Probability, how do you turn it into a pattern ...? - page 9

 
LeoV >>:

Мне кажется, что вопрос не правильно поставлен. Нужно так - Закономерность, как посчитать вероятность появления этой закономерности?


So you have to think, but here you say random and go win people at the coin.
It's always going to end up in a failed demo, if it comes to that at all.
Half the country is Trollolo, no one wants to work, either to share or guard, or even better just to win a lot at once
I'm in a bit of a pickle this morning.
 
LeoV писал(а) >>

It seems to me that the question is not posed correctly. It should be - Lawfulness, how do you calculate the probability of that law occurring?


A pattern is constant by definition, so the probability of its occurrence is 1.

 

The man wrote a lot of words and few stats, what are we talking about at all. All the empty demagoguery breaks down on the tester. It teaches one good quality - silence.

 
Mathemat >>:
Да, ждем-с.
Тем не менее такого свежака я точно не видел: это ж полный пофигизм в отношении ТА.
И, конечно, пересидки.
И все это очень красиво и красочно описано - вероятно, с использованием новейших техник НЛП.
Ну вот, записали в НЛПшники ... честно, неожидал.
Пересидок нет, их технически быть неможет, причина в опережающем или досрочном обрыве цикла.
Поскольку достижение положительного суммарного баланса происходит на втором цикле работы системы. Принципиально невозможен третий цикл.
Обусловленно это пониманием такого момента, как память цикличных явлений (она таки существует и имеет очень фундаментальные закономерности)
Память рынка о произошедших событиях, которые являются сценарием к созданию "традиций" имеет место. В отличии от циклов русской рулетки, где каждый последующий цикл обнуляется вращением барабана револьвера (здесь вероятность наступления события постоянна). Эта тенденция живет в единственно возможном виде измерения, - во времени. Котрое я изменяю исходя из условий задачи (результат окончания первого цикла). Я создаю условия для исполнения ордеров с необходимым мне раскладом.













 
Svinozavr >>:

Да. Открытие сразу по 30 парам - это выглядит, скажем так, освежающе.

Но если отбросить эти 30 пар (не в них же дело - иначе зачем стока объяснять нам, что Волга впадает в Каспийское море), то остается что? Чего ты там никогда не видел?

Открытия в обе стороны (по сути)? Лока? Пересиживания до усрачки или закрытия по времени? Усреднения (ах, простите, компенсации убыточных позиций с учетом возможностей депо)?

Чего?

===

Пардон автору, если я что-то не так понял. Хотя, может, вся соль во 2-м "цикле". Подождем разъяснений.



Let's set aside the number of tools, at the level of understanding the logic in general, it is completely irrelevant.

And now, primitively, I'll repeat on the promotion of the first cycle. (note that I will now describe half of the logic)

1) 20 - 30 (the more pairs, the higher the average 50/50 desire) pairs, all go to sell or buy, ......... (no profit stops)

2) after a certain period of time (3 - 24 hours), we have a certain balance, which is expressed in
a) quantitative relation (pairs that have positive to negative results)
b) balance ratio (total + and total -)
achievement of a balance is defined as the % by which (+) balance exceeds the (-) balance or vice versa; it is a determinant of the timing of the first cycle.
The action upon achievement of positive total balance is the closure of all open positions, if this has not happened, then I continue ...
Lock positive positions
(On the topic, in the absolute majority of cases the distribution is as follows: if there are more negative positions (numerically) their total (-) is insignificant to few but qualitatively prevailing total (+) of positive positions or exactly the opposite) I do not know why this happens and do not try to analyze it.
I should note that all positions are open and calculation begins only after locking of positive positions.

So I got the conditions to form equation as (+ 5) and (-15) and as (+ 500) to (-600) refer to deposit volume as ........%, time taken to get the initial equation = 5 hours (it is the cycle period derivative) the most important value in this equation. Conditions are generated, calculations are made, +500 is locked in, all that is left is to run the second cycle and achieve the planned profit, for example +100.

The remaining 15 pairs which give me -600 I prejudice in the same way, rather primitively by the second figure in the series (martin) with calculated coefficient (2) or (3); sometimes calculations offer me to use coefficient (5) but I do not use it. 5, but I do not use it.


You may agree that striving for 50/50 split of positions in the second cycle of 15 pairs, averaging will again divide them into (+) and (-) ones, both in quantitative and qualitative expression.

Definitely I will have 7 (the worst variant) profits and 8 negative ones. In reality it will turn out that I have 5 pairs (locked from the first cycle) + (at least 5 from the second one).

I do not want to explain further.

But what I do obviously shows the primitive exploitation of probabilistic approaches to distribution of values in a period.

Again - this is half of the behavioural model, the second mirrors the first, but has no physical reference to the first.
 
CG/AM in its purest form...
There are no statements, no description of the strategy...there is a man who does not quite know Russian and theorist terminology,
but has an unshakable faith in his "system" and is unclear why he came to the forum. More precisely, it is clear that there are
1) I have no time to code, please build me a robot and I'll tell you the secret.
2) buy from me superpupermegaonline realtime system for a hundred quid - I'm collecting on the first deposit.
 
Kharin >>:
КГ/АМ в чистом виде...
Нет ни стейтов, ни описания стратегии...есть человек, не совсем владеющий русским языком и терминологией теорвера,
зато обладающий непоколебимой верой в свою "систему" и непонятно для чего вылезший на форум. Точнее понятно, тут
всего два варианта: 1) некогда кодить, закодьте мне робота пожалуйста, а я Вам открою секрет
2) купите у меня суперпупермегаонлайнреалтайм систему за сто баксов - собираю на первый депозит.

The logic has existed in the form of a programme for about a year now.
Around this model of behaviour in the market there is an investment fund with a decent capital and a permanently open manager competition.
The purpose of this thread, search for people willing to depart from stereotypical approaches to capital management, ready to take part in a seminar FXYalta September - October 2010.

P.S. I'm really bad at speaking Russian, the reason that I started studying it at the age of 20.

 
Neveteran >>:

готовых принять участие в семинаре FXYalta сентябрь - октябрь 2010

Is this a paid seminar by any chance?
 
I see: I solved the first part absolutely right.
Definitely in a period I will have 7 (worst case) profits and 8 negatives. In reality it will turn out that I have 5 pairs (locked from the first cycle) + (at least 5 from the second)<br / translate="no">.
Neveteran, is your "in the period" a "in the limit" or what?
Well, I don't want to discuss the conclusion itself, as the worst-case scenario could be much worse than 7 by 8.
 
Neveteran писал(а) >>

The remaining 15 pairs, which give - 600 I press in the same direction, rather primitively by the second figure in the row (martin) with the calculated coefficient (2) or (3) sometimes calculations suggest using a coefficient. Sometimes the calculation suggest using a coefficient of 5, but I do not use it.

1. Can you decipher what it means to "press in the same direction"? Turning in the opposite direction, averaging? If you have a losing position with a volume of 0.1 lot, give me an example.
2. Why would you lock a profitable position from the first cycle, if you can simply lock the profit by closing the position?