Developing a stable trading robot - page 5

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I am actually interested in this question, but for information entropy. I have not yet received any explicit confirmation of the principle of its minimal growth.
 
Let's make a simple analogy. If we see a shallow flat, then in a closed system (including informationally. and liquidity seems to be informationally pulled up as well - typo if there is arbitrage between the "fair" price and the current price) it will be eternal - there is no reason to break it. this is an example of the principle working...)
 
The analogy is not accepted because the system is open-ended.
 
Mathemat:
The analogy is not accepted because the system is open-ended.

Yep. becomes one with new information...

and so it's accepted that it's equivocally closed!

Or do you disagree with the principles of efficient markets too?

;)

 
Sorento: Or do you disagree with the principles of efficient markets as well?

Well, yes, I disagree. Even in a weak form - and then ineffective: information is not assimilated in its entirety and immediately, it remains unassimilated. What to say about moderate and strong forms...

Look for a thread on feature selection if you are interested (by alexeymosc).

You were there...

 
Mathemat:

Yes, I don't agree. Even in a weak form they are ineffective: the information is not absorbed all at once, it is left unabsorbed. What to say about moderate and strong forms...

That's the principle. But in reality, the quality of information is questionable. and so is the quality of execution. there are all sorts of slips... ;)

 
Sorento: It's the principle. In reality, the quality of the information is questionable. and so is the quality of execution. slips and slips... ;)

We didn't talk about slippages, busy trading flows and other kitchen stuff. And we didn't talk about the quality of information either, only its quantity.

I've got my own ancient model somewhere but I still can't find it. In this model it is possible to get out of the flat, even if the external information inflow is zero. I.e. there should be a reason, but it is not necessarily an inflow of new information.

 

So, I see there's a lot of flubbing going on here)). I will respond to those who say and will say that this martin utopia and does not give a statistical advantage. Yes!!! Martin in its pure form will never work unless you use market patterns. I have read the maths on martins and totally agree with them. The point here is different, as I showed in the first post (on the charts of returns for the same month), the methods applied in my system have significantly reduced the probability of more than 5 reversals, so the patterns I have voiced work, otherwise how else did it work?

Further, about the fact that this is my prejudice and that this is a subjective perception of the patterns. I've been doing forex for 7 years and now I allow myself not to work anywhere and earn only by trading and I earn more than my working friends. From this you can conclude that during this time, I have learned to distinguish between the subjective perception of Karitna real things.

In this thread I asked only to help me with some things, in particular with who and how determines the end of the trend movement, who has experience in the field of partial entrances and exits.

I preliminarily calculated that the system must at least triple the profit of any position in order to become profitable. It is possible, since large trend movements remain unaffected and only a small part of them is taken now.

If anyone has any interest in the subject, or any real experience with the first message, please write, the most unconventional approaches to the analysis of the situation are welcome. All posts with messages that it is impossible and so on, I will ignore, It is necessary to think more broadly!!!!

 
Mathemat:

We did not talk about slippages, busyness of trade flows and other kitchen stuff there. And the quality of information was not discussed either, only the quantity.

I've got an ancient model of my own somewhere that I've never managed to work out. In this model it is possible to get out of the flat, even if the external information inflow is zero. I.e. there should be a reason, but it is not necessarily an inflow of new information.



What is the essence of your model that allows to go out of the flat without an inflow of new information?
 
223231: What is the essence of your model that allows you to exit a flat without the influx of new information?

No, not to the trader, but to the instrument itself.

The model is complex, it has diffs. I will not explain it, it's difficult.

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