How to make money from unsteady markets? (Article) - page 4

 
IlyaA писал(а) >>
I suggest we start discussing the wording of the problem of identifying market strategies. Where are we on the flat or trend? :))) In general, how to approach counter-strategies?
The game of two players - the trader and the market - is bullshit! BP movement is the main trend, lesser main trend even lesser main trend and all sorts of other crap. BP movements are powerful jets that for some reason break into curls and then fold back into jets. On the other side is exactly the same set of players. The whole problem is identifying market intentions, not building matrices on historical data where the probability of winning is p, and losing is 1-p. Where are the dynamics? We cannot find the end of a trend, the beginning of a flat and the subsequent start of a trend and the reason is that the time intervals between them are always different and random. Again to your post above, what are we discussing? The stationarity of BP hidden behind the new cleverness.
 
faa1947, also true. And we can assume that the jets in the stream are subject to someone else's will, i.e. stationary. Except that there are so many of these intentions. Theoretically, if we isolate the independent components in the streams, we can also decompose them into a matrix. It goes something like this. But the analysis of the independent components is still at an elementary level for me. :)
 
faa1947 >>: The whole problem is identifying market intentions, not building matrices on historical data in which the probability of winning is p, and losing is 1-p. Where are the dynamics? We do not know how to find the end of a trend, the beginning of a flat and the subsequent start of a trend and the reason is that the time intervals between them are always different and random. Again to your post above, what are we discussing? The stationarity of BP hidden behind the new cleverness.

faa1947, your hatred of stationarity and love of dynamism is well known. Let's do something positive instead.

Start right away with the market model as you understand it. You have no publications here, and it is not easy to make an impression of your point of view by scattered posts.

 
Suppose this is the problem. There is a civilisation that communicates with us through electromagnetic fluctuations. How can we isolate the independent components of speech from this signal? Then it would be possible to get close to intentions as well.
 
IlyaA >> :
Let's suppose the following task. There is a civilization which communicates with us by means of electromagnetic waves. How to distinguish the independent components of speech from this signal? Then it would be possible to get close to the intentions.

!!!)))

I just imagined a message to an alien civilization in the form of a radio signal modulated by EURUSD...

They certainly won't do it - why mess with idiots! ))))))))))

 
Mathemat писал(а) >>

faa1947, your hatred of stationarity and love of dynamism is well known. Let's do something positive instead.

Start right away with the market model as you understand it. You have no publications here, and it's not easy to make an impression of your point of view by scattered posts.

Why not? I've tried several times to somehow outline BP itself, which could be discussed.

In my opinion, if we talk about BP model, the closest to BP are wailets, which, unlike FFT, have time duration, decompose BP into constituents, again having time duration and have noise cutoff apparatus (maybe a flute).

It's not about sympathy. Either we discuss what we have and then maybe solve or come close to solving the problem. Or we come up with a bridge so that the whole Mosca can be seen and live with it and demystify our knowledge, irrelevant to the problem.

Speaking of the topic, there is no assessment (probability) of conformity between BP and the non-explicit model of BP we are being asked to discuss.

 
Svinozavr >> :

!!!)))

I just imagined a message to an alien civilization in the form of a radio signal modulated by EURUSD...

They certainly won't do it - why mess with idiots! ))))))))))


Try to describe the beginning of solution to distinguish these independent components.

 
IlyaA >> :


Try to describe the beginning of the solution to make these independent components stand out in some way.

Well... Barin... you set tasks...))

For a start (I am a contactor - aliens told me))) you have to divide the time series into clusters. The framing is not by time, but by a meaningful characteristic of the series for trading. Either way, note the time frame. There is nothing to catch in it. And then the brown bear in the polar coordinates turns into a white and fluffy, and almost tame.

Ilya! Well, do not provoke me, okay? ))) Of course, I'm a swine-saurus, no doubt, but come with your own cuisine into somebody else's thread...

 
Svinozavr >> :

Well... Barin... you set the tasks...))

For starters (I'm a contactor - aliens told me))) you have to break the time series into clusters. The framing is not by time, but by a meaningful characteristic of the series for trading. Either way, note the time frame. There is nothing to catch in it. And then the brown bear in the polar coordinates turns into a white and fluffy, and almost tame.

Ilya! Well, do not provoke me, okay? ))) Of course, I'm a swine-saurus, no doubt, but come with your own cuisine into somebody else's thread...



I kind of made the connection between the tasks. Again. We can assume that the trickles in the stream are subject to someone else's will, i.e. stationary. Except that there are so many of these intentions. Theoretically, if we isolate the independent components in the streams, we can also decompose them into a matrix. Here. :)
 
IlyaA >> :


I thought I had deduced the link between the tasks. I'll say it again. We can assume that the jets in the stream are subject to someone's will, i.e. stationary. Except that there are so many of these intentions. Theoretically, if we isolate the independent components in the streams, we can also decompose them into a matrix. Here. :)

Drop your details, I'll highlight the components for you at your leisure:

https://www.mql5.com/ru/forum/120198/page6