Dependency statistics in quotes (information theory, correlation and other feature selection methods) - page 51
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Yep, what's there to prove market inefficiency, how can you apply it to trading? Much less for forecasting. If I tell you that ALL previous price movement has an effect on its future state, would you believe me? No, but it does. And Adverse Tactics proves it. There are also Vadimchi's Channels and Swings, for sure he knows "every pimple on the price's body" and has proven it many times on the air. The question is something else, the practical value of the research. The patterns must be studied and applied in practical trading. But these patterns must be repeatable, universal and cover the whole market for an instrument. Such bright minds have gathered here, but they have been repeating the same thing for many years.
The price movement goes like this - up and down, up and down. There's the repeating pattern. Two primitives, two related movements. Why not study it from a statistical point of view?
Here's another pattern, Vadimchi's channel. I assure you, it works.
Here's another one of Vadimchi's swing patterns. And it works, too. Sweet as can be.
I wish we could describe these patterns statistically with formulas.
I foolishly spent several years of my life searching for patterns. Well, I found them, and then what? The knowledge is absolute, infallible. Always. We draw and believe. And what is the prediction error? Or in the beginning, what exactly reflects the pattern in the quotation? And maybe the most important question is: won't your pattern fade in the future or the near future? And if you haven't developed a flair for the market when trading, then a dump is mandatory when trading on patterns.
Well yes, of course. But for some reason econometricians invariably like to bring up EMH and its three forms - weak, moderate and strong.
If there were nothing to prove, the EMH would have long been history. But it is not, it remains an outright noodle that continues to be hung around.
If I told you that ALL previous price movement has an impact on its future state, would you believe me? No, and yet it does. And Adverse Tactics proves it.
It "proves" it practically, i.e. by trade. It does not prove it.
Also, I have a question for .... Is TAdv formalisable or not?
And then there are Vadimchi's channels and swings, and he knows "every pimple on the price's body".
[...]
Here's another pattern, Vadimchi's channel. I assure you, it works.
We only have one econometrician here - faa1947. О
Well, yes, of course. But for some reason econometricians invariably like to recall EMH and its three forms - weak, moderate and strong.
I can't remember an econometrics textbook that mentions this. Would it be possible to provide a link.
At the heart of econometrics is the understanding that the market is non-stationary. That's what all the fuss is about.
Well at least you are trying to test and justify something with tests.
The example in R was written off by 772 people. R is not an indicator - try it in 5 minutes and forget it. An exceptionally bastard system. Here's R econometrics in full swing and 772 people trying to figure it out. I just have nothing to do, so I post.
Out of those 772, only a couple of dozens have begun to seriously understand R. And that's an estimate from above :)
Foolishly, I spent several years of my life searching for patterns. Well, I found it, and then what? The knowledge is absolute, infallible. Always. We draw and believe. And what is the prediction error? Or in the beginning, what exactly reflects the pattern in the quotation? And maybe the most important question is: won't your pattern fade in the future or the near future? And if you haven't developed a flair for the market when trading, then a dump is mandatory when trading on patterns.
Well, yes, of course. But for some reason econometricians invariably like to recall EMH and its three forms - weak, moderate and strong.
If there were nothing to prove, the EMH would have been long gone in history. But it is not, it remains an outright noodle that continues to be hung around.
It "proves" it practically, i.e. by trade. It does not prove it.
Also, I have a question for .... Is TAdv formalisable or not?
Is it formalisable or not? Or does it still need to be traded manually?Alexei, I replied to you in private - not formalizable, but formalizable!;)
Otherwise it would not be possible to express it in code.
I can't remember an econometrics textbook that mentions this. Could you provide a link.
Econometrics is based on the notion that the market is non-stationary. That's what it's all about.
Well, here's a start. In English, though.
... Alexey, I told you in private - it's not formalizable, it's formalizable!)
To such a state, that you can do without hands at all?
P.S. I traded with hands, but realised that it's not for me at all. I want an absolute robot.
Well, at least you are trying to verify and substantiate something with tests.
Out of those 772, only a couple of dozens have begun to seriously understand R. And that's an estimate from above :)
Well, here's a start. Really, in English.
To the point where you can do without hands at all?
Absolutely!
All the screenshots I've posted here are every single one of the program's work.