LET'S SAY THAT ... - page 6

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Richie писал(а) >>

Going to allow the unacceptable in this thread. Not in the sense of breaking the forum rules, of course, but in the sense of understanding the price. :)))
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To begin with, I want to continue the previously conceived topic of price randomness...
Let there be XXXth element of the table of Mendeleev. Medvedii. In honour of the leader of the same name. A precious metal, an analogue of gold, platinum and silver. That's what we'll be trading.
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We know for a fact that the minute increments in the price of this metal are random. Randomness, there is no question about it.
And that raises questions:
-How to trade it?
-What will and will not work in this case?
What are your suggestions?
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Bearish price generator - in the attached file.


Find patterns in randomness, i.e. SB generator errors. Any real generator has a physical nature and depends on very complex, or rather yet unexplored processes and therefore has some regularities. But, 1. it is unknown the length of history which will be needed for statistical revealing of these regularities; 2. additional information besides the history of this series can help to reveal the regularities much faster.
For example, the same coin and eagle/rat game. It all depends on the actual conditions of the game - what kind of coin exactly, what kind of person is throwing and what his properties (up to stamina and other personal qualities), what room, floor, maybe even the weather conditions. And all this may lead the observer to find some regularities. And if there is some additional information - for example, how the coin is in the hand before the throw, at what speed the hand is moving at the moment of the throw, it increases the chances and reduces the time for finding these patterns.
Even if the generator is very complex and consists of many unexplored interacting processes, this does not exclude that there are even simple probabilistic dependencies on history.
There are always regularities in real processes, there is no absolute randomness - it is a human invention to solve problems in conditions where the regularities are unknown to him.

 
Avals >>:


В реальных процессах всегда есть закономерности, абсолютной случайности не существует - это выдумка человека для решения задач в условиях когда закономерности ему неизвестны.


I, too, until recently, believed in the randomness of prices, but now I realise that I was wrong to dislike derivatives and integrals at school, but the physical meaning of derivatives is a rather interesting thing
Since the topic started on Medvedev, that's how it is:
the speed and direction of change in the price of a non-Netherlands rouble is the derivative of Medvedium, and the integral on that derivative will draw some area that will be above/below the chart of the quote of another non-Netherlands rouble
SZY: people are used to that all should count only +,-,*,/ - because these mathematical operations can be easily performed in mind, and they try to bypass the other mathematical operations at any cost :)
 
rumata1984 писал(а) >>

Just want to talk to a smart man.


Yes we are making soup the water is boiling it's time to put the peas(formulas) in. :-)))))

 
IgorM >>:


совершенно верно! я тоже до недавнего времени верил в случайности цены, а вот сейчас понял, что зря не любил в школе производные и интегралы, а ведь физический смысл производных довольно интересная штука
...
ЗЫ: люди привыкли, что все надо считать только +,-,*,/ - т.к. эти математические операции с легкостью можно произвести в уме, а остальные математические операции пытаются обойти любой ценой :)

Integral, you say...
Isn't integration a trivial addition? In financial markets we deal exclusively with discrete dates, so integration is not possible, only addition, i.e. + + + +.

 
timbo >>:

Интегралы, говоришь...
А разве интегрирование это не банальное сложение? На финансовых рынках мы имеем дело исключительно с дискретной датой, соответственно, интегрирование невозможно, а только сложение, т.е. + + + +.


So you confirm my previous post - people are trying to bypass the rest of the mathematical operations at all costs.
Who told you that you get discrete data? Yes, indeed, you see how the quotes go up / down, but have you ever wondered why some bars are small relative to Open/Close, and other bars are big? - Because they try to show that there is a direct correlation between the instruments, and there isn't. But if you look at the big timeframe charts, the dependence is present. If you remember, the integral of the function is the area, which can be graphically represented if you draw a graph and fill in the area below this graph.
 
rumata1984 >>:
чем ближе значение величины к максимальному или минимальному, тем больше вероятность его изменения в сторону среднего.

For a random increment, this is equivalent to saying that after a series of heads, the coin will tend to yield tails. So it is such an ancient heresy. And those who believe in it have not understood the most important thing in the science of probability.

 
IgorM писал(а) >>


. But if you look at the graphs on a larger timeframe, the dependence is there, and if you remember, the integral of the function is the area, which can be graphically represented by drawing a graph and shading the area under that graph

You are about to make a discovery! You will discover the inertia of the price movement...

 
IgorM >>:

ну так Вы и подтверждаете мой предидущий пост - люди остальные математические операции пытаются обойти любой ценой

Let me put it to you simply: integration is addition. That's it. Full stop.

And what you write is bullshit. It's nothing personal.

 
Tantrik >>:

Вы скоро сделаете открытие! Вы обнаружите инерцию движения цены...

Wow! Looks like you're close to discovering the GARCH model.

 
timbo >>:

Я тебе по-простому скажу: интегрирование - это сложение. Всё. Точка.

А то что ты пишешь - это бред. Ничего личного.


About personal - thanks, but I write on the forum specifically to discuss, so I can't be offended by any constructive discussion :)
about integration = addition, in mathematical calculations yes, but in physical representation no - what addition looks like physically - only by number, what an integral looks like I have already written
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