Thoughts on the random - page 10

 
alexeymosc:
How so? The series can be both in the right and the wrong direction for you.

And if you have a "portfolio"...?
 
prikolnyjkent:

And if you have a "portfolio"...?

That's a different conversation: if you can differentiate the strategies so that a long series of losses on one row is guaranteed to be offset by gains on other rows, then it won't sell out.

OK, I'll think about how to raise the algorithm with minimal effort.

 
alexeymosc:

That's a different conversation: if you can differentiate the strategies so that a long series of losses on one row is guaranteed to be offset by gains on other rows, then it won't sell out.

OK, I'll think about how to raise the algorithm with minimal effort.


"Portfolio peers" can help with more than just diversification...

And the algorithm... Did you find a pattern...?

 
prikolnyjkent:


"Portfolio peers" can help with more than just diversification...

And the algorithm... Were you able to find a pattern...?

I've already found the most important pattern - don't trust a TS without a pattern.
 
alexeymosc:
How so? The series can be both in the right and the wrong direction for you.
alexeymosc:
I've already found the most important pattern - don't trust a TS without a pattern.
Well, just to find exactly the regularity, and not its parody, you need to pass this or that idea through as large a succession of different market states as possible. The more data on which you can conduct tests, the better. In MT5 this search is much more convenient. ))
 
tol64:
Well, in order to find a pattern and not a parody of it, you need to run this or that idea through as many different market conditions as possible. The more data on which you can conduct tests, the better. In MT5 this search is much more convenient. ))
Naive slave to the limit theorem. Quantity won't help, the market is not stationary.
 
faa1947:
A naive slave to the limit theorem. Quantity doesn't help, the market is not stationary.

Well of course it's not just about quantity! You're one to talk! )))
 
tol64:
Well, in order to find a pattern and not a parody of it, you need to take this or that idea through as many different market states as possible. The more data on which we can conduct tests, the better. In MT5 this search is much more convenient. ))


Ah, now I see. I'm not arguing. More data gives a greater probability of obtaining reliable results (the statement, however, is so general that the meaning is even lost).

Faa also says the right words. The market is not stationary, but I suppose you can find "overtones" there which are inherent to the financial market itself (impulses, pullbacks, inertia). This can be repeated as long as the market itself exists.

 
alexeymosc: Faa also says the right words. The market is not stationary, but I suppose one can find "overtones" there that are inherent to the financial market itself

Yep, but those "overtones" will not be visible on the surface.

There is no primitive stationarity. There is no obvious pattern at all from which to derive a profit.

The laws (=steadiness) from which something can be extracted in terms of profits do exist. But you have to rack your brains to get to them.

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But I have no doubts about their existence - until now, after almost 10 years since I first got to know Forex.

I'm not sorry to admit defeat. Many of the other "winners" who shout "I beat the market!" are deluded. They are engaging in self-delusion, but they don't know it.

 

Alexey, you're walking yourself into this trap, imho. A simple trend line will help more than a dozen pages of reasoning about the stationarity of a process, the characteristics of which we do not know:)

We never will.