Dependency statistics in quotes (information theory, correlation and other feature selection methods) - page 49
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So, just not any one, but quite certain ones. TA (Adverse Tactics) is one of them.
Apply any mathematical model to any problem, and then evaluate the effectiveness of that application.
Push the button and you get the result.
how did you come to the conclusion that Adverse Tactics works and that it is the only thing that works 100% in the market?
The most repetitive elements on the chart are HCLO.
Everything else is a figment of the imagination with the hope of being adequate to the market.
You have to read about Adverse tactics.
The figment of the imagination is HCLO, even though they are the most repetitive on the chart (just for the imagination to play with, they are squeezed in there). There is no CO on forex below the weekly TF, only HL. And also there is no tick data, although it is the most needed. Candlesticks already take a huge chunk of information out of the data stream.
You can't read about TA - it's a whole philosophy, you have to accept it.
When people come to the market, they bring with them a baggage of knowledge. In addition, they are garlanded with names, hypotheses and theories that are supposedly relevant to the markets. And so, under the weight of their accumulations, imposed rules and preferences of the "gurus", they are already in shock... Well yes, the galaxy of peril is the logical outcome ;)
Actually, we[hell, we're already talking like Multidots :)] don't believe too much what's hung on our ears.
And you should have realised from your personal communication that one of the sacred cows of modern econometrics - the efficient market hypothesis in its weakest form - is under threat.
How did you come to the conclusion that Adverse Tactics works and that it is the only thing that works 100% in the market?
I don't want to get into a polemic about the value of TA. But, let me clarify.
The usefulness of a model is determined by its applicability. The model does not need to be simple, but it does need to be repeatable and versatile, working across all markets (instruments), TFs (scales, or plans in terms of TA).
Besides, the market should be completely covered by the model, i.e. there should not be any data chains not covered by the model.
And most importantly, the probability of model runtime. It should be very high. For TA the probability is around 95%. Not bad, right? And it meets all the above conditions.
Besides, forecasts based on it work out with huge probability, much higher than 50%.
But it's not the only model I know of that has these properties. It was difficult for me, but I found it.
The figment of the imagination is HCLO, even though they are the most repetitive on the chart (just for the imagination to play with, they are squeezed in there). There is no CO on the forex below the weekly TF, only HL. And also there is no tick data, although it is the most needed. Candlesticks already take a huge chunk of information out of the data stream.
You can't read about TA - it's a whole philosophy, you have to accept it.
Candlestick pricing is not the benchmark, I agree.
You may have already found more acceptable and reasonable for your slicing methods.
Accepting the philosophy without learning is not ready!)
...
And most importantly, the probability of the model working out. It has to be very high. For a TA, the probability is in the region of 95%. It's a lot, isn't it? ...
It was in another thread a couple of years ago and on a different subject, but still relevant:
.... Also, my last name is McLeud. For fuck's sake, wait for it.
Candlestick pricing is not the benchmark, I agree.
Perhaps you have already found more acceptable and reasonable ones for your slicing methods.
I'm not ready to accept the philosophy without studying it!)
I am not the author of these methods. They are not a secret, by the way.
That's what I'm talking about, the study. I've adopted it. It only took me three years. But now my interest is elsewhere - how to describe these methods statistically, applying TI, Bernoulli's distribution and Pascal's triangle. I have a feeling it's possible.
It was in another thread a couple of years ago and on a different subject, but still relevant:
Well, yes, well, yes, except I haven't had to wait all my life. I know plenty of people who look at such posts and only smile quietly and chop the cabbage.
By the way, moskitman, I read your posts in a branch about graality, ring, in the Neuter and others. You seem to talk reasonably. No one's forcing you to take it on faith. Check it out.
I don't want to get into a polemic about the value of TA. But, let me clarify.
The usefulness of a model is determined by its applicability. The model does not need to be simple, but it does need to be repeatable and versatile, working across all markets (instruments), TFs (scales, or plans in terms of TA).
Besides, the market should be fully covered by the model, i.e. there should not be any data chains not covered by the model.
And most importantly, the probability of model runtime. It should be very high. For TA the probability is around 95%. Not bad, right? And it meets all the above conditions.
Besides, forecasts based on it work out with huge probability, much higher than 50%.
But it's not the only model I know of that has these properties. It was difficult for me, but I found it.
(It's a bit complicated.)) It's better to keep it simple - it should bring in money :)
Yes, and you should have realised from your personal communication that one of the sacred cows of modern econometrics - the efficient market hypothesis in its weakest form - is under threat.
So where are the econometricians, where are the probabilists? Who can speak on behalf of econometrics and defend clearly, concretely, with facts in hand, grounding its postulates and conclusions in practice?
Unless, of course, the "cow" is sacred ;) Because otherwise, apart from insults, reference to authorities, copy-pasted references, it's all over.