Direction of the subsequent tick - page 7

 
Evgeny Belyaev:

Well, who's too lazy to look:

Let R be tails and O be heads.

There will be more combinations such as R-O or O-R than combinations such as:

O-O or R-R.

Exactly.

However, the nature of the physical and financial processes is different, you will agree. In this case, the nature of this probability is unknown (the laws of the universe, the Creator's will, God's providence, etc.), then in financial markets the presence of a higher probability of the outcome R-O or O-R than R-O or R-R has an explanation, because there are natural laws of dealing.

Of course trades cannot move indefinitely within the spread, but they are there for a while. Yes, the spread shifts up/down along the price series.

 
Evgeny Belyaev:

Answering a question with a question is your thing, change your linguistic style on one of your accounts.

The words parasites give you away!

You want to talk to me? Talk to me. What's the point anyway, you got something against it? Spit it out.

Two eccounts better talk to the main member of the thread pr magik.

 
Evgeny Belyaev:

Well, who's too lazy to look:

Let R be tails and O be heads.

There will be more combinations such as R-O or O-R than combinations such as:

O-O or R-R.

What is the difference between heads and tails? Because nothing (for mathematics), it is a purely conventional name to distinguish one side from the other. So, we take one coin and conventionally change it from heads to tails (e.g. by drawing a weightless paint marker).

Maybe the problem is not accurately stated, formulate the problem correctly. But watching a video for 50 minutes, somehow I am not attracted to it, too many academics divorced.

And before proving something, you can make a real experiment, at least on random numbers in MQL, put the script.

 
Uladzimir Izerski:
Ignore!!!

It reminds me of the anecdote about Gorynych the Serpent.

Ivan-Tsarevich comes to the cave and shouts: Gorynych-Snake, come out to fight, Gorynych-Snake, come out to fight, Gorynych-Snake, come out to fight.

A head from abroad: let's fight, but why are you yelling at my ass?

 

The point is that a coin has no memory and a random binary function probability estimate is indeed applicable to it, which will give a 50\50 result.

And that's on a VERY large sample.

A famous American professor used to test his students before starting a probability theory course. He asked them to flip a coin 200 times at home and write down the results. Of course, there were many lazy students who wrote down eagle-eyes from scratch without flipping a coin. The professor calculated them very simply: all of them were missing long chains, while at 200 flips at least one series of six or at least five eagles/rays must be present.

But the problem for ticks work is not so much the spread.

The market has a memory. Actually, any strategy is an attempt to work with this memory.

That's why, by the way, I optimize and test for different variables on different depths of OS.

And, as it turns out, for some variables this depth can differ many times over the basic wolf-forward depth.

And this is natural. In biological nature, memory, for example, is of at least three kinds - genetic, long-term and short-term. The market environment, on the other hand, in my opinion, can easily argue with the natural environment in terms of the degree of variability, because the cycles in it are implicit and highly noisy.