Grail indicators - page 16
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
IMHO, Yusuf land on sinful ground. )))))))
To put it strictly, you claim that if you know the future, you can clearly define what the present leads to.
And as for your "inventions" - look up what eigenforms of operators are and how many solutions overdetermined systems have.
On the fingers, what you, in my opinion, do not understand: you are trying to solve a problem with a free right-hand edge. Such problems have infinitely many solutions. And these solutions become unambiguous when they are further defined. It is like an integration problem - an indefinite integral has a whole family of first forms, so to speak.
In some particular cases of problems (elliptic/parabolic/hyperbolic type) those for which the solution exists are represented by forms (eigenvalue problem). There are infinitely many such forms, but they are related by a general relation - just the one you write about ))))))))))))). The classical way of solving it is to identify the regularities and extrapolate them beyond the right-hand edge, i.e. to reduce it to a fixed-edge solution (the Cauchy boundary problem). That is, what you "invented" is a standard relationship for eigenforms. By the way, that's where Fourier methods come from, only Fourier is not designed for extrapolation as it only applies to periodic functions).
Physically you argue that if you fix the right-hand edge in the present, you can extrapolate the future more accurately (know what the present leads to === know the future; perhaps the future is predetermined by higher forces, but IMHO not 100% : the main component is factors acting on the right-hand edge, which is never 100% known ;)) This is strictly speaking.
And your statement is roughly like this - "if I know the future, I can tell what conditions were on the right edge of the present" - and what of it for the trader ?????????? To say that if he had bought/sold a few bars ago, he would already be in profit ? ))))))))))) so he can see that from the ))))))))))))))))) chart anyway.
By the way, again IMHO, that is the reason why nothing more stable working from TS has been invented than the technique of following the market.) I mean that paukas is right ;).
ZZZ again IMHO: that's why you have to build crazy TS according to your indicators - you are trying to guess and over sit. Try a constant lot and a short stop for your TS test ;) and as they say, spring will show who and where .... ;). By the way, when optimizing with a short stop it is much more likely to come across a pattern ;).
1. I've deliberately chose this style of presentation to shake up the participants and to encourage them to express their constructive criticism and/or comments, which you did, and it's to my advantage, thank you for your valuable ideas;
2. Let me have solved only one of many variants of solution of a problem and let, in the simplified form. Now, scientists should prove the existence of alternative ways of representation of the problem, different from my representations, because, by me, "the gauntlet is thrown" (c);
3. the ideal process is described theoretically, but in reality it can go any way it wants, so I agree that the description in the future is probabilistic. Agree, still there is an attempt to describe the process in an unconventional way based on some notion of it;
4. I disagree with the application of short stops. The TC logic itself should cope with inputs and outputs, I think artificial intervention is unacceptable.
5. In the above example of a run, albeit still on a tester, I mentioned that there is no overshoot and you are again talking about overshoot. The 70% advantage, I repeat, is only due to the logic of the algorithm. Not enough? it is due to the fact that, the calculations are probabilistic in nature. All arguments will be put to rest by the actual reality.
IMHO, Yusuf land on sinful ground. )))))))
Why did you have to bang on the open door? Or are you the only smart one?
Everyone was wondering where they were going to go. The future had already been conceived by the two of them, the birth was on the horizon, and you were getting your kicks.....
It smelled like a Schnobel Prize.
Why did you have to bang on the open door? Or are you the only smart one?
Everyone was wondering where they were going to go. The two of them had already conceived the future, the birth was on the horizon, and you'd ruined all the fun.....
It smelled like a Schnobel Prize.
Critical comments are useful, sobering, do not let fly into space irrevocably. And I'll earn the Nobel Prize and award it to myself.
You still have to manage to earn a Nobel))).
I am interested in how your TS will manage the accumulated lot? Swap does not sleep.
You still have to manage to earn a Nobel))).
I am interested in how your TS will manage the accumulated lot? Swap does not take a nap.
Why did you have to bang on the open door? Or are you the only smart one?
Everyone was wondering where they were going to go. The two of them had already conceived the future, the birth was on the horizon, and you'd ruined all the fun.....
It smelt like a Schnobel Prize.
I was once very impressed by the book "From Existing to Emerging" by Ilya Prigozhin, a Nobel Prize winner in physics. As well as other works by Prigozhin, Nicholas.
It's been a quarter of a century since then, but my admiration for the ideas expressed at the time is still fresh in my mind.
I advise you to broaden your horizons. Perhaps then you will get the meaning of what I have said.
I was indelibly impressed by the book "From Existing to Emerging" by Ilya Prigozhin, a Nobel Prize winner in physics. As well as other works by Prigozhin, Nicholas.
It's been a quarter of a century since then, but my admiration for the ideas expressed at the time is still fresh in my mind.
I advise you to broaden your horizons. Perhaps then you'll get the point of what I'm saying.
You're a fucking polymath! Actually, it's chemistry, not physics.
I was struck by Tolstoy's complete works in 90 volumes, but, mind you, I don't advise you to broaden your horizons with them.
You have a habit of piling on the forum some rubbish and when people start asking you specific questions you refer them to books.
But in any case - I don't disturb you and Yusuf! I even disperse everyone so that others don't get in the way. So it's not a big deal to get in the way.
A general test of my assumption about the time link using a price change process as an example:
We take an arbitrary price change over the last 4 bars:
We have 3 price increments with respect to the original price, so t = 3; computed values n = 2.954197002; tau = 0.577292852;
The calculated values of the integrals of the past function P(t) and the E-function, as well as the present function H(t), are equal:
P(t, n, t) = 0.10283238;
H(t, n, t) = 0.158231643;
E(t, n, t) = 0.261064018;
P(t, n, t) + H(t, n, t) = 0.10283238 + 0.158231643 = 0.261064023 = E(t, n, t);
error 0.261064023 - 0.261064018 = 4.90449E-9. Probably, it is a computer error or error of estimation of n and tau by method and formulas which I suggested. That was required to prove.
This striking fact does not leave doubts in correctness of my conclusion on unity of epochs: Past + Present + Future = 1:
B(t, n, t) = 1 - E(t, n, t) = 1 - 0.261064018 = 0.738935982;
P(t, n, t) + H(t, n, t) + B(t, n, t) = 0.10283238 + 0.158231643 + 0.738935982 = 1.000000005
I think this conclusion about connection of epochs for mankind is more important, than Perelman's conclusion about virtual possibility of "revolution" of the Universe.
What use is it to the trader? Let's find out:
With this price change, the trader concludes that, by the end of the 3rd bar, the trend is formed by 10.28%, the last bar gives an increment of 15.82% to the trend and it will grow another 73.89% in the future.
Here is the trend itself:
Something doesn't add up...
Where's the mistake?
Probably here:
Check it out.
We take an arbitrary price change over the last 4 bars:
We have 3 price increments relative to the initial price, so t = 3; calculated values n = 2.954197002; tau = 0.577292852;
It is interesting to look at the processes generated by this arbitrary sample from outside and inside:
time t
.
time tau
A general test of my assumption about the time link using a price change process as an example:
We take an arbitrary price change over the last 4 bars:
We have 3 price increments relative to the input, so t = 3; calculated values n = 2.954197002; tau = 0.577292852;
Reproduced the calculation of the coefficients using the formulas given in the article. There seem to be no errors...
However, I got calculated values of n = 5.267353758; tau = 0.253190185 on these inputs;
There's a mistake somewhere... I can't figure it out...
.....................
Yusuf, I suggest we move to my branch so as not to confuse the graals ;)