How do you achieve a qualitative leap in market analysis? There is an option: - page 8

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getch:
I don't know what you have more of, an inferiority complex or a superiority complex. But the frequent manifestations of that in you do not move me anyway. I can't disrespect my interlocutor, such notions. Now about casualness. The first thing each person familiar with mathematics does with quotes is apply probability theory to them. It was done by many people. The results are silent. Suffice it to say that these results are practically not used in writing automated systems (the statement is unfounded, of course). Now imagine that the quotes became random for some time, will the systems written by many people produce a different result? My unsubstantiated opinion is that they will produce the same result. To check this, take any Expert Advisor and run it through any pseudo-random sequence. And then compare. All this, of course, says nothing. Did I ask you to show the non-randomness of the time series of quotes, or do you just not want to waste time on such "nonsense"?
Any event that depends on at least one factor is non-random. Quotes cannot be independent. Another thing is that they are dependent on a very large number of factors.
The external factors are fundamental analysis.
The independent factors are noises, force majeure, traders' mistakes, market makers' errors, technical malfunctions and other nonsense from the market participants.
Internal factors - technical analysis. That is, we take some prehistory, run through a statistical filter that smoothes the noise, oscillator or an indicator, and guided by the indications of the very indicator, we obtain the signals.

It's the casino roulette wheel that gets the ball into the pocket with any number, regardless of the numbers rolled before and all sorts of external factors, so the roulette wheel generates a pseudo-random sequence. Therefore, the fundamental and technical analysis is not applicable to roulette with a good cage. If the separator is faulty, it will still be random, but an entire sector of closely spaced numbers has a greater chance of stopping the ball than other sectors. And this probability can be calculated with some precision(confidence intervals).

Everything is interconnected in the market and everyone who is able to find these interconnections and use them in trading shows profit.

And before applying the probability theory, first of all, one must find out if the events are random or dependent. And then dance further. If the process is random, it is possible to find probability differences of the events and use them to calculate the mathematical expectation. If we are dealing with dependent events, we can calculate the degree of dependence on one or another factor and again get the mathematical expectation.
 
Honestly, if applying these results would increase efficiency of systems, I would always write them with these circumstances in mind. Unfortunately, I did not see any efficiency, maybe my hands are crooked, maybe my eyes do not see well. But in fact try to run any system on a generated pseudo-random sequence and compare... Perhaps you will see what I have missed.
 
Reshetov писал (а):
If the correlation coefficient between a time function and any other time function is close to 0, then they are independent of each other.
This is too bold an assertion. It is more correct to say that the functions are only linearly independent.
 
plt:
Reshetov:
If the correlation coefficient between some time function and any other time function is close to 0, then it means they are independent of each other.
This is too bold an assertion. It is more correct to say that the functions are only linearly independent.
 
Reshetov:
plt:
Reshetov:
If the correlation coefficient between some time function and any other time function is close to 0, then it means they are independent of each other.
Too bold statement. It is more correct to say that the functions are only linearly independent.

Thanks for the clarification
 

Here's a question: if you download the quotes using F2, the result is the same.

If after uploading you say "refresh chart", the result is different.

If I do nothing at all and take only what is automatically downloaded, the third result!

Whom can you trust? For example, the same plot, in points ("old", four-digit):

230 190 74
-295 -179 52
284 318 -7
363 219 -131
26 220 80








 
Swetten:

Here's a question: if you download the quotes using F2, the result is the same.

If after uploading you say "refresh chart", the result is different.

If I do nothing at all and take only what is automatically downloaded, the third result!

Whom can you trust? For example, the same section, in points:


How many signs ?
 

5, Alp*ri, working TF H1.

P.S. In the table -- four digits, rounded!!!

 
Swetten:
5, alp*ri.


That's fine.

Where you trade, on that story and test

"yesterday's day was fixed in front of my eyes, so what the fuck.

You shouldn't depend too much on small corrections

If the dependence is fundamental, I would suggest that the ts has a higher proportion of tweaks than is permissible.

 

I.e. use only what is automatically loaded?

P.S. In the table -- four digits, rounded!!!

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