Rate of price change, how to calculate - page 8

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Avals:
pf>3 at least 500 transactions)))
no, that's too tough. // I mean PF>3. 500 trades is normal.
 
MetaDriver:

No, I think there is an overabundance of such concepts. What's missing is a systemic feeling. I don't know how to explain it (I have it sometimes, though it's very unstable and poorly predictable). In this state, intellectual morality and the concept of sin are completely absent, but systemically ineffective (sinful?) actions just don't happen. "Not happening" is not quite the right term, for in this state my own actions are happening rather than being done by me (the will and volitional behaviour seem to be absent for lack of use). It's not very well explained, but anyone who is familiar will probably recognise it.

I am quite aware of such logic. However, simple questions (dichotomous) may be enough to construct a base of "primary oracles". They can then be mutually contextualised by pairwise analysis. In this case "statistical" of a sample with each iteration is halved, but there is a possibility to see not only "non-randomness" of regularities (or to diagnose a fit - a trifle), but also some general criteria of their identification which is important for automation of the process of searching regularities. The fact that the MO of the "twin oracle" is higher than the "elementary" is sort of understood by default. Sorry for writing too abstractly (this is deliberate because the technology of concentrating raw ore is even more expensive than a particular deposit. the forum is not the place for such revelations, I can discuss more specifically in skype).

I have written it in a private message. And I' ll still think it over, abstractions are even more nourishing for the imagination :)). But not today.
 
avtomat:

Moreover, I believe that this "splash" has been put into circulation for disorientation - that is its true practical purpose.


avtomat:
This hypothesis of market efficiency/inefficiency is --- a shaky prop. Or should I say a hoax.

Said twice, it looks like a spell :)
 
Candid:

Although mutual information is not painfully abstract either. I've forgotten almost everything myself, but now I've looked it up - the formulas are not that complicated.


In Russian, it all boils down to the following equivalent statements.

The market is inefficient <=> Mutual information of neighbouring quotes is not 0 <=> Neighbouring quotes are not statistically independent

 
alsu:

In Russian, it all boils down to the following equivalent statements.

The market is inefficient <=> Mutual information of neighbouring quotes is not equal to 0 <=> Neighbouring quotes are not statistically independent

Two reasons why I'm not up to my neck in it (like, e.g. Mathemat) - (1) sufficient obviousness for me of lack of statistical independence of quotes. (2) subjective feeling of uselessness of mutual information measurement for profit extraction. because the presence of figures on such an indicator does not say anything about the way of its cashing. at least I did not see the possibility of cashing (probably due to stupidity).
 
Candid:

Said twice, it looks like a spell :)
He's just plagiarising wikipedia. :) And quotes are always spells... ;)
 

I've reread the topic a couple of times and still don't understand, what does speed have to do with it?

And the speed of what? What is price? Bid, ask, volume weighted average price, last price etc? Speed in what? Distance in pips, in percentage, in figures? Time in candlesticks, in ticks, in changes of the cup, in trying to run the terminal?

Verbal trash.

 
MetaDriver:

Whatever with this inefficiency/ineffectiveness. The scientific nature of the term attracts intellectuals like honey to a fly. Although in the very first lines the ministry of health wikipedia warns of its unprovable and even unprovable...

What is your problem with profitability as a substitute?



On the contrary, it is profitability, or rather cash, that I take to calculate the effectiveness of the TS. But it is the efficiency of the TS, not the market (!!!)

By definition, --- System efficiency is a numerical indicator describing the quality of a system's performance.

And before you can apply the concept of efficiency to the market, you must first learn to define the quality of its operation, i.e. you must know the input and output flows and the operator of their conversion. Without the latter, all talk of market efficiency or inefficiency is mere talk.

 
avtomat:


On the contrary, it is profitability, or rather cash, that I take for calculation of TC efficiency. But it is TC efficiency, not market efficiency (!!!)

By definition, --- System efficiency is a numerical indicator that characterises the quality of a system's performance.

And before we can apply the concept of efficiency to the market, we must first learn how to determine the quality of its functioning, i.e. we must know the input and output flows and the operator of their transformation. Without this, all talk of efficiency or inefficiency of the market is mere talk.

Well, I do approve of your thinking. The vector of development (distinguishing between concentrate and junk) is quite correct. I'm just teasing you a little, purely to stimulate your independence. ))
 
Candid:


Said twice, it looks like a spell :)


That's where the spells are ;)))))

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