and wandering around randomly again... - page 2
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In fact, there is no such thing as randomness in any form, and the random number generator generates them not randomly, but in a regular way, but we do not understand how.
There is a certain event horizon within which randomness occurs, e.g. for forex it is a US default after which markets may go down for a long time, for gcx it may be some software or technical limitations of the environment
You have written everything correctly.
For example, let's make a random number generator generate at least 10 million random numbers, then count the number of matching identical numbers and then repeat the procedure one more time. The results will turn out to be virtually identical.
As I was taught at the institute, any information is a random process (very simplified). If it was already known (i.e. would not be random to the recipient), there would be no point in transmitting it. By the way, it wouldn't even be information anymore.))
Well, there is matter, space, and the ordering of matter transformation events in space, i.e. time. Where is information as a category here? If there is some device that records observations of the change of matter, it is information in one form or another, but in essence it is nothing... it is just the effect of one matter on another (on the device)
In the material world, cyclical phenomena are possible (for whatever reason, we just observe them), with different time dimensions, one occurring in a billion years, the other in a nanosecond. When these cyclicities are superimposed and affect the fixer (device), he may take them as random because they are mixed up and not obvious for his understanding. But there are cyclicities and that is all it takes to try and predict.)
You can sometimes see cyclicities on the gcc, which means that this "information" has come from somewhere, because it cannot be that there is information and there is no material carrier (influencing source).
And do you have any reason why the sl. wandering graph will not resemble the quotation charts? there are only 2 directions up and down. From the point of view of an untrained layman, everything is random, no matter what he tries to do)
If there were a pattern, they wouldn't look alike and the reasons would be widespread and easy to distinguish.
but as it is, there is no reason...they are indistinguishable from each other...because the same mechanism scrapes .... up and down with 100% unpredictability.....
from the perspective of a layman like me if i cannot predict heads or tails for me it's a random process.... for you it's logical?...well, good luck predicting......
and the roulette wheel seems to follow some kind of super-cunning system but for some reason no one has ever beaten it even if it's a fair deal with no criminals... you will be the first!
If there were patterns, they would clearly not be similar to each other and the reasons would be wagonloads and wagonloads of them could easily be distinguished.
Superficial judgments lead to superficial results :) why are you still here if it's so bad? I would have quit long ago )) In general, I'm not into gambling ... maybe even be able to beat roulette, but I do not even know the rules ... I know that there zeros kind of ruin the probability ... poker players, I know, not bad have ... but they are few and they are pros
Sitting at the roulette and start noting every hit of the ball on red or black, look at the graph, if a trend began, it means the ball with an offset centre of gravity, or the black sectors in the roulette wheel dried up and became wider than red, betting on the trend reversals)
What is not a sb? give me an example of a graph not a sb. what could be the pattern on the graph?
"Not sb" is not necessarily distinguished from sb by the presence of apparent patterns. The main difference between forex charts (or more precisely, the values of a random rate value depicted on them) and a random walk is the violation of the laws of large numbers, the consequence of which is the normal distribution of the various properties of the CB. If we take a sample distribution of rate values in 10 minutes from an arbitrary moment, compared to the Huass distribution at the centre (at zero) and at the edges the probability density will be higher than Gaussian, at intermediate points lower. Closer to the hyperbolic (power) type of distributionshttp://pidruchniki.com/71844/informatika/veroyatnostnye_raspredeleniya. I used to plot sample frequencies, but can't find them now.
One can only speculate about the reasons for this. The first thing that comes to mind is that the condition of independence of the set of events that affect the rate is violated. And this is the main condition for the applicability of the central limit theorem - it is this that is usually applied as an argument, more often as a hypothesis in favour of the normality of distributions.
"Not sb" is not necessarily distinguished from sb by the presence of apparent patterns. The main difference between forex charts (or more precisely, the values of a random rate value depicted on them) and a random walk is the violation of the laws of large numbers, the consequence of which is the normal distribution of the various properties of the CB. If we take a sample distribution of rate values in 10 minutes from an arbitrary moment, compared to the Huass distribution at the centre (at zero) and at the edges the probability density will be higher than Gaussian, at intermediate points lower. Closer to the hyperbolic (power) type of distributionshttp://pidruchniki.com/71844/informatika/veroyatnostnye_raspredeleniya. I used to plot sample frequencies, but can't find them now.
The reasons for this can only be guessed. The first thing that comes to mind is that the condition of independence of the set of events that affect the course is violated. And this is the main condition for the applicability of the central limit theorem - it is the one usually applied as an argument, more often as a hypothesis in favour of normality of distributions.
it's strongly extended upwards.
it means that it has the most small movements at 1 point.
the percentage (proportionally) of small movements, relative to large movements, is paradoxically high.
now the question is: what does this give us?
... there is also some kind of three sigma rule. but i don't understand it.
admins, take a look. problems with inserting pictures into the forum, from google chrome.
the bell of the forex spreads.
it's heavily pulled upwards.
it means most of the small moves are 1 point.
It is paradoxically high in terms of percentage (proportionally) of small movements relative to large ones.
now the question is: what does this give us?
... there is also some kind of three sigma rule. but i don't understand it.
admins, take a look. problems with inserting pictures into the forum, from google chrome.
My guess is that the words "bell of forex distributions" refer to the distribution of tick size sample frequencies in the case of a 4-digit quotation. It doesn't give much, but it can form the basis for later analysis - where to look for profit. Often one does not think about it and looks where the light is. If we look wider, counting not ticks, but the amount of movements by 10, 20 or 100 points, it becomes clear that their number (for example, for 5 years) is proportional to the square root of the size. The sum of profits from all the trades for 5 years is, naturally, proportional to their amount. It is not difficult to write formulas.
The theoretical maximum possible profit will be found where the profit in one trade is about two spreads. Actually even without quantitative analysis people feel it, that's why they do scalping.
My guess is that the word "bell of distributions on the foreground" refers to the distribution of sample frequencies of tick size
My guess is that the words "bell of forex distributions" refer to the distribution of tick size sample frequencies in the case of a 4-digit quotation. It doesn't give much, but it can form the basis for later analysis - where to look for profit. Often one does not think about it and looks where the light is. If we look wider, counting not ticks, but the amount of movements by 10, 20 or 100 points, it becomes clear that their number (for example, for 5 years) is proportional to the square root of the size. The sum of profits from all the trades for 5 years is, naturally, proportional to their amount. It is not difficult to write formulas.
The theoretical maximum possible profit will be found where the profit in one trade is about two spreads. Actually, even without the quantitative analysis people feel it, and that is why they are engaged in scalping.
"Writing formulas is not difficult" -- since it's not difficult, write it, if you please. Very interesting to see those uncomplicated formulas. (Don't even question their proximity to reality yet)
The theoretical maximum possible profit is found in a place where the profit in one trade is about two spreads. Actually, even without quantitative analysis people feel it and that is why they are scalping.
What theory points to this and substantiates it? Or is it just your speculation, to put it mildly?