Probability, how do you turn it into a pattern ...? - page 4

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neoclassic >>:
Если я правильно понял, идея в следующем: зная что в среднем все индикаторы 50/50, при значительном отклонении вероятности от 1/2 происходит вход в сторону сужения...бррр :-)
короче строим виртуальную эквити по какой-либо системе, скажем по 1й машке, и при большой прибыли/убытке начинаем торговать по этой системе, прямо или реверсно, с надеждой на то что в итоге виртуальная эквити придет к 0, т.к. вероятность индикатора 50/50. В случае с машкой - это не так, т.к. виртуальная эквити не будет стационарна, и возврат к 0 совсем не обязателен. В другом случае - надо смотреть.


It's even simpler, without waving. Because indicators are optimizing historical events, the probability of their recurrence is not much different from guessing by coffee grounds.

How much time on average will it take to execute a position with a profit of 10 points and a stop of 20? You will agree that (in the period) it is twice as much than for an order with a profit of 20 points and the stop of 40 points. This is how we can manage the time of orders execution, and later, the cycles as well (a very primitive example).

Now, I didn't accidentally show by example that profits less than stops in a series of experiments will have a probability (quantitative) of obtaining profitable positions. Now, apply the principle of mismatching the time of orders execution and probability of profit obtaining in two experiments that are not related (20 orders closed for buy and 20 orders closed for sell in an hour), for example. Later (the second try) exclude profitable orders and play roulette with the remaining ones again and you will get 50/50 again in a period.

But all this I have described quite primitively, as stops obtained, albeit in a smaller amount, give a total greater loss. In this case they cannot be solved without martin.

In fact everything is much more interesting, if we mix (determine) characteristics based on obtained (fixed) results from the first run. I just need a starting point. Next ... everything is elementary, the sum of profitable (open) positions is taken as a conditionally accepted drawdown (for the given cycle) and Mr. Bernouli is invited ...
 
Neveteran >>: поскольку индикаторы это оптимизация исторических событий, вероятность повторения которых не сильно отличается от гадания на кофейной гуще.

This is the first time I've heard such an original perspective. I used to think that an indicator was just some function of price (and possibly volume).

How long would it take, on average, to execute a position with a profit of 10 and a stop of 20 pips? You will agree that (in a period) it is exactly half as long as for an order with a profit of 20 and a stop of 40 pips.

I disagree. Neither flat nor uneven. And what does "in the period" mean? I understand that the terminology of practitioners differs significantly from that of theorists, but still - what does it mean?

 
I certainly apologise for intruding on such a business conversation between people who clearly know the maths... But I just want to say (I couldn't resist while reading it), you can't write that all indicators show a 50/50 signal probability. It's not, unequivocally. You just take a strongly "mathematical" approach to analysing something that is not strictly mathematically predictable. You have no understanding of the market when you talk about how you don't care what has contributed to the rise/decline in price, be it macroeconomic news, speeches, etc. After all, that is what initiates movements.

You need to understand the logic of what each particular indicator shows. Try to understand the nature of the market, what drives prices... it's all more about economics than maths. I believe the probabilities at any given time are far from 50/50.
 

The guy's just whistling and you're in his way...... don't distract him :))))))!!!!!

 
Alexei, what is the terminology of practice here!
A practitioner cannot, for example, be guided by the principle "anything that can happen is bound to happen". Uh-huh. Who can argue with that? Also, my last name is McLeud. To fucking wait.
 

I personally like your thinking and approach so far. Carry on and don't listen to amateurs who will be yammering on from time to time. There are plenty of them here, but not all of them. That's just a 100 percent guaranteed occurrence of the event you overreacted. And so in general quite ( IMHO ) advanced for this forum in recent times. We are waiting for the continuation.

 
On topic.
 

And here's another thing - with Bernouli, try to forget it was a long time ago. :)

 
Mathemat >>:

Впервые слышу такой оригинальный взгляд. Раньше я думал, что индикатор - это просто некая функция от цены (и, возможно, объема).

Не соглашусь. Ни ровно, ни неровно. И что значит "в периоде"? Я понимаю, что терминология практиков существенно отличается от оной у теоретиков, но все же - что это такое?


Events (price movements) in the past are nothing more than statistical data having a visual representation, I am disinclined to consider historical moving averages tied to price changes in the present. If only because extracting precious regularities from such practices is akin to self-delusion.

I take an event that has occurred - an order has gone into profit or has a negative current open balance - as the initial value (the condition of the problem) relative to several similar open positions - to be a basket. For this basket, there is a cycle concept, i.e. after some time, I analyze the balance of the basket and, if it is positive, I terminate the cycle. If the balance is negative, I practically hedge the positive positions and start working with negative ones at the level of the volume of the fixed hedge. Until they are brought to the Breakeven or +.

A medium term order which targets 100 pips and 20 pips will have different time to execute?
What is the question?
 
Alex5757000 >>:
Я конечно извиняюсь, что влажу в столь деловой разговор людей, однозначно разбирающихся в математике... но, я лишь хочу сказать (не удержался, пока читал), нельзя так писать, что все индикаторы показывают сигнал с вероятностью 50/50. Это не так, однозначно. Просто вы сильно "математически" подходите к анализу того, что строго математически не прогнозируется. У вас нет понимания рынка, когда вы говорите о том, что вам безразлично что способствовало росту/падению цены, будь то макроэкономические новости, речи и т.д. Ведь именно это и инициирует движения.

Нужно осознать логику того, что показывает каждый конкретный индикатор. Попытаться понять природу рынка, что движет ценами.. это все больше экономика, а не математика. Я считаю, что вероятности в любой момент времени далеко не 50/50.


Take a minute chart...... what trends can you trace on it?
The answer is NO.

The nature of the market, is up and down movement, that is more than enough to benefit from it.
I approached from a position, a primitive logical model and it proved successful.
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