Trading probability - page 6

 
I should say right away that my level of mathematics is no higher than primary school.
SProgrammer >>:

*** Доказать правило которое работает всегда - да элементарно - :) Причем сразу обращу внимание других, что для вас это оказывается будет новостью - Итак правило - При случайном входе ( покупка или продажа и время ) вероятность срабатывания стопа или тейка будет ПРОПОРЦИОНАЛЬНА их размеру. То есть если TP = 20 а SL = 20 то веротность закрытия в прибыли будет равна верятности закрытию с убытком. Не зависимо от тренда и валютной пары и времени в истории. Ну а если TP = 2* SL то вероятность убытка будет в два раза выше. :) Доказывается через интегральную функию или также называемую Гаусовым интегралом, применяется как раз для расчета того какая вероятность будет. :) И это будет работать даже с учетом того что на рынке у нас так называемое устойчивое распределение. :) или лучшек называть его по имени великого Леви. :)


A more accurate paraphrase:
Avals >>:


in general this can only be calculated for abstractions like random walk, or more specific - SB with trend.
For pure SB the probabilities will be inversely proportional to the length to sl and tp

.

P(SL)=TP/(SL+TP), P(TP)=SL/(SL+TP) - not including the spread
For SB with a trend it will be more complicated and also depends on the trend component and dispersion (volatility).

 
getch писал(а) >>
Let me tell you straight away, my level of maths is no higher than primary school.


A more accurate paraphrase:




NO!!! No :) It's written nonsense, I'm telling you - maths is the only thing that is precise in wording. And it doesn't allow for that = no trend. :) What kind of primary schools level arbitrariness is this - why not considering the trend? Who allowed it :) The rule I formulated is not news - it's BANAL and OTHER than that and just - THOUGHT - it's a NE property. :) But there is a need to prove it - it was proved already - last century, or already the century before - I do not remember. Let the Mathematician explain it to you - there is nothing extra ordinary here.

 
I did not cut the quotation. Was talking about P(TP) and P(SL) calculations.
Only have a small bike of my own.
 
getch писал(а) >>
I didn't cut the quote. Was talking about P(TP) and P(SL) calculations.
Only got my own little bike.

А... I wrote it clearly - it's proportional to the size, so your formula - TP is price, but I say that TP is distance in pips from the open price. And SL is distance in pips from the opening price.
 

It's all bullshit. There are no probabilities at all, as there are no random variables. Deals are made by people who from Brownian particles do not act randomly, but purposefully, reading analysts, drawing charts and not reading this forum.

 
SProgrammer писал(а) >>

А... I thought I made it clear that it's proportional to size.


Size ratio, as I clarified in that thread.
p.s. By the way, you didn't answer the questions I posed there (I can't relate the statements from your answer to my questions).
 
SProgrammer >>:


А... Я помоему четко написал же - пропорциональна размеру, то есть ваша формула - TP -- это цена, я же говорю, что TP - это растояние в пунктах от цены открытия. И SL - это растояние в пунктах от цены закрытия.

Probably discoveries too.
Your statement that P(TP) / P(SL) ~ SL / TP does not seem to contradict the following: P(SL)=TP/(SL+TP), P(TP)=SL/(SL+TP)

 
faa1947 писал(а) >>

It's all bullshit. There are no probabilities at all, as there are no random variables. Deals are made by people who from Brownian particles do not act randomly but purposefully, read analysts, draw charts and do not read this forum.


Only knowledgeable groups of bidders (those with insider knowledge or superior algorithmic/computing power/capital) act purposefully. The actions of other groups are more random.
There are many different methods to analyze the price behavior, which at a given point in time gives a different idea about the future direction of movement. Since all of these methods are not 100% accurate - one can look at the probabilities of movement in one direction or another (i.e. the behaviour of any group of bidders).

 
By the way, if there is such a thing as "Insider Information", why do they still apply the SB definition to the market?
 
lea писал(а) >>


Size ratio, as I clarified in that thread.
p.s. By the way, you didn't answer the questions I posed there (I can't relate the statements from your answer to my questions).


What do you mean you clarified - I think that's all I said :)
What by the way about questions? :)