Market formula. - page 9

 
Avals:
did not pretend to describe pricing comprehensively. Nor did I describe it at all.)

Yes, I understand.

If you take my description, total hopelessness in building TC. The kinks can't be defeated. But it is possible to neglect them. The well-known modeling problem between model detail (what's called "overfitting" here) and generality.

The question, what can be neglected?

 
faa1947:

Yes, I understand.

If you take my description, total hopelessness in building TC. The kinks can't be defeated. But it is possible to neglect them. A well-known modelling problem between model detail (what's called "overfitting" here) and generality.

The question is, what can be neglected?

We are not modelling the price, but the processes behind the price. The same seasonality, speculative overbought, etc. etc. We neglect what we do not model.) Which processes can be neglected? More importantly when they can be neglected. Roughly speaking, what we take into account will be a useful signal, and what we do not take into account is noise. We should trade at such moments when the useful signal is large enough relative to the noise.

So, for example, the intraday speculators have little influence on the price most of the time. But the moment may come when they start to trade almost synchronously. This means that at these moments on a certain time horizon their influence will be quite significant. The influence of other unaccounted factors will be noise in our model.

That is, it is important when our considered factors will have a significant impact on the price. More precisely, traders who trade under the influence of these factors will buy/sell with sufficiently large total volume. The larger the volume and the shorter the time in which it is realised, the greater the impact

 

faa1947:

Kinks cannot be defeated.


They must not be defeated but adequately described. To do this, you need to know their statistics.
 

Formula(fromthe Latinformula- form, rule, precept):

Amagical formula

"Unlike prayers, which are merely requests to God or to spirits, a spell is meant to enforce a wish."

;)))

 
Avals:

We are not modelling the price, but the processes behind the price. The same seasonality, speculative overbought, etc. etc. We neglect what we do not model.) Which processes can be neglected? More importantly when they can be neglected. Roughly speaking, what we take into account will be a useful signal, and what we do not take into account is noise. We should trade at such moments when the useful signal is large enough relative to the noise.

So, for example, the intraday speculators have little influence on the price most of the time. But the moment may come when they start to trade almost synchronously. This means that at these moments on a certain time horizon their influence will be quite significant. The influence of other unaccounted factors will be noise in our model.

That is, it is important when our considered factors will have a significant impact on the price. More precisely, traders who trade under the influence of these factors will buy/sell with sufficiently large total volume. The larger the volume and the shorter the time in which it is realised, the greater the impact

That's right. That's why the market moves in impulses. After an impulse a "saturation" occurs - i.e. levels are reached where "fuel runs out", a fixation - a pullback begins. Then an impulse again... Everything within the FA, i.e. some idea - the driver always prevails.
 

No magic or cabbalism - just facts

Let's begin... Hint number one.

Hint number two.

And a little present from me.

Files:
futurofx.zip  95 kb
 
nvizion777:

No magic or cabbalism - just facts

Let's begin... Hint number one.

Hint number two.


Magic square...? Magic circle...? The lines of Ghana? Can I get a hint from the audience?
 
Speaking of models, in my day-to-day work I use a simple accumulated range of SBs. Very useful stuff. If the EA is not explicitly looking ahead or over-optimised / not properly trained, it will show similar positive results on SB. And as soon as I see more or less even upward profitability graph on it, it means there is a hidden trick in the method. It is a kind of anti-forward where it is the negative result that matters. But if after that the strategy shows positive results in the real market, then there is really something to be happy about, because the strategy almost certainly catches some non-random pattern.
 
sever32:

While you have a blank, this is what my Yandex found:

The most persistent begin a frantic search for a magic strategy that will allow them to make huge amounts of money. They seek what many call the Holy Grail. They are convinced that there is a secret market formula known only to a small number of "insiders" who can get rich quick.

Let's say there is.

Not secret but the most obvious - there is - it walks on it. (has a right to failure - on foundations, hand speculation and various emergencies)