From theory to practice - page 1189
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
a prime example of working back to a non-random average.
- The dominance of the exponential component.
The stronger the law of exponential price movement you apply, the more your orders start to resemble the large levels of the stock market order book.Read this thing carefully:
http://sixsigmaonline.ru/baza-znanij/22-1-0-277
Especially this sentence here:
Leptokurtosis can be caused by mixing products from two different processes or parts produced on different machines
So, if we consider why the distribution of increments in the market is the way it is: peaked, with heavy tails, then I stand by my opinion.
What we see in the increments is Skellam's distribution or something very close to it.
And where does such a distribution come from? Right - it is the difference of two random numbers taken at random from two Poisson distributions.
That is, it is logical to assume that at a particular point in time, the broker has some array of prices distributed according to the Poisson distribution. From this array he randomly chooses one value and outputs it to the outside. This is how a tick is born.
Indeed, in this case, we will have a Skellam distribution for the increments. It is used for predicting results in game sports. Really, I don't know how.
Has anyone been into betting on the outcome of sports games using this distribution? What are the results? Share your experiences.
Bro, I've been looking for the grail since 2003. And I myself the results of less than 20% a month are not happy, but it can't be helped. My trading robots, that analyze the market from A to Z with inefficiencies, all they say the same - the maximum is given to us, that we are able to trade on abnormal movements, towards balance, with take and stop not less than spread*30 (otherwise it's more profitable to go to the casino). Sad, but true. Seldom but well - that's our division.
No kidding - I think we are talking about the same strategy. The only thing is that I am trying to get as much out of it as possible. I may have to involve the MoD as well. Asaulenko did, but disappeared too.
Bro, I've been looking for the grail since 2003. And I'm not happy with the results of less than 20% per month myself, but it can't be helped. My trading robots dozens of them, analyzing the market from beginning to end for market inefficiencies, all they say the same - the maximum is given to us, that is transactions on the abnormal movements, towards balance, with take and stop not less than spread*30 (otherwise it's more profitable to go to the casino). Sad, but true. Seldom but well - that's our division.
It's not just one inefficiency that's important, but a whole set of inefficiencies, and at a specific time interval for each quote.
Read this one carefully:
http://sixsigmaonline.ru/baza-znanij/22-1-0-277
Especially this sentence:
Leptokurtosis can be caused by mixing products from two different processes or parts produced on different machines
So, if we consider why the distribution of increments in the market is the way it is: peaked, with heavy tails, then I stand by my opinion.
What we see in the increments is Skellam's distribution or something very close to it.
And where does such a distribution come from? Right - it is the difference of two random numbers taken at random from two Poisson distributions.
That is, it is logical to assume that at a particular point in time a broker has some array of prices distributed according to the Poisson distribution. From this array he randomly chooses one value and outputs it to the outside. This is how a tick is born.
Indeed, in this case, we will have a Skellam distribution for the increments. It is used for predicting results in game sports. Really, I don't know how.
Has anyone been into betting on the outcome of sports games using this distribution? What are the results? Share your experiences.
In the market this distribution is implemented differently than in sports betting.
Don't see what you don't see.
by the way this is what it looks like in the market
Has anyone been into betting on the outcome of sports games using this distribution? What are the results? Share, please.
It's not really a buy/sell or supply/demand relationship.
Not a market relationship, so to speak.
stupid bets.It's not like it's a buy/sell thing at all.
Well, it's a prediction of the match result based on this distribution. In our case, it's a prediction of the next incremental value.
Recall that Doc worked solely and only with increments. Thoroughly thinned them in order to overcome the spread and neuronet stupidly predicted the next increment.
If you believe that Doc found the Grail and therefore fled the forum, then this area of research seems promising.
Well, it's a prediction of the match result based on this distribution. In our case, it's a prediction of the next incremental value.
I remind you that Doc worked solely and only with increments. Thoroughly thinned them in order to overcome the spread and neuronet stupidly predicted the next increment.
If we take it on faith that Doc found the Grail and therefore fled the forum, then this line of research seems promising.
Judging by the description you gave me, there are no prospects there.
Why did he bail then?! Think about it - a man worked, communicated on the forum and wrote to me often in the PM. Then, lo and behold, he was gone as if he had never been. There has to be a rational explanation for such behavior, right?
GoldTrader (thanks to him for his help in programming VisSim+MT4) - he simply slowly disappeared, disappointed. But, I encourage him to come back.
How to explain here? I've seen his growing state, saw him working day and night, and bam - in one second he disappeared and deleted all his results. I don't get it. I'm almost a grandfather, I've seen a lot of people, but I cannot explain why he suddenly jumped off the topic.
Then why did he skip out?! Think about it - a man worked, communicated on the forum and wrote to me often in the PM. Then, lo and behold, he was gone as if he had never been. There has to be a rational explanation for such behavior, right?
GoldTrader (thanks to him for his help in programming VisSim+MT4) - he simply slowly disappeared, disappointed. But, I encourage him to come back.
How to explain here? I've seen his growing state, saw him working day and night, and bam - in one second he disappeared and deleted all his results. I don't get it. I'm almost a grandfather, I've seen a lot of people, but I can't explain such an abrupt jump off the topic.
That's howthe grail works, and that's the only way it works:
but I'm here.
copyright © new-rena
the grail works this way and that's all there is to it:
but I'm here.
copyright © new-rena
Wrong!!!"The Grail MUST work strictly according to the TREND!!! Strictly from its Beginning to its End!