Not the Grail, just a regular one - Bablokos!!! - page 78
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Meat, you're not paying attention. I've already said I've checked everything... and I know the answer.
And I'm not questioning that "... at any given time, the probabilities of your chart going up and down are exactly equal."
It's you who can't understand (or pretend to) that my question is EXTREMELY OTHER: "By starting a series of rolls from the beginning of the graph, from zero, the graph first reaches the +100 mark two times more often than -200, or no?!
It has nothing to do with earning power. Get it through your heads: to be a winner, you have to have an a priori statistical advantage. And you yourself have agreed that you don't have that advantage (the probabilities are the same both ways). So winning is out of the question. Everything else is irrelevant.
It has nothing to do with the possibility of making money. Understand this: in order to win, you have to have an a priori statistical advantage. And you yourself have agreed that you don't have that advantage (the probabilities are the same both ways). So winning is out of the question. Everything else is irrelevant.
Interesting pies...
How is it "out of the question" if purely statistically you take profit will be triggered, for example, three times more often than the moose, while the size of the moose is only two times larger than the profit?
Ideally, what is needed to be happy is to know the direction of movement and the size of it (increment).
If you take separately, knowing the direction (not always, of course, but having stat advantage in the bet on the direction of movement), but not knowing the size of the movement, it is of little use.
And vice versa, having stat benefit in a bet on the sign of increment, but not knowing the direction, the result is also little, but still under certain circumstances signs of increment in the increment system discretely divided by the increase in two, such as 2,4,8... (task modulation), you can be limited to only that for profit.
But if you connect the multicurrency, analysis of the simultaneity of pair movements + predicted volatility in the form of a context from the size of probable increments.
Then we may get stat advantage from the multi-currency analysis according to the sign of the movement direction,
And by incremental analysis - stat advantage by the sign of the incremental modulus difference.
PS: Since there are many especially gifted professors who can answer and lead a dialogue in the style - you do not understand terver and everything should prove to me something, while I myself can only criticize, but myself OPEN mathematically impossible to earn money on the MSF on a finite series (not invented an ideal SB as in books, and not conditioning, that one must play forever) will not.
So, vsekoso there will be someone who, goggle at one word, take it (after inattentive reading) out of context, and twists the idea in his own way.
In order to avoid this, I will stress right away. The word stat advantage in the post has nothing to do with the word prediction or guessing. Stat advantage is not a prediction of the next step (the size and especially the direction of the next increment), but the fact that under certain conditions the continuation of events will occur more often in one direction (out of 2 for example) than in the other.
The task for SB is to get into the right side of heads and tails in a series. Speaking about stat advantage on the SB some people immediately start turning their heads without understanding.
No one considers the stat advantage of the series on a series that tends to infinity (in this case the theory taking an ideal SB with a probability. 50/50 for tending to infinity).
It is enough to give us a stat advantage in EVERY series. And then it is non-linear, often not always logically, and not always justified mathematically, for theorists smacking of shamanism movements, to make it so as to pull out as many as possible such seriesso tat advantage within series, so that their total advantage was greater than the loss from the final series (which will come sooner or later, but very often).
Stat advantage is not in a linear sequence of series of SBs, there are an infinite number of combinations in SBs, and they are essentially all random in their development in infinity (although PRNG is not random ideally), we only need to pull those in which that rare series has already occurred, and we can expect NOT to go beyond that rare series for some time.
In other words, there was a picture on the wiki somewhere, with a cloud of 1000 games of 1000 throws. So roughly speaking, I am trying to get from one series on each countdown such a cloud. the sequence of series can go through the number, such as a series of 110101010000010101001010101010001011111101011111111001, looking for series in which a row fell 5 one (and for zeros, too)
it is not only such series 11111, we will consider that on 6 times to bet on 0, ie, when a row of 5 units bet that the 6-th fallout will be 0.
But a series can also be taken like this
it could be 11 skip 1 skip 1 skip 1 skip 1, here too 5 units, but put on 0 we will not be on the next fallout in the series (in this case is the 11th), but what?
PS: Just do not need to be like Joker couple of pages ago, stupidly in front of the elimental example of running in the tester, and say that this d.o. complete.
I would like to develop the idea, those who are interested.
I read someone's post about equity on sub on the 9th page of the link. So here is an example of stat advantage pattern (of course the NON-LINEAR pattern from adverse) that works for both SB and forex.
I have a suspicion that all these patterns of adverse, gannah, and the like come from the golden ratio rule, to which the SB is also subject by its quest for equilibrium.
Interesting pies...
How is it "out of the question", if purely statistically you will have Take Profit triggered, for example, THREE times more often than Elk, while the size of Elk is ALSO TWO TIMES BETTER than PROFIT?
What you described means that at the time of opening a trade, the probability of a further move to the TP is higher than the probability of a move the same distance in the opposite direction. But you yourself acknowledged earlier that these probabilities are the same at any given time.
I have seen this formula more than once. Mat. I have not come across any justification. There is a great suspicion that the expression is imperial, and for a strictly defined MM.
What do you think it would look like for the case of a not strictly defined MM,
1-e.g. for a dynamic MM
2-for a dynamic MM, with given dynamic characteristics, or varying by a given function/law
???
What you have described means that at the time of opening a trade, the probability of a further move to the TP is higher than the probability of a move the same distance in the opposite direction. But you yourself acknowledged earlier that these probabilities are the same at any given time.
... There is a suspicion that all these patterns of adversity, gannah, and the like come from the golden ratio rule, to which SB is also subject in its pursuit of balance.
Vlads, there is ABSOLUTELY NO ENVIRONMENT TO EQUALITY for the simple reason that neither the process nor you yourself DO NOT KNOW WHERE THIS POINT OF EQUALITY IS. None of the points you have has any advantage over the others, simply because each new point is the beginning of a new sequence (as well as the continuation of an old one)...
Well, it's up to the individual to choose the point they want....
And here's to equilibrium.
I hope you will not deny that there are probability distribution functions, that they are immutable for a stationary system. Now let's imagine that the observed series of experiments went beyond this known law. What does this mean? All it means is that a series of experiments will begin which will (at least) even out the resulting skewness. This is EVIDENCE! Otherwise the Law is not a Law, but a mere speculation.
That's what I meant by equilibrium/disbalance
Now let's talk about roulette. It is known that the roulette distribution is uniformly discrete. For simplicity we take red/black.
The theoretical probability of red rolls is 0.5.
A practical series of 100 rolls showed that red fell out 55 times, black 45 times. What is the probability that the next time red will fall out? Is it still 0.5? Yes! But this is a static theoretical probability, taking into account only the Law of Distribution.
But the dynamic probability is now 0.5, because in that case we have a contradiction with the distribution law. The dynamic probability of red must be less than 0.5. Only in this case will the series sooner or later fit the law of the distribution. Obviously, for the case of normal distribution, dynamic probability of red must be calculated as (100-55)/100=0.45. Then the dynamical probability of black is 0.55.
Now let's remember the price of the game. And we'll remember it quite simply. Take, for example, the dogma "The game is profitable, if the probability of winning exceeds the probability of losing at least 2 times". I.e. with respect to our dynamic probability from the example it means that one should start to bet on black, when the dynamic probability of black winning is at least twice as big as the dynamic probability of red winning (VHF >= VAC). Forour roulette example you have to bet on black when red has fallen red67 times out of the last 100 spins. Or, to play more often, you need to bet on black when 7 times out of the last 10 spins fell red.