Our Masha! - page 15

 
grasn писал(а) >>

to LeoV

Well what are you wasting your life on?

I would advise you to use the Championship - but you say that it is a demo and roulette, while it may be possible to draw some conclusions that it is real to work and earn money, if you ignore the MM maxed out (which is why you get roulette) and some mistakes, which you may make, but which you can correct in life, while the Championship is impossible. Then I would advise to use PAMM accounts. This is real money with real investors, where you can see that you can earn very good money - there are some professionals who make 10000% in 2 months. )))) Of course increasing deposit 330 times in 2 hours is not realistic, but it is possible to earn some sane percent of sane deposit - even without being a trader, but as an investor, distributing money properly......)))))

 
LeoV >> :

distributing money correctly between traders......)))))

+1

 

to Quant.

Just a reminder that I've already said goodbye. :о) But it's for the simple reason that the countdown counter shows the completion of the next gathering of statistics and model validation. I will have to analyze the results, so it's kind of a last post :0)))

Значит это уже не тех. анализ, и совсем не то, о чем у Вас описано.

I never wrote that it was based on technical analysis. You're not making this up. Read carefully, and better from the beginning, or I'll be making the same up.

What scientific articles ...

It's based on time series memory analysis and some other subtleties. If I have time I will write a concept in my thread, but now I'm busy, sorry


to LeoV

Well I wouldn't say so..... I don't consider myself a cow...... If someone does - that's their choice )))))

Don't flatter yourself and I've already stopped myself, besides - it's a joke in case my ego is hurt too much :o))). That we are cows in the statistical sense is shown by the results of any championships held periodically. You just need to understand the numbers, and it's easy to do if you imagine the organisers as a kind of theoretical DC. Everything becomes visible and understandable how the DC works, I've written about it a lot, I'm fed up with it.


There is not a single trader who wins all the time staying in the market in the conditional 24x7x365 mode. The most important thing is not to make dough (remember BARS ), but to exit the market at the right time (taking a modest amount with them). And entry is important, but not as important as exit :o) A little abstract, but on topic: there is a wonderful cartoon - the escape from the hen house. When the chickens are trying to figure out how to escape, the following dialogue resounds (from memory):

- digging - have you tried that, have you tried that, have you tried that ...

- and what else have you tried?

- Try not escaping from the henhouse.

- Oh! That might work!!!!


You got me wrong. Matcads, Matlabs are good and there is no argument with that. I only asked one simple question, to which I never got an answer.

You make me laugh!!! You asked me why I need all these LABs... and you're writing Matkads, Matlabs are good and there's no question about it. WHAT DO YOU WANT? MAKE UP YOUR MIND!

 
grasn писал(а) >> You make me laugh!!! You were asking why you need all sorts of LABs... and here you write Matcads, Matlabs are good and there's no arguing with that. WHAT DO YOU WANT? MAKE UP YOUR MIND!

Applying these programs does not at all mean that you have to make your TCs more complicated and contrived under the bar.

 
grasn писал(а) >>

to LeoV

Don't flatter yourself and I've already stopped, besides - it's a joke in case your ego is hurt too much :o))). That we are cows in the statistical sense is shown by the results of any championships held periodically. You just need to understand the numbers, and it's easy to do if you imagine the organisers as a kind of theoretical DC. Everything becomes visible and understandable how the DC works, I've written about it a lot, I'm fed up with it.

There is not a single trader who wins all the time staying in the market in the conditional 24x7x365 mode. The most important thing is not to make dough (remember BARS ), but to exit the market at the right time (taking a modest amount with them). And entry is important, but not as important as exit :o) A little abstract, but on topic: there is a wonderful cartoon - the escape from the hen house. When the chickens are trying to figure out how to escape, the following dialogue resounds (in memory):

- digging - have you tried that, have you tried that, have you tried that ...

- and what else have you tried?

- Try not escaping from the henhouse.

- Oh! That might work!!!!

Everyone has a different philosophy of life. And not 24x7x365, just 24x5x250.

 
Quant писал(а) >>

Spend a lifetime studying theory, or use the powerful base you've already built up to do your work. This is your choice.

It is true that often people do research just for the sake of research, forgetting the real purpose. It is also true that the progress of science and technology is not possible without theoreticians who are cut off from life and live in their own world.

*

I thought it was a banal discussion of MAs, but here everything is much more interesting :)

By the way, about MAs. Many people like to use them for smoothing including trailing stops by them. How do you like this smoothing method?

Suppose

X[i] - the initial signal of the i-th bar (it can be either Open, or Hight, or Low, or some average of these values)

Y[i] - transformed (smoothed) signal

indexing of bars is the same as in MT

Then

Y[i] = Y[i+1] + dY[i]

where

dY[i] is the increment of the transformed signal on the i-th bar

dY[i] = ( X[i] - Y[i+1] ) / K

K is the inertia ratio - the larger inertia ratio is, the more inertia Y behaves at small distances from X

The advantage of this method is that at small divergences between X and Y the transformed signal is very inert, but as the divergence increases so does the rate at which Y follows X.

 
PapaYozh писал(а) >>

Then

Y[i] = Y[i+1] + dY[i]

where

dY[i] is the increment of the transformed signal on the i-th bar

dY[i] = ( X[i] - Y[i+1] ) / K

Let's rewrite your equation:

Y[i] = Y[i+1] + dY[i]=Y[i+1]+ ( X[i] - Y[i+1] ) / K, putting 1/K=w, we have: Y[i] = Y[i+1] + dY[i]=Y[i+1]+w( X[i] - Y[i+1] )

Let's compare now with the expression for the simple exponential average (EMA): EMA[i]= EMA[i+1]+w*(Open[i]-EMA[i+1]);

So you've given us the exponential average, now what?

 
Neutron писал(а) >>

So you've presented us with an exponential average, what's next?

Yes, indeed, that's it :(

But it's better to build not on the openings, but on the highs and catches.

What next? Next is either profit or moose.

 
Quant писал(а) >>

...

Spend a lifetime on theoretical research, or use a strong base already established for practical work.

Share what you consider to be a powerful base. But, please, be more specific, don't refer me to Shiryaev, many of you have read him, or to other books. As an aviation radio engineer I would be interested (all my life I was involved in detection, tracking and guidance algorithms, I think as a pilot you should be able to understand what that is). Been on the market for quite some time.

 
Quant >> :

Apologies to the esteemed thread creator for the off-topic...

As for the instruments, of course I have nothing against them.

Further, about the 70s, there's a question of an approach to making money. putting a quote through a filter is certainly good, but it's weak...

Grasn, I liked your thread about the asset management system.

"I hope the very idea of crossing a hedgehog with a snake already deserves a separate and honourable Dr Schnobel award. "

Don't you think it's people who have already posed this challenge?

Since you're getting into mathematical finance, maybe you should start with the basics instead of making up incomprehensible stuff....

What mathematical programming is used for, I understand you mean the Belman equation.

It is used in finance, to find at a point in time all the optimal (according to the main problem) parameters of the system, using today's info. (Markov chains).

You can read the theory here https://en.wikipedia.org/wiki/Dynamic_programming (left-hand link in Russian).

As for your wave analysis, to be honest, I don't use such approaches, so I don't know how it works in practice at all.

I think that nothing good will come out of it.

The eternal question in all problems is not the tool with which the problem is solved, but what the model will be available at the input and how much it really explains the phenomenon of potential profit.

If you are interested in asset management using mathematical methods, I recommend taking a look at Markowitz and his descendants, and of course Karatzas Mathematical Finance.

That's a lot of aplomb. It's embarrassing for you.


And by the way, "Markowitz and his descendants" - as experience shows, have fared no better than many gathered here. A Nobel Prize in economics is no guarantee against a drain. :)