[What do you mean by the word grail] Grail. - page 16

 
Freud:


and in general, for you personally, the concept of enough is a limited grail or something else.


It's not about the grail at all. It is about the fact that the goal of the grail should not be to pump all the money out of the market. There is a limit to how much a person can gobble up without the risk of bursting or failing.

Freud:

What is your definition of the grail.


I haven't thought about the wording, but I'll try to explain.

Let's represent price in the form C(t)=Cp(t)+Cn(t). Cp(t) is a predictable part, it is fully determined by history and therefore it can be calculated accurately enough. Cn(t) is the unpredictable part, it is determined by news, big players' actions and other unpredictable factors.

The grail is a system capable of at least separating the first from the second and calculating the first. And if it can also use the second somehow, it will be quite good.

 
AlexeyFX:


Let's represent the price as C(t)=Cn(t)+Cn(t). Cn(t) is the predictable part, which is fully determined by history and therefore can be calculated accurately enough. Cn(t) is the unpredictable part, it is determined by news, big players' actions and other unpredictable factors.

The grail is a system capable of at least separating the first from the second and calculating the first. And if it can also use the second somehow, it will be quite good.

I don't get it - build regression equation C(t) = a + b*C(t-1) + noise. "Accurately enough" calculate a and b, e.g. using MNC = grail?
 
AlexeyFX:


This is not about grail at all. It is about the fact that one should not set the goal of the grail to pump all the money out of the market. There is a limit to how much one can consume without the risk of bursting or failing.


I haven't thought about the wording, but I'll try to explain.

Let's represent the price as C(t)=Cn(t)+Cn(t). Cn(t) is the predictable part, which is fully determined by history and therefore can be calculated accurately enough. Cn(t) is the unpredictable part, it is determined by news, big players' actions and other unpredictable factors.

The grail is a system capable of at least separating the first from the second and calculating the first. And if it is still able to use the second somehow, it will be quite good.

Read Livermore's biography, what can I say - he saw the market. Also on the system - the system may be a system but the owner may be a fool. And it can be assumed that many successful traders never revealed themselves the first time they stumbled - most likely on psychology.
 
AlexeyFX:


This is not about the grail at all. It is about not aiming for the grail to suck all the money out of the market. There is a limit to how much a person can gobble up without the risk of bursting or failing.


I haven't thought about the formulation, but let me try to explain.

Let's represent the price as C(t)=Cp(t)+Cn(t). Cp(t) is a predictable part, it is fully determined by history and therefore it can be calculated accurately enough. Cn(t) is the unpredictable part, it is determined by news, big players' actions and other unpredictable factors.

The grail is a system capable of at least separating the first from the second and calculating the first. And if it can also use the second in some way, it will be quite good.


1 - I also do not mean the greed of man, it is excessive. i mean the possibilities of the grail and the limitations of these possibilities. and this man decides to take as much as he can, while being able to take more. so this possibility has what limits - only until the deposit becomes in the trillion equivalent and directly affect the market (hypothetically) or are there other limitations? You once wrote that you need to know the answer to 4 questions - what, how much, when, buy/sell. So if you remove the question - how much, the grail remains a grail or it is a part of the grail, without which you cannot?

2 - your division into predictable and non-predictable is as abstract as the argument about separating a trend from a flat, and these notions can be twisted as you like. even if you separate predictable from non-predictable, then predictable can probably be calculated and continued into the future. but you do not know how often there are moments when the non-predictable part will negate the predictable part.

 

Tantrik:
Так же по системе - система может быть но хозяин может быть дураком.

It can. But that is not the system's problem. A trading system is not supposed to make fools smart, it has other tasks.

Demi:
I don't get it - we build regression equation C(t) = a + b*C(t-1) + noise. "Accurately enough" calculate a and b, e.g. using MNC = grail?


No, because the price is obviously not described by a straight line and a significant part of the predictable component falls into the noise, i.e. the problem of separating the components is not solved.

 
Freud:


1- what are the limits of this possibility - that only before the deposit becomes trillion-dollar equivalent and directly affects the market (hypothetically) or are there other limitations?

Apart from liquidity, I don't see any other limitations so far. And these restrictions will rather be determined by a specific broker rather than the whole market.

Freud:


You once wrote that you need to know the answer to 4 questions - what, how much, when, buy/sell.

This question only applies to money management and can be solved separately. The grail will remain a grail and the copula will remain a copula. No grail will predict an intervention and if you play the whole deposit without stops, the grail will not save you from the kolyan.

Freud:

2 - Your division into predictable and non-predictable is as abstract as the argument about separating a trend from a flat, and these notions can be twisted as you wish.


It's still an abstraction, but you have to start somewhere. I can guess why it is so difficult to find the grail. I know 2 meanings of the word "find".

1) 5*(х-2)=10. You have to find x. In this case, the word "find" means to calculate using brains and, for the especially gifted, a calculator, i.e. to do the work and get the result.

2) Searching the forum and kodobase with the idea of "someone must have accidentally lost a grail, and I'll find it...".

Usually, the second way to find the grail, well, let them keep looking, while I started to solve the problem this way.

Freud:


But you don't know how often the unpredictable part will negate the predictable part.

The unpredictable part does not negate the predictable part, it just adds up to it. If nothing at all is known about the unpredictable part, then half of the time the addition will be + and half will be -. In either case, the probability will be shifted to the profit side. But a good grail should also work with the second part, which is also not white noise, which means it can also be used. And in any case, the grail does not override the need to use the brain.

The other option is to keep dreaming of a system that brings in 500% a day, or predicts the unpredictable part. Maybe this is possible with a shamanic tambourine or weed, I don't know, but it certainly goes beyond technical analysis.

 
AlexeyFX:


No, because the price is obviously not described by a straight line and a significant part of the predicted component gets into the noise, i.e. the problem of component separation is not solved.

There is no straight line in this regression equation. This equation describes a linear relationship between the price at time t and the price at time (t-1). And with a fairly high accuracy.

Try it with any tool and plot the observed and predicted values on a graph.

 
Demi:

There is no straight line in this regression equation. This equation describes a linear relationship between the price at time t and the price at time (t-1). And with a fairly high accuracy.

Try it with any tool and plot the observed and predicted values on the graph.


I know. Especially good results are obtained if a=0 and b=1. Give something completely predictable, like a sine, instead of prices as input. And let this regression calculate it for at least a quarter of a period ahead. Then you can continue the conversation.
 
AlexeyFX:

I know. Especially good results are obtained if a=0 and b=1. Do not input prices, but something completely predictable, e.g. sine. And let this regression calculate it for at least a quarter of a period ahead. Then you can continue the conversation.

Noooo. When a=0 and c=1, the results are bad. But if a and c are found, for example, by MNC, the results are good.
 
AlexeyFX: 2)Search the forum and the kodobase thinking "someone must have lost the grail by accident and I'll find it...".

Usually the second way of looking for the grail, well, let them keep looking.

That's five! To the Annals!