From theory to practice - page 329
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and the graph itself is not transformed, then what are the ribbons based on?
Yes, Maxim - only the transformation to the simplest stream is done on the graphs.
Further transformation of the input stream is needed only for neural networks, for forecasting. After all, that's the whole point - to work with known distributions. For the event stream - Erlang distribution, for quotes sitting in it - Gaussian distribution. Then all the mathematics from Kolmogorov's work will work. Without such a transformation, it won't.
I myself would switch to neural networks, but I don't have Vissim NeurlNet module and I'm too lazy to learn another system.
But I stand by my opinion - the problem of all participants of branch "Machine learning" is exactly in preparation of predictors and nothing else.
I am waiting for your breakthrough. Then I will connect to your trading signals.
Serge,your posts, as always, are brilliant.Intelligent and insightful. Thank you.
Yes, Maxim - the graphs only perform a transformation to the simplest stream.
Further transformation of input stream is needed only for neural networks, for prediction. After all, that's the whole point - to work with known distributions. For the event stream - Erlang distribution, for quotes sitting in it - Gaussian distribution. Then all the mathematics from Kolmogorov's work will work. Without such a transformation, it won't.
I myself would switch to neural networks, but I don't have Vissim NeurlNet module and I'm too lazy to learn another system.
But I stand by my opinion - the problem of all participants of branch "Machine learning" is exactly in preparation of predictors and nothing else.
I am waiting for your breakthrough. Then I will connect to your trading signals.
I have been writing to them about the problem with predictors, but they do not take it seriously and continue doing what they have been doing ))
i have almost finished my algorithm, next week i will try the conversion, i hope ) i will report back there
To become a millionaire in futures is absolutely unrealistic, even with profits as large as you think they are.
Futures has a parameter - liquidity. Above a certain transaction volume, your system will physically stop working. And there is no point in keeping the deposit above a certain limit.
Can we now accurately calculate (not predict, but determine) whether or not the trend is over?
Determining that the trend is over at the moment and predicting that there will be no further trend is the same thing.
Dear Nikolay Demko andUladzimir Izerski, let's deal with simple Russian words: predict and calculate. Do you understand that they are not the same thing?
You cancalculate the cost of petrol filling up at the petrol station, and you can forecast how much petrol you will need for example to drive 2,500 km from St. Petersburg to Kislovodsk. In the first case, you get the exact value of litre*priced_litre, while in the second, you get an estimate which will more or less correspond to reality, only in case of stationary conditions. The prognosis will greatly differ from reality, if: the car breaks down on the way, we bypass / bypass, at the Moscow Ring Road we get in monstrous traffic and will burn gasoline without advancing, on the way to meet at least 100km of unpaved roads, we drive in winter, summer with air conditioner, with a trailer, with bulky cargo, etc.. Do you get the idea?
By the way after the trip it will be possible to calculate quite accurately how much it was needed. Accuracy will only depend on our pedantry in keeping receipts and the honesty of petrol pumps. It's nice to retroactively measure trends in the market. Yes? But before the movement?
I have no doubt that the end of the trend can be predicted. But you insist on the word calculate?
In that case, without revealing the algorithm, please post in exact numbers the answers to 3 questions:
1 the exact value of the end of the S&P500 correction (a correction to the global trend of course, not some minor one)
2 The exact value of the new historic high, which the index will set sometime, when it goes over 2872,87, before it makes another noticeable correction (please specify the value of "noticeable" in the forecast).
3 The GBPUSD ended the week at 1.4000. But depending on the square, the weekly Close ranges between 1.39951 and 1.40052, a spread of 10.1 classic pips. On the daily chart you can clearly see the beautiful UpTrend, which is already relatively old. Please calculate the exact endpoint of this trend, as well as the exact target for the correction, which will obviously start after the endpoint of the trend. In case of a flat correction please indicate that it will be flat and precisely calculate its bottom point.
And in general, besides the question about the "calculation" of the end of the trend, the question to the topicstarter was left unnoticed, which I hope it will finally be answered.
https://www.mql5.com/ru/forum/221552/page324#comment_7186239
I looked at the esenpi monthly chart, there is not enough historical data to analyze the global trend and even the upper limits of the chart do not allow me freedom of action...
I'll say I don't need it .....
Happy trading!
What kind of futures do you have to trade to have a liquidity ceiling so low that it doesn't allow you to earn a mul.
I don't know what forex has to do with it. I've never really worked on forex, and I don't know how to do it. And now my brokerage company is closed for Russian citizens.
By the way, on FORTS there are a lot of instruments completely equivalent to Forex. And trading with a brokerage company is nothing special, different from other markets. Imho, everything is even simpler. With 100 quid you can play, but the game is not worth the time invested.
By the way, I am not positioning myself in any way.) It's you who hang labels: successful or unsuccessful.
By the way, I don't position myself in any way.) It's you who hang labels: successful - unsuccessful.
Successful = having a profitable strategy = trading on the plus side. You have stated that you have a profitable TS (and more than one) = recognition of success. So it is automatically a position of recognition of the possibility of success, by example.
So? Actually, just one. There have been five or six since 2008. But I don't associate myself with a successful trader. In fact, it is not even my main occupation.)
A successful trader, imho, is a professional living on trading. That's where Volchansky fits in quite well. And the villa - see the picture in the profile. And his profit is a deposit in 1-2 days. We cannot even dream about it, God forbid. But as a hobby the market is quite acceptable.
Determining that a trend is over at the moment and predicting that there will be no further trend is the same thing.
Is the difference betweenaccurately determining and predicting not clear? Let me explain:
Let's play Russian roulette. We take a revolver and load one cartridge out of six (probability of shooting 1/6 = 16.666%). Someone here spins the cylinder. Further there are two options:
1 Dear Uladzimir Izerskipredicts(by sound, wind, coffee grounds, with the help of Neuronet) that there is no cartridge in the chamber.
2 He opens the cylinder in front of you and we precisely determine (make sure) that there is no cartridge in the "next shot" chamber. Alternatively, we precisely calculate that there is no cartridge in the chamber based on the fact that we can see the cartridge in a different position and know that there is strictly one cartridge in the chamber.
In both cases, whether after a prediction or an exact calculation, you are offered to put the revolver to your temple and pull the trigger. For a fee, of course!
Something tells me that in the first case you will refuse to play. Do you know why? The stop-loss is WAY too big - your life.
And in the second case - you know exactly that nothing bad will happen, play and take away the reward without a twinge (for free).
See the difference?
So the exact determination(free money) on the market happens only in the case of insiders. And not 100% of the time. :))
In honest (probabilistic) trading systems there is always a "closed future".
You can make forecasts as much as you want, in any way you want, but you won't know it.
To completely understand what I'm talking about today, let's play a modified version of Russian roulette. It's just like in the real one - you can't open the barrel ! You can't precisely determine (calculate) where the cartridge is! The prediction is there - it's one for all barrel rotations - a shot with 16.666% probability, no shot with 83.333% probability.
But now, we' ll lower the stop loss!!!!!!!!!! You don't have to shoot yourself, you have to shoot... your pet cat!
In case the animal survives you get 100p. Not enough? 1000р. Not enough again? Will 10000r suit you? The amount depends on how much you value the cat, but if you're offered a million dollars, you'll certainly take your chances! Wouldn't you? Even if it's your wife's incredibly beloved cat. For the chance to win $1 million, you'll comfort your wife somehow.
Now, let's get to the market situation.
Great news: nobody gets killed on the exchange (not even the cat!), SL is just money.
Let's lower the stop loss some more! You'll be shooting at your huge new TV. What rewards will make you risk this piece of plastic and metals?
I think the rewards should be above 1/6 the price of the TV, with multiple attempts - remember the shot probabilities in Russian roulette.
So it is possible to live, survive, and do well on forecasts alone (lack of accurate recalculation, certainty) !
But stay away from the peat bog idea that prediction equals accurate knowledge. It does NOT equal it!
Oh yes, I almost forgot. I reserve the copyright to this explanation of the probabilities of trading systems and the uncertainty principle of the future. :)))