From theory to practice - page 816

 
Maxim Kuznetsov:

it depends on the point of view and the scale chosen :-)

they're all the same...

possibly

but you forgot to add:

"... mostly"

;)

 
Maxim Kuznetsov:

the grail was working on a "lighter" dollar. now (somewhere since around 12 Moscow time) it is reversing, possibly correcting.

The intermediate conclusion is that the "grail" is working in a stable trend.

PS - all strategies actually work exclusively in trends. they just don't know it :-)

Maybe not in a very stable trend, but definitely a long one! Uptrend or downtrend, local or compound

 
Renat Akhtyamov:

forgive the remark, but it's a fact

try to guess why

Why the guessing? that's what we work/trade on... the point of a handicap is to stop large trends. reduce fluctuations. If you did it right, you made a profit.

It's just that entering the "counter-trend" is less risky if the "trend" is formed at a lower resolution. If you have made the right move, you have got the profit.

 
Alexander_K:

If you take a window in seconds, the problem is not solved at all. Because at the moment when a second has passed and there was no tick, "false" zeros appear in the distribution

There was no tick - take the price as it is at the moment, i.e. the past tick. Nothing will change, and your "zeros" will disappear.

 
Aleksey Nikolayev:

What are the odds that the radar crew wasn't hiding somewhere in the bushes or laying drunk?

What are the odds that it was not a radar, but a microwave oven with the door open, or some other clever device next to the inflatable radar mock-up?

Signal presence and radar operation are not identical. There is always the possibility of error.

So many words and only one good point: "... ...there's always a possibility of error..." You brought up the point that, in addition to probability, there is also the notion of credibility. Let's see if anyone in this thread reacts to your idea.)

 
secret:

There was no tick - take the price as it is at the moment, i.e. the past tick. Nothing will change, and your "zeros" will disappear.

It will take itself. The Bid and Ask always work, even if - oh, great miracle - you requested their values not at the moment of the tick, but 0.000001 seconds later. Or earlier. There can be a lot of ticks per second. Or maybe very few. In short, we are inventing Kotelnikov's theorem.

I think, I did not make a mistake with a branch - here - from theory to practice, right?
 
Creating, inventing, trying: the analogue signal - the market (Bid, Ask). How to quantise it?
 
Алексей Тарабанов:
Creating, inventing, trying: the analogue signal - the market (Bid, Ask). How to quantize it?
Why?
 
Алексей Тарабанов:

A lot of words and only one good point: "... there is always a possibility of error...". You mentioned that in addition to probability there is also the concept of credibility. Let's see if anyone reacts to your idea together in this thread.)

That's exactly the idea you challenged earlier.

Credibility is an important concept in matstat, although the term significance is usually used.

In this thread, supporters of break-even trading are beginning to realise that it is impossible)

 

I stayed up all night... I cried softly in the old man's way, gazing into the lights of Moscow at night...

HOW?! How can you lose a profit of 28% in 1 hour?!?

You can go crazy ...