Thoughts on the random - page 7

 
alexeymosc:
Prikolnyjkent: The average length of a maximum continuous series of losses per 1000 trades is about 9. Is that enough?

It's good enough for me...
 
nesssesary:

No... It's just that both the indicator and the system are a filter in this case - that's the commonality. But ... filters are different) ... I used to be interested in this topic too. Do you emulate the "idling" of an EA to test the final system? Or is it all "manual"?

I see a PRINCIPAL difference in the fact that your actions have no effect on the quote indicator, but on the outcome statistics curve - very much so. Hence the possibilities are different...
 
prikolnyjkent:

I see a PRINCIPAL difference in the fact that your actions have no effect on the quote indicator, but on the outcome statistics curve, very much so. Hence the possibilities are different...

That's not the root of it. )) Does the phrase "stationary process" mean anything to you?
 
It's about martingale.
 
tara:
It's about martingale.

Question? Assertion? .... Martingale is a visual trick on an immature mind)) But if that brain is the brain of investors - why not? )))))))
 
nesssesary:
Martingale is a visual trick on an immature mind)) But if that brain is the brain of investors - why not? )))))))
IMHO - GOOD WORDS! It's time to start a PAMM!
 
prikolnyjkent:

Outcome statistics have one very attractive property - they fluctuate around one... and a strictly defined level (49% success rate), which cannot be said at all about the odds...
What's the use of that? After all, if TS is not able to predict the direction of the move, the statistics of its outcomes will have the same degree of randomness as the original quotes. Of course we can increase Saiza hoping that "the next trade will be successful", but when it actually happens - no one knows. And by the way, why 49 and not 50?
 
airbas:
And what is the use of it? After all, if TS cannot predict the direction of the move, its statistics will have the same degree of randomness, as the basic quotes. Of course we can increase Saiza hoping that "the next trade will be successful", but when it actually happens - no one knows. And by the way, why 49 and not 50?


Agreed.

You should start analyzing position volumes when you have a system with positive MO on a constant volume of positions. This is the point of reference, from which we should start from.

 
Roman.:
IMHO - GOLDEN WORDS! It's time to start a PAMM!


Not in this thread, please, Roman.
 
nesssesary:

That's not the root of it. )) Does the phrase "stationary process" mean anything to you?

It does. Does it...?