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Принципиального различия подходов, действительно, не понимаю. Если можешь - объясни.
То, о чем здесь шла речь - концепция ФП и его кластеризация ...
Hmm, it's very strange that you consider the FP concept to be the subject of conversation. The FP concept provides us with convenient terms to describe the operations we perform, and you and I are comfortable using those terms, so what's there to discuss? Although now I understand the nature of your extensive excursions into the basics of the concept. Well, it must have been interesting to some people and I think they are grateful to you for it.
We also, imho, did not discuss clustering, because discussing clustering is discussing the parameters that give that clustering. Neither I nor you talked about specific parameters.
What were we discussing?
I'll allow myself a bit of philosophy again for the answer. We all have by and large the same goal, I think we don't need to say what it is :) . We all at one time or another started from the same place (the place where teapots live :) ). We set foot on this trail, using billboards disguised as them as signposts. We were also immediately offered patent-pending speed boots for free :).
Time has passed. We're still on the trail, the destination is still far away. But we are equipped with a greater variety of mobility and navigation aids. They are considered to work, though mostly left behind by those who have wandered this area before. But there are designs of our own as well.
And so the two stalkers meet. What do they talk about? Of course about their bicycles :) .
So I say: look what feature I made, it allows you to pass where the bike got stuck before. And you in response - and my bike has it the old way, but it should work so-and-so because this is how it was imagined by the one who conceived it. And he imagined it like this...
And I say, look, my bike has another feature that allows me to navigate where I used to wander. And you say: my bike has a regular means of navigation, and it should work so-and-so, etc. :)
And most importantly, you say that we are both riding bikes :).
That's when I start thinking: maybe you just haven't been to the places I've rambled and buggered. Either you haven't reached them, or you've found a way around them. Or maybe I just don't know how to use the regular navigational aids.
I describe in detail these places and the problems that arise in them, and then you say that the discussion of the problems of passage of such sites are beyond the scope of this thread :).
Fuck philosophy, don't take this text too seriously :).
The most fundamental difference in the approach I describe seems to have really escaped you, because after all my explanations you wrote quite recently
We have to specify entry points and exit points (or entry points to the opposite position) on the trajectory
.This is what a completely external algorithm does. In my variant of an ideal (i.e. focused on the maximum profit) system, these are the ZZ tops. In your version, these are entries and exits
that are set by your strategy of opening and closing positions.On the one hand, we get the market parameterization that leads to such or other trajectory, and on the other hand, we get the entry-exit algorithm. If from their connection the entry points form a cluster in one place and exit points in another, then this is the desired result. In your case it is the end result.
I don't have inputs and outputs, I have transactions. This is the most fundamental difference, as a trade has characteristics that are absent from the entries-exits. For example profit, time of existence, drawdown, etc. This allows you to build criteria on FPs that just aren't available in "your" approach. This is exactly the criterion I described to you, and I think your difficulties with its perception were caused by the desire to combine it with your approach.
У меня это не входы-выходы, у меня это сделки. Это и есть наиболее принципиальное отличие, поскольку сделка обладает характеристиками, отсутствующими у входов-выходов. Например профитом, временем существования, просадкой и пр. Это позволяет строить на ФП критерии, просто недоступные в "твоём" подходе. Именно такой критерий я тебе описал, думаю твои трудности с его восприятием были вызваны именно желанием непременно совместить его со своим подходом.
and it's brilliant .... no market research can simulate real trade......
Man, it's nice to feel like I'm not alone :)....
Lucretius is a genius, no one disputes, but he did not discover the elementary particles he declared ....
What were we discussing?
With me it's not inputs and outputs, with me it's trades. This is the most fundamental difference, because a trade has characteristics that are absent from the entries/exits. For example profit, time of existence, drawdown and so on. This allows you to build criteria on FPs that just aren't available in "your" approach. It's exactly the criterion I described to you, I think your difficulties with its perception were caused by the desire to combine it with your approach.
Indeed, what were we discussing? Personally, I came to this thread to see how people feel about context, what they mean by it, how they are going to use it. It was a topic, if the creator of the thread is to be believed. And then, when I saw that there was life here, I spoke out on the subject myself. That's where our discussion actually started, and revolved around it.
Thank you for the colourful image you so skillfully painted. It is of course a surprise to me that I am one of the two stalkers who brag to each other about their findings. If you'd set out that context earlier, I would have given you the palm immediately, even before the discussion began. But as it turns out, I've disappointed you. I'm sorry to hear that.
On the other hand, you're pretty much in the loop. It wasn't that long ago that I spent a whole month answering your questions with a pristratie, until they ran out.
As for the trades, and the emphasis you put on that word, I have to assume it's a transparent hint that you trade real ? I'm happy to congratulate you on that and wish you every success. At the same time I tell you what you already know, but have suddenly forgotten: all transactions (and yours, too) begin with entry and end with exit. Therefore, you can only see a PRINCIPLE difference here if you have a special motive for it.
Personally, I have only one perceptual difficulty - I can't understand your motive. Do you want to measure pips with me? Or do you want to show off in front of an audience? I can hardly help you in the first case, I'm not a child anymore. In the second case - you may help yourself, may your profits be stable.
PS
To follow (as it should be in this thread :-)
We also, imho, did not discuss clustering, since discussing clustering is discussing the parameters that give that clustering
.Neither I nor you have talked about specific parameters
.Dare I remind you that I was the one who raised the issue of parameterisation. Later raised it a second time. And, in addition, I suggested, in addition to liquidity (the branch author's parameter), volatility. However, alas, no one supported or continued it, and the discussion concentrated around FP. So there were attempts on my part, it's a pity you didn't add anything to it. Although you could have.
crap.... this is all wrong..... where profits need to grow, there is a loss...... and vice versa accordingly.... here comes the "context" lagging
don't swear off guys..... i enjoy reading your thoughts..... and i'm not the only one - it's a rare branch that i want to read and learn
PS not guys - men
You've got me hooked, stalkers. I will have to delve into your dialogue properly, not diagonally, and at the same time try to understand the difference in your approaches. The direction is very promising.
But along the way I will ask qualifying questions.
P.S. Something topikstarter again disappeared. He popped up yesterday in another thread, hit on the local Michurin and disappeared again. Here is his favorite word to discuss, and he, such a bastard, mute.
Hi Alexey. Does the dialogue on Netocracy interest you ?
Привет, Алексей. А диалог на тему Нетократии тебя интересует ?
Yes, I am interested, of course. But it can continue where it started.
Of course. I'm already in the middle of it. I'll let you know when I've finished.
И вправду, что же мы обсуждали ? Лично я пришел в эту ветку посмотреть как люди относятся к контексту, что под этим подразумевают, как собираются использовать. Это был топик, если верить создателю ветки.
This was not the topic. I didn't intend to speak for "context" here in the first place. It just came up on its own. Or rather, someone - I don't remember who, but not me! - brought it up.
And then, when he saw that there was life here, he spoke out on the subject. That's how our discussion actually began and around which it revolved.
It's a very interesting discussion. While reading it. Sometimes even with a clever look (I'd like to think))).
[............]
Dare I remind you that it was I who raised the parametrization issue. Later raised it a second time. And, moreover, suggested, in addition to liquidity (the branch author's parameter), volatility as well.
In fact, volatility was suggested by me long before this thread appeared. It was mentioned in the topic of stationarity. I considered volatility as a way of contextualizing it due to its quasi-stationarity. Or as a way of breaking it down into micro-contexts. Liquidity, on the other hand, is simply a necessary condition for TA to work adequately on the BP tf. When the tf breakdown and the breakdown by, say, volatility, are close.
However, alas, no one supported or pursued it, and the discussion concentrated around the FP. So there were attempts on my part, pity you didn't add anything to it. Although I could have.
So it's not "evening yet".
===
A bit on topic (may I?)) Here, as far as I was able to understand, two approaches are suggested for dividing into phases: by some external trading algorithm with its inputs/outputs and by some parameter that implies the potential for a trade.
In my opinion, it is one way. In terms of splitting, the second approach (which I follow) is more correct in theory, but in practice it turns out the same thing.
Or have I missed something, and there is an underlying cholivar of sorts?