distribution Expert activation 5, downloaded demo 70
Unfortunately, there are no reviews on the Market.
Who downloaded it, please tell us what happened ?Your articles "Universal regression model for market price prediction", "Cauchy's inequality","Market theory" only took a cursory look...
Do the last two have anything to do with the first one ?
What happens on H4,H1 timeframes?
Boris, I like such an approach - minimum of optimizable parameters.
Otherwise the TS may be optimized by 30 parameters at once....
Such an RT should start failing immediately on those data which were not included into optimization sample.
I don't like it! The number of parameters is determined by the TS itself, capable of surviving for a long time, with constant double-checking and testing to check for new interesting solutions that arise. Obsolete theory-dogmas with limited possibilities (according to the screenshot you can see that it is surviving only by adding more money if necessary, but it is like a volcano!) may survive only with a large deposit, so that the drawdown does not look large. I check it with 300 euros, in order to eliminate all losing versions by myself. When I reach a thousand on Real I withdraw my deposit so as not to risk a bigger one that is more attractive to my "opponent".
Doesn't it bother you?!
Error of chart mismatching 5331933
On TF D1 Nonsense!
About the chart mismatch errors:
Scriptong:For example, when the maximum of an hour bar does not coincide with the maximum of all the minute bars corresponding to that hour. The same for Low, Open, Close prices, as well as the number of ticks (Volume feature). It is corrected by removing the history for all timeframes older than a minute timeframe, and creating quotes history for higher timeframes on the basis of a minute timeframe using the internal PeriodConverter script.
A very valuable message!
In the test below we have cleaned the minutiae and the same TF D1, but based on openings on DAILY bars (Another Nonsense), so without all High's and Low's, so zero errors! But we see the same drawdowns, bumps and bumps on the roadlessness, like on an accelerated mine! And the author of all this, as the same "Beautiful Marquise"!
Your articles "Universal Regression Model for Market Price Prediction", "Cauchy Inequality","Market Theory" only took a quick look...
Do the last two have anything to do with the first ?
What do we get on H4,H1 timeframes ?
1. Unrelated. In the former, the main factor is time, and in the latter, the price values themselves. The second theme (not the article) is a prelude to the last article and the theme of the same name.
2. The results of the EA on the first article also indicate that research in this direction is promising. The EA you cited in your post works along these lines. For example, the test on D1 from the beginning of 2010 up to now shows the possibility of achieving a stat advantage over the market at TP=SL=300pp with a fixed lot 0.01:
There are 2075 bars in the history
3,626 ticks simulated
Modeling quality n/a
Chart mismatch errors 0
Initial deposit 2000.00
Spread Current (2)
Net profit 11186.74
Total profit 26042.67
Total loss -14855.92
Profitability 1.75
Expected payoff 7.21
Absolute drawdown 497.75
Maximum drawdown 2092.49 (13.81%)
Relative drawdown is 54.80% (2076.09)
Total trades 1551
Short positions (% win) 825 (62.67%)
Long positions (% win) 726 (53.58%)
Profitable trades (% of all) 906 (58.41%)
Loss trades (% of all) 645 (41.59%)
Largest
largest profitable trade 30.65
Deal Deal -32.95 (% of all)
Average
profitable deal 28.74
losing deal -23.03
Maximum number
Continuous wins (profit) 88 (2661.41)
Continuous losses (loss) 72 (-857.57)
Max.
Continuous Profit (number of wins) 2661.41 (88)
Continuous loss (number of losses) -1262.25 (46)
Average
continuous winnings 16
Continuous loss 12
Book, pp. 145ff.
For a person who knows the basics of matstatistics, the arguments of mathematician William Eckhardt are quite convincing.
Page 152, at the end about the mean, which many people mistakenly call the mathematical expectation (ME).
https://en.wikipedia.org/wiki/William_Eckhardt_(trader)
1) To a person who knows the basics of matstatistics, the arguments presented there are largely moot and not at all convincing. But to someone who does NOT know the basics of matstatistics, they may seem quite convincing.
2) At the end of p. 152 -- Nonsense, stemming from a misunderstanding (or deliberate distortion) of the distinction between "magnitude" with its behavior and "cumulative behavior"
========================
And as an appetizer --- about this pearl :"the mean, which many mistakenly refer to as the mathematical expectation (ME)"
For what is ME, see The Encyclopaedic Dictionary of Mathematics (1988):
"the mean, which many people mistakenly call the mathematical expectation (ME)"
Themean (of some sample that traders calculate), which many (traders) mistakenly call the mathematical expectation (ME) (which is in fact a characteristic of a random variable,a theoretical concept and not computable in any experience)