Thoughts on the random - page 12

 
prikolnyjkent:

Thank you, colleague. I have already taken everything into account. And I can even support the faith in success of those who are still in search of it with free real-time trading signals, without fear of being ridiculed. But I do not know how to arrange it, if anyone needs it...

Can't MQ Signals service do it?
 
tol64:

In the MQ Signals service will not work?


No - I have two TSs working in my account simultaneously, each oriented to its own quotes behaviour.

Therefore, I can only post signals in a separate form from my own trading (so to speak - a special release :-).

It will be a virtual, BEGINNING from ZERO, series of trades, "clean", especially for observation...

 
prikolnyjkent:


No - I have two TS running in my account at the same time, each oriented to its own quote behaviour.

Therefore, I can only post signals in a separate form from my own trading (so to speak - a special release :-).

It will be a virtual, BEGINNING FROM ZERO, series of trades, "pure", especially for observation...


It will be interesting to see, colleague!
 
alexeymosc:

I can answer that too. I use statistical methods too, autocorrelation, for example. But looking for autocorrelation in quotes makes no sense any more. That was interesting 20-30 years ago. Nowadays, there are no linear dependencies in internet trading and in Forex.
What ACF? Have a look at the list of R packages.
 
alexeymosc:

It will be interesting to see, colleague!


That's a pity. I don't feel comfortable going somewhere "on the side"...

And here... for our readers... no way...?

 
Mathemat:

Well, what to do.

A market is a pseudo-mechanistic shit, described by pseudonewtonian equations with non-linear terms and whatnot. In general, everything in the world is described by a single equation:

Elementary reaction (change in pseudo-momentum) = Force * Elementary time interval

We need to learn how to describe the aftermath of this news - then we'll be golden. Once we confidently detect the news and determine its strength - we know the market's behaviour for some near future.

We can try to describe it all - using a Newtonian approach. There is room for everything - the Lagrange function, harmonic oscillations, energy... The fun part is finding a force meter. And not only force, but also pseudo-momentum, which is the main characteristic of motion.


Alexei, let's say, er... a friend of mine found a meter (note, my friend, not me! - (с) ) . That is, I know, approximately, of course, that at a given moment the market is affected by a force of such-and-such magnitude. For simplicity, we take an elementary time interval equal to 1 candle. What is the next step, what is the algorithm?
 
Mathemat:
Alexei, have you tried trading in a normal market? Not forex?
 
alsu:

Alexei, let's say, er... a friend of mine found a meter (mind you, my friend, not me! - (с) ) . That is, I know, roughly, of course, that at a given moment a force of such-and-such magnitude is affecting the market. For simplicity, we take an elementary time interval equal to 1 candle. What is the next step, what is the algorithm?

To open in the direction of the movement on retracement.
 
sv.:

Open in the direction of the move on a correction.

(It's a tricky one. Write the following equation))
 
alsu: Alexei, let's say, er ... a friend of mine has found a meter (mind you, my friend, not me! - (с) ) . That is, I know, approximately, of course, that at a given moment the market is affected by a force of such-and-such magnitude. For simplicity, we take an elementary time interval equal to 1 candle. What's next, what is the algorithm?

Solve the difura, of course.

But it's not all that simple there. A given market (e.g. our favourite oyra) has a "mass" that is not constant.

We take Landafschitz, vol. 1, and try to construct the "mechanics" of the market. Just thinking over every word of his textbook is a very fruitful exercise.

TheXpert: Alexey, have you tried to trade on real market, not Forex?

I never tried it, frankly speaking.

gpwr: What kind of loss? Is it statistical methods and pair trading or what? I've forgotten what you have been working on.

The loss is that I've lost 2.5 thousands Gs in total after 3 or 4 rounds. I played without robots, manually, very badly. I realized that manual trading was not for me. I broke all possible rules of smart trading.

Another defeat (so far unsuccessful) - the fact that I have not yet found a common approach, which I was confident in.

What I was working on... I do not care. I'm working on a new topic now anyway, and I've forgotten about the old ones (for now). But research experience tells me I'll still go back and rethink what's supposedly been done and discarded.