Put in a good word about the occasional wanderer... - page 14

 
hrenfx:

What is the end result? Mine is a profit. I could show a profit chart on one BP of one of my strategies (steadily up, a dozen trades a day). What's the point?

And my strategy is not "primitive", to refer it to "contrived" is to deceive yourself. But my strategy doesn't work at all on EURUSD and on many other GP's.

So what is the objective? If my trading robot has a primitive way of earning, that's good. If you are able to "smartly" earn money - fine.

But if I cannot earn by any method, it does not mean that these methods are equally shitty. It means something different...


it's about 1 pair as BP and further down the list (screenshot)... not about ts...

and it's not about where to look best, what tools to use...

about the rejection of primitive and contrived notions in the pre-post...

in general a conversation about nothing ...

who has a cut relative to the screenshot - put it in a csv or txt file ...

 
One of Shiryaev's references.
 
Neutron:

Yes...

Everyone who is tired of leading a miserable existence on the Forex market should learn it like the Lord's Prayer and apply it in their everyday trading life!


And how to use the freeze :)? First there should be the market concept, and then the science.
 
A good night's sleep (three graphs)

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timbo:

If the two processes are independent, they are both just noise. If you add or subtract the two noises, you just get a third noise. That is, the resulting process will be

y(i) = y(i-1) + e(i), where e(i) = b(i)+s(i) or e(i) = b(i)-s(i); + or - makes no difference.

Random wandering is pure water. Minor modifications, like clipping panics, won't seriously change anything. Only if your processes are not independent can miracles begin to happen.

Have you tried Rice?

;)

 

"Thick" tails may appear as a consequence of different discretisation of both price and transaction volumes of market players operating with different precision


and here we can see the proverbial "five figures" ...

;)

 
All your BPs are about nothing. No one is interested in the fact that you can get some profits on some curve you have invented. And there is no practical value to be gained from it either. Yes, you can generate a certain well-known market characteristic such as fat tails, but what is the use? Anyway, this is not a market, but SB, and one cannot make money on it.
 
C-4:
All your BP is not about anything. The fact that you can get some kind of profit on some kind of curvature invented by you is of no interest to anybody. And you won't get any practical value from it either. Yes, you can generate a certain well-known market characteristic such as fat tails, but what is the use? Anyway, this is not a market, but SB, and one cannot make money on it.

are the options a testament to that?

Is the random straying in price what we are seeing? And the presence of "fat-tailing" was supposedly refuted by SB.

But no - as you can see.

And as for proof of SB's inability to make money, I can't judge. Bring it - it will be useful to me, and other adepts of earning on Forex.

;)

 

Curious about properties of oscillating random walks.

As I see it - Alexey(Mathemat) somehow built Markov chains and checked independence of their coefficients... ;)

I think this article may come in handy.

Files:
tvp3021.zip  474 kb
 
avatara: As I see it - Alexey(Mathemat) somehow built Markov chains and checked independence of their coefficients... ;)

No, there are no Markov chains being built. It's just a dumb search for dependencies. And just by it concluded: the returns sequence is not Markovian.