Brain-training tasks related to trading in one way or another. Theorist, game theory, etc. - page 8

 
timbo:

... with a 50% chance.

But it's never too late to correct a mistake. Especially "not too late" to do so on the second deal.


If only it were that simple:

1. the result of the deal would be known ONLY when the time changes - in roulette/heads and tails - there is no time

2. the result may be negative if you selected the wrong stoploss - if stopless trade we will skip this point

3. on expiry of the time to make a decision, the trend may change

conclusion the heads/tails system only makes sense with a strong move in a trend - in fact, on a fast-rising candle on M15 we place at random with a short stop, once we hit the stop, we flip

 
Yura, is it okay to post interesting facts about the terrestrial world here once in a while?
 
timbo:
eagle-eye, black-white, meeting a dinosaur around the corner or not meeting one... Binary logic. Event A is no better than event B, only one of them can (and necessarily will) happen.

The misunderstanding of your writing comes from your terminology...

You're confusing events and event outcomes - the event here is one - a coin flip, but the outcome is two - heads and tails, essentially in your terminology the event is one,

so it is unclear where you get some ghostly equivalence - it makes no sense to compare the event with itself, and the outcome will be equal, even if we throw a cube with the same number on its sides...

 
IgorM:


If only it were that simple:

The questions are not for me, but for Reshetov. It was he who set the conditions of the problem - the presence of a constant trend: the probability of event A (or B, which is the same thing) is a constant. And he proposed a method of using this situation - the martingale. It is clear that the conditions are unrealistic, and the method is stupid even within the proposed conditions.
 
Mathemat:
Yura, is it okay to post interesting facts about the terrier here from time to time?


Who forbids it, if it's really facts and not misinformation?
 
timbo:
The questions are not for me but for Reshetov. He set the conditions of the problem - the existence of a constant trend: the probability of event A (or B, which is the same) is a constant. And he proposed a method of using this situation - the martingale. It is clear that the conditions are unrealistic, and the method is stupid even within the proposed conditions.


OK

then this problem comes down to consideration on a monthly TF, well, or alternatively on a weekly TF - only there is a constant trend, well, as I wrote only time to make a decision will determine the outcome of the event, I suspect that the weekly TF should wait a week, well, on the monthly chart .... :)

The conclusion - this methodology can only work on a story with an equal probability of outcome - in online trading the probability of a correct decision reduces to the concept of a lucky trader and no mathematics or probability

 
keekkenen:

The misunderstanding of your writing is due to your terminology...

You are confusing events and event outcomes - the event here is one - a coin flip, but the outcomes are two - heads and tails, essentially, in your terminology, the event is one,

so it's unclear where you're getting your ghostly equivalence from - it makes no sense to compare the event itself, and the outcomes will be equivalent, even if we roll a die with the same number on the edges...

Thank you, of course, but here we have a Bernule process - an experiment with two outcomes: event A or event B. This is how it was formulated by the author of the question, and it is a legitimate formulation. Accordingly, I am talking about the probability of event A and/or event B, and these events are equivalent. If you are confused by the situation where the outcome of the experiment is an event, then you ask.
 
timbo:

But it is never too late to correct a mistake. It is especially "not too late" to do so on the second trade.


And if not on the second, then on the third. And if not on the third, then...

It's called "financial maths" .

 
Reshetov:



p(AA) + p(BB) >= p(AB) + p(BA)


It can't be, I don't want to swear, so I'll just add an IMHO
 
Mischek:
It can't be, I don't want to swear, so I'll just add an IMHO
this is the author's distribution.