Random Flow Theory and FOREX - page 4
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In the last 2 weeks DS has burned 8 trades open in the right direction and on time. He just removed the trailing stop :). And instead of +100 pips you get -60.
In my opinion ACF won't beat Forex as the average autocorrelation time (autocovariance) is too short to take advantage of it. But it will still be interesting to see. And I will continue trying to find algorithms to establish stationarity. Well, it can't be that they are nowhere to be found. Have you been to http://www.statsoft.ru/home/portal/default.asp? There is a lot there, you can dig for weeks and months.
P.S. I found a microphone, we should try it out, chat about this and that...
to Prival
In my opinion, a very bold statement that the observed curvature is the energy driving the forex. I have never been a supporter of transposing "physics" to quotes. I think it is a phenomenon of an entirely different nature.
In my opinion this is all correctly stated, however, the reasoning is not quite right in my opinion.
Forex (with a caveat on the terminology) is a complete system with many characteristic parameters and is subject to certain laws. In a sense, these laws can be considered as its "own state", but I would not say so. I think that price movements on the financial market are a strict lawful result of external influences. If it were possible to know all external influences and the general formula without exception, it would be possible to make predictions with a 100-percent guarantee.
to Prival
In the same post I expressed doubts about the applicability of "physics" to forex. I remember having quite a long argument with Yuri on this subject. Why "mechanics"? Why not "quantum physics", "chemistry", "field theory", "biology", "meteorology", "fencing"... the list goes on. In short, what is the justification for this particular approach? Besides in my humble opinion there is no use of the curve obtained, although it is based on physics.
to Yurixx
Yes, yes, I remembered your idea about rationing concerning some powerful oscillator, which will show extremums of trade places. Good luck finding such a curve.
PS: A little belatedly, (like the giraffe), I express my respect for the evidence given.
In my opinion, AKF will not beat Foreh,
ACF is a tool, and it can't win. I think nothing is impossible for a human being. I would be happy to talk on Skype, but I can only do it in the evenings when the family is awake. I don't know if anything will come out of this analysis or not. But we escort aerial targets, analyze their behavior, predict their movement, which would attack (this is about what I did the last 12 years). Many of the answers on how to do this are given by random flow theory. I'm just trying to transfer my knowledge and experience to forex analysis. But this theory itself is horrible, I've never seen worse formulas, the formula is written on 2 pages with explanations, which take another 15-30 pages, and some functions are present in it :-) (see above) just kills me. My whole thesis was packed into 1 page of this book :-). But I understood it only after I found out what's written there and what I myself wrote :-).
2. You sound like a hardened determinist. Determinism in philosophy usually corresponds to fatalism in life. Are you a fatalist, Sergei ? :-)) I believe that absolutizing determinism, as well as absolutizing randomness, is an expression of extremes and therefore wrong. The way of truth lies in the middle. I don't think you will argue with that. As well as the fact that apart from external influences there are also internal driving forces in forex. Otherwise it would be a dead puppet that only moves when its strings are pulled.
Actually, the world is multi-layered (if a layer is understood to be a set of concepts that characterise the world).
I am certainly deterministic in discussing a simple system like forex. Forex is based on known concepts. There is nothing about it that is incomprehensible. It simply has many characteristics, but not all of them are taken into account by researchers. Mankind has accumulated enough knowledge to describe the components of forex in the language of mathematics. That being said (catch-all) all the funccias are defined, all systems have a single solution, all integrals converge, etc.
I am by no means a determinist as far as unknowns are concerned, as we have no knowledge on which we can build an adequate model of the whole universe. But in this matter the statement that forex does not belong to the realm of the unknown is decisive:)
The path to truth lies not in the middle (if we understand the middle as an arithmetic mean), but beyond the boundary between the known and the unknown. Roughly, the model of the world may be represented in the form of a circle (of concepts), in the centre of which there is man. And the Path to Truth extends from the centre to the periphery and further beyond the known, in order to expand the boundaries of knowledge. In terms of this model we can say that Forex has been in a circle for a long time, just the diameter of this circle is big (the doll analogy is also valid, but this doll has many strings, and it is wrong to think that one can forecast the movement of the doll by taking into account the pulling of one or two strings, but we can determine a hundred or two major ropes and make a forecast based on them).
Speaking of personnel, I meant the need to use a different model.
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I think this thread, as well as several similar ones from the last history of the forum, is very useful. If the authors try very hard, one could come close to describing one of the threads:)
Yurixx, did you solve it or not? Show me a picture, eh? Here would be nice to see an oscilloscope that oscillates almost strictly between -100 and +100, and the inputs/outputs/turns are strictly at points outside that area...
In my opinion this is all correctly stated, however, the reasoning is not quite right in my opinion.
Forex (with a caveat on the terminology) is a complete system with many characteristic parameters and is subject to certain laws. In a sense, these laws can be considered as its "own state", but I would not say so. I think that price movements on the financial market are a strict lawful result of external influences. If it were possible to know all of the external influences and the general formula without exception, it would be possible to make predictions with a 100% guarantee.
You and I can count all we want. But there are no accidents in the Market. These "states" do not arise by themselves in a mysterious way. These states are the result of very specific external influences. The whole issue comes down to the fact that we don't know much and don't take much into account when making our own market model. No one is saying it is easy to do, but that is another matter, not a matter of principle.
If anyone is willing to help, I will try to lay out all the details of how everything should be calculated and displayed. Examples of ACF construction, I posted on MathCad above.
Candid Candid may not resist once again and make ACF, and you will go down in history of those who won Forex. Thanks a lot for the edit, it was exactly what I needed, I was sitting for half an hour just to see it :-).