Market etiquette or good manners in a minefield - page 99
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1. We don't look for "similar", we identify the pattern unambiguously!
When we find one, we look at the stats for that particular pattern, and then we play with it. MetaDriver , there is no fuzzy logic here, everything is unambiguous in determining the node and the database is needed for statistically reliable determination of the probable direction of position opening (this is from another point of view).
2) Efficiency increases if instruments with a negative correlation coefficient are used in the portfolio.
3. You may create a special color for fun, and use "outperforming" indices and graphical systems, since there are enough fools on this forum - you will have a lot of them and your popularity will go through the roof (not for a long time, though)!
Sorry for the delay. I've been thinking about what to tell you.
1. I got it. This is a case where I have made slightly different assumptions than you did at the time. I thought (and still think) that
3 bits of information on the classifier input is obviously not enough for any confident prediction. The most interesting patterns
will start just a little farther away (5-6-7, etc.). You'd better stop with the hussar stuff yourself. Even Lucky is working on 4. :) But by lengthening
the chain, the exponent will go all the way up. And then the approximation problems will return.
2. I don't see how the word "trend" is worse than "instruments with negative correlation". Shorter at least.... :)
3. I'll give it a try at my leisure. ;)
1. "I know how mechanistic people are and the question of whether they (we) have 'free will' is not an issue for me. At least in
practical problems. The presence of intentions ofthe participants in the process does not at all prove their (intentions) 'freedom'."
2. I don't know, but the one between the ears isn't enough.
1. (a) I understood what you attributed to me. Indeed, in its outward form it looks like a conclusion. Only it is not an analytical (logical)
conclusion. It is simply the experience of perceiving this phenomenon. Without presuppositions-axioms. (b) About provability of indeterminacy of intentions
this is not a conclusion either. It is a fact.
(2) How much is needed? :)
It's a challenge for which at one time I even abandoned my congenial amateur research on a famous mathematical problem (Riemann).
I'm going to need a little distraction... I'm going to make another deposit... -:)
Are you ready to dump him yet? :)
Like a young pioneer... :-) But I'll be smarter now. Of all the things I know, nothing I've ever done well at the first or second time, often not even the tenth time...
But if I have learned anything... :о
It's a challenge for which at one time I even abandoned my congenial amateurish research into one famous mathematical problem (Riemann).
Well yes, very sensible, if successfully solved, it will be more useful than "Riemann" :o))))
............ By the way, if you have three charts of one brokerage company in your terminal, there is nothing to be surprised about. If you take two different brokerage companies with different spreads and compare them, then there will be something to talk about.
I want to place an advertisement on Google. I have made up the text. I decided to show it to you for the sake of justice. Maybe you will earn some money on your depo.
"Looking for a dealing centre with original quotes. I pledge to marry without looking. Intermediaries are welcome and well paid. Donot offer less than two and a half spreads."
Will you do it? ;)
Alternatively:
Evaluate the predictability of the p p RT in one way or another (NS, classifier, etc.) at different H. We obtain the dependence p(H) . Choose a North where p is maximal. Work on this trading horizon and in the background scanning the whole H range, until the mood changes (the North changes ).
It seems to me that it is a bit premature to close the question of (un)fractality of forex. The phenomenon is kind of visually
observable. What I mean is: maybe it makes sense to make a threshold coarsening of a signal in several bands at once?
We would get something like a positional numbering system (345AE3...) with the ability to observe at different scales.
(temporal analogue - timeframes). The scale line is not fixed, of course, but customizable.
Market properties may differ and fluctuate at different scales. So... track and take into account the hierarchy.
If autopsy shows practical value of such scheme, of course.
A small report on the work done. I investigated the profitability of binary patterns built on the EUR/USD tick quote, approximately for one year. I investigated the profitability as a function of the horizon Kagi - H. The patterns were built on RT, all its increments were replaced by the signs of these increments, i.e. I didn't make a difference between the increments of 100 points and 10 points, these increments were assigned an index +1.
On the left side of the picture you can see the returns for the patterns consisting of two counts and therefore 4 different types:
1)-1-1
2)-1+1
3)+1-1
4)+1+1
You can see that we managed to reach an average return of 3-4 points per transaction. The figure on the right shows similar information for the 3-link pattern. One may note an increase in the yield for a familiar variable pattern such as
3)-1+1-1
6)+1-1+1
The fact that the market "likes" alternating patterns seems to be its fundamental property. This property also applies to higher order patterns:
Lower peaks, correspond to less familiar patterns.
Thus, we can state that it is in principle possible to build a profitable TS on the proposed basis and there are more and less profitable patterns.