[Archive] Learn how to make money villagers! - page 497

 

If you are talking about hypothesis testing in a matstat, then yes, it is either not confirmed or not rejected. Okay, let's do it like this:

На самом деле сейчас как раз пытаюсь сделать системку, торгующую по ситуации. Прямого прогноза гипотезы нет, только угадываю общее направление. Я не знаю, насколько далеко пойдет курс, и у меня нет оценки точности прогноза гипотезы. Тем не менее там используется закономерность, которая на истории работает. Закономерность, которая статистически подтверждена, вполне может стать основой для прогноза гипотезы.

[...]

But by and large I think that without a conscious prediction of a hypothesis of a price move that makes technical sense, there is no system.

What has changed significantly in the text?

Actually there is a change. A hypothesis assumes two answers - yes or no (albeit not as clear-cut, but essentially they are). A prediction is not necessary.

 
Mathemat:

If you're talking about hypothesis testing in a matstat, then yes, it's either not confirmed or not rejected. OK, let's do it like this:

What has changed significantly in the text?


Just your mocking your own thoughts, imho Matstat has nothing to do with it. Let me explain :)
 

Either it is not confirmed or it is not refuted. Paradox, however :)

 

Not exactly a mockery. I see a structure here too - a Bernoulli scheme. Even if it is perfect (no dependencies between trades) - what prevents a trading system from being profitable if p*profit > q*loss?

Well, not matstat, let's terver...

 
Mathemat:

Not exactly a mockery. I see a structure here too - a Bernoulli scheme. Even if it is perfect (no dependencies between trades) - what prevents a trading system from being profitable if p*profit > q*loss?

Well, not the matstat, let it be a terver...


It's already a matstat.

The bias prevents it from being profitable.

 

What is the bias? There is a probability of success p and there is a probability of failure q=1-p. Don't look at profits and losses, it's secondary.

But otherwise, yes, the balance will be something like a Wiener process with a bias.

 
joo:

It's all a matter of scales. At one end of the scale lies the predictive ability of the TS (machine, human, alien intelligence, whatever it uses), and at the other end - uncertainty in the market + the limits of the office (spread, commission, min/max lot size, lot step, stopout, max number of orders, etc., etc.).

So, you need to see where you can add, and where you can subtract, which would shift the scales in the right direction.

By the way, if we put the signal generator into that owl with Osma, then it is slipping more often. What does it mean - it means that we already have something in a necessary bowl - indicator+MM. What else? You can see that the pairs behave differently at different times of the day - you can use that! What else? The global trend, ugh, the indicator readings on a higher timeframe - why should we piss against the wind? - You have to piss upwind.

This is how, brick by brick, the profitable side of the scale outweighs the unprofitable one. And every couple of days, bricks have to be shifted back and forth (figuratively speaking). This is utopia: to create an Expert Advisor forever.

The bricks can be anything - NS, multi-currency analysis, and... ultimately, a gut feeling.

+10.
 
Andrei! Why didn't I write that? )))
 
Mathemat:

Well, I don't see the difference between prediction, hypothesis and prediction - in the context of trading. And I'm not going to go through the Wiki, for fuck's sake.

I started this whole conversation for one simple reason: the price goes up not because of the intersection of two wagons. And the waving arms are not crossing because the price will go up in the future. In fact, there is no long-term logical connection between the two events.

By the way, this is a stupid question: what price diagram should be correct for signals of crossovers to be correct (even if not always, but at least by 70%)? You don't need any filters, you just have two waveforms - say, 13 and 21.

What does it have to be to be able to trade martin on it?

Well, this is probably the beginning of the view of trading as a continuous prediction.

And just playing with cubes in the form of different indicators, combining them and hoping for success after optimization - no, nothing will work.

But I know that's not the purpose of this thread. Sometimes I just want some adrenaline, purely irrationally.

However, even the participants of this branch admit that something is missing, even in Ilan.


hrenfx asked exactly the same questions in his time. Create a synthetic with characteristics suitable for martin trading. Perhaps, if you think about it, you could use Recycle( Recycle 2) for this purpose. imho.
 
joo:

It's all a matter of scales. At one end of the scale lies the predictive ability of the TS (machine, human, alien intelligence, whatever it uses), and at the other end - uncertainty in the market + the limits of the office (spread, commission, min/max lot size, lot step, stopout, max number of orders, etc., etc.).

So, you need to see where you can add, and where you can subtract, which would shift the scales in the right direction.

By the way, if we put the signal generator into that owl with Osma, then it is slipping more often. What does it mean - it means that we already have something in a necessary bowl - indicator+MM. What else? You can see that the pairs behave differently at different times of the day - you can use that! What else? The global trend, ugh, the indicator readings on a higher timeframe - why should we piss against the wind? - You have to piss upwind.

This is how, brick by brick, the profitable side of the scale outweighs the unprofitable one. And every couple of days, bricks have to be shifted back and forth (figuratively speaking). This is utopia: to create an Expert Advisor forever.

The bricks can be anything - NS, multi-currency analysis, and... ultimately, a gut feeling.

The "gut" is already a single indivisible part...?? ... hmm ... To dominate - you have to divide (take apart, get an indivisible unit). And then - to reassemble...