To follow up - page 16
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I remind you that Alexei made a distinction between context and indicators. I said that the context can include indicators, conditions of application, conditions of transition to decision making and many other things. And all this will be an analysis, and exclusively of the quote flow data. So, all this will be TA. And what is your point of view?
The same, apparently. All through TA and therefore indicators. It's just that the tasks are different for the ranks... - I think I've already said that. Some show conditions of application, others conditions of transition to decision making, others entry points, etc. So, I think we have no misunderstanding here either. Or have I misunderstood you and am I talking about the wrong thing?
My question to you regarding the content you put in the concept of context was precisely because you stubbornly conceal it. Maybe it's time to come clean? Otherwise we'll never get out of this "ruminating on the tree".
PS
This must feel like an interrogation. With a little bit of passion. :-)))
I am not hiding anything! What a torture...))) What is unclear in playing according to circumstances (there, a synonym! and already makes me sick. Like a deranged person who keeps repeating - "context, context". Ugh!)))
Different trading tactics - different circumstances. There's trading in the trend - one set of circumstances. There is rebound trading - different circumstances. It all depends on the trading model used. And in order to detect these circumstances (that's where the specifics are), it's not the timeframe that we should be talking about.
Examples? There will be. There have even been some. I think somewhere on Reshetov's thread... or not on his, but with his benefit... there another batch of cacti was chewed up for "stationarity", pardon the Lord. In passing there, as it wasn't about that after all.
They will be. But agree that it was necessary to agree on certain things.
The way I see it, is as follows. 1) Generation of a non-timeline CR. 2) Analysis of non-timeframe CA. 3) Context identification by models and trading tactics.
But damn it, people! It'll be on New Year's Eve for sure. Well, not now!!!))
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Yep. And I didn't create this thread for "context trading". Although... Follow-up" format allows me to refer to anything I've mentioned, even in passing. // (as in, you'll be held responsible for what you say!)))
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Okay. I'm not saying goodbye just yet. I'll be back here before New Year's Eve.
Svinozavr писал(а) >>
Different trading tactics mean different circumstances. There is trend trading - one set of circumstances. There's bounce trading - different circumstances. Everything depends on the trading model used. And in order to detect these circumstances (that's where the specificity comes from), we do not use the timeframe, about which we should not "just talk".
...
There was another batch of cacti being chewed up for "stationarity", god forbid. In passing there, since that's not what it was about after all.
....
In my further opinion, the following is as follows. 1) Generation of a non-time-frame CR. 2) Analysis of non-time-frame CA. 3) Identification of context by models and trade tactics.
If I may, I will try to formulate what I understand as:
(a) Context is an identified period of time( or a segment of the CR) where the CR has relatively "pronounced" features. (For example, trendiness or stationarity in the sense of the absence of a trend).
The context is defined invariant to the tf. To leave the context is a significant change in the underlying attribute.
b) defining an existing (at the current moment) context allows one or another TS to be applied that takes advantage of our knowledge of the context.
c) changing the context should lead to the application of tactics of estimating and "winding up" the consequences of trading in the previous context and switching to the application of an adequate TS to the newly defined and become current context.
The TS here is a trading strategy, not a system.
That's all for now. :)
Yes? No? Maybe?
;)
2 Sorento:
Do you want to join me as a co-author? Because I haven't formulated it "on paper" yet)))
No, seriously - I think we can leave it that way.
The same one, apparently. All through TA and therefore indicators. It's just that the tasks are different for the ranks... - I think I've already said that. Some show conditions of application, others conditions of transition to decision making, others entry points, etc. So, I think we have no misunderstanding here either. Or have I misunderstood you and am I talking about the wrong thing?
No, that's right. That's what I wanted to hear. It all makes sense now.
I'm not hiding anything! What a torment...)) What's unclear about playing by the circumstances (oh, a synonym! and already makes me sick. Like a deranged person who keeps repeating - "context, context". Ugh!)))
Different trading tactics - different circumstances. There's trading in the trend - one set of circumstances. There is rebound trading - different circumstances. It all depends on the trading model used. And here in order to detect these circumstances (that's where the specifics are), it's not the timeframe that we should be talking about.
About a year ago I was arguing with a fellow builder of TS. He wanted to prove to me that whatever TS I build, I'm still dealing with forecasting. And I told him that no way, my strategy is situational, it is not focused on the forecast, decides based on the current situation. Looks like ? :-)
If I may, I will try to formulate what I understood:
I'll give it a try. :-)
Context is the area of phase space of market states that is characterized by the fact that the same trading solution works for the entire area. The phase space of market states is formed by a set of parameters that exhaustively characterize this state, i.e. the set of parameters that allows making trade decisions without involving other information. A change in values of these parameters leads to the fact that the market state is described in the phase space by a certain trajectory. The entry or exit of this trajectory from the area of space that defines the context means just the appearance or disappearance of the context.
Consequently, the context cannot be an 'identified time period', although the lifetime of the context is certainly finite and measured by the time interval. From this point of view the lifetime is only a parameter of the context, and also not a meaningful one. It is never known in advance and takes no part in context identification and trading decisions. Time is not a parameter of phase space.
2 Yurixx:
Reading the wording makes me jealous. I should be able to spell it out like that. (Not kidding!))
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Well, gentlemen, I guess it's time to get ready for the 2009 wire-to-wire party? But I don't need anything - tea and croutons. I won't risk anything else yet. I'm pretty wasted, though. I'll probably drink some cognac.
Anyway, I'd better get myself cleaned up. I don't even look like my avatar anymore.
But I won't say goodbye. I'll check in again.
OK, Peter, get ready to be specific. I want formulas, formulas! Philosophy is good, of course, but in the right doses. I also have tea and croutons, and on New Year's Eve it won't be stronger than wine.
The context is the area of the phase space ...
The phase space of market states is formed by a set of parameters ... Changing values of these parameters leads to the fact that the market state is described in the phase space by a certain trajectory. The entry or exit of this trajectory from the area of space that defines the context, just means the emergence or disappearance of the context.
In this respect, a context cannot be an "identified time period", although the lifetime of a context is certainly and is measured by the time interval. From this point of view, the lifetime is only a parameter of the context...
Time is not a parameter of phase space.
Ugh. Can't get over the New Year's Eve hassle... ;)
Let me ask - isn't the trajectory formed by time?
Isn't it the evolution of the market?
....
Happy New Year! Happy New Phase!
Happiness and good luck to the inquisitive and seekers!
The right context! )))))))))
Ugh. Can't get over the New Year's Eve hassle... ;)
Let me ask - Isn't the trajectory formed over time?
Isn't it the evolution of the market?
....
Happy New Year! Happy New Phase!
Happiness and good luck to the inquisitive and seekers!
The right context! )))))))))
Thanks for the wishes. Same to you !
Trajectory is a curve on the map of the city that shows which way you are going to or from work. Time is not a map parameter, although your position on this curve changes over time. The map parameters are your latitude and longitude.
Unfortunately, we can't make time a phase space parameter. It, a strange thing, flows only in one direction. So the price chart is a graph, not a trajectory. And it will never return to a point it has already been to once. And in phase space, a system can return to any point as many times as it wants.
Wasn't it too much clever stuff I've thrown here on New Year's Eve? :-)))
Joy of Life to everyone in the New Year ! Traders, love the process, don't get attached to the result ! :-)
Sustainability and persistence...
And Relevance in the New Year!
Well, gentlemen... Happy New Year! I wish you a logically justified, mathematically verified and therefore immense Luck! Adequacy to the market, gentlemen!
For me this year is a year of acquaintance with MT and with you. I hope to see you all here, on this forum, in the coming year 2010 in the best of health and in good spirits. Good health and happiness to you, my friends!
Cheers.