Is there a need for a T.A.? - page 6
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I don't see the connection. TA and market efficiency? Where is the connection?
TA= the past can predict the future. Denying such a fact is a weak form of market efficiency. The strong form of market efficiency is what you wrote about everything being priced in. From the strong form follows the weak form.
I think he's much more polite in real life, otherwise he'd be walking around with a full face every day. On the internet, of course, you can be rude without fear.
Would the balance sheet and foreign trade volumes of the US be satisfactory as proof of the existence of real transactions?
Or was the question about IQ? There is probably no such data.
Not unless you tell us step by step how the contract between company A in the states and company B in Europe gets to the terminal, but without fantasy and personal speculation
And about IQ too . But the freelancer obviously has them, let's wait for him to post them.
I have a big request to everyone. Stay within the bounds of decency. I don't want to ban anyone. If anyone wants to do it themselves, please write to me in person.
TA is a useless thing for building a working TS
It should be noted:
1. a very useful thing to explain price dynamics after the fact.
2. a very useful thing for history testing.
There is only one way to prove TA usefulness - to provide a working TS based on TA. I did not see it anywhere.
Who has? People?!? Who?
But uselessness of TA does not mean that it is impossible to build a TS for profit on the market. You just need to change the principles.
Show a consistently profitable system based on TA without taking the spread into account?
Yes, that's right, our intellectuals are like that, as soon as they address you as "you", they immediately kick you in the face :))) Now I understand why everyone is afraid of being addressed simply :)))
It remains to be seen why officers and soldiers do not drink vodka.
Apparently, the officers are also afraid of "just being treated".
And only Gip is brave. And apparently immortal.
Not unless you tell me step by step how the contract between company A in the states and company B in Europe gets to the terminal, but without fantasies and personal speculation.
And about IQ too . But obviously the freelancer has them, so we'll wait for him to post them.
Yeah, sure.
I have contracts with the Japanese and with the Italians. After payments under contracts I sell euros and yen for roubles at one stop, in my bank, during working hours naturally, there is no other way. In case of big volumes these conversions are indirectly sent to the market through my bank. Suppose they even move the market a bit. Some speculators at that moment can buy the yen to sell it the next day during the Japanese session hours to Japanese exporters at a better price.
Yeah, sure.
I have contracts with the Japanese and with the Italians. After making payments under contracts, I sell the euro and the yen for roubles at a time, at my bank, during working hours of course, there is no other way. In case of big volumes these conversions are indirectly sent to the market through my bank. Suppose they even move the market a bit. Some speculators at that moment can buy the yen to sell it the next day during the Japanese session hours to Japanese exporters at a better price.
This is speculation or a consequence of the rates at the DTs, and not in steps
Maybe the freelancer knows. We'll wait.
Show a consistently profitable system based on TA without taking into account the spread?
Profitable TS WITHOUT RECORDING THE SPRED? A profitable TS is a half-yearly trade report, that's what it is.
A successful history test is not a profitable TS.
Is this speculation or a consequence of the DT courses