From theory to practice - page 1265

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Alexander_K:

It's all the same thing, Bass. It's all the same. All pairs are equally cyclical. Most likely you with your shameful autocorrelation coefficient see this periodicity but can't even comprehend it because of your excessive potato eating.

what is that?))) All patsaks quantize and rejoice)))))))) Why aren't you rejoicing? )))))))

 
Yuriy Asaulenko:
Will there be an answer from A_K? Or what the hell?

Uh.... Yura, you still believe in the Grail, don't you? It's easy with you - in 3 months I'll send you the results on the real, I'll send you the model on VisSim. My respects.

 
vladevgeniy:

what is this?))) All patsaks quantum and rejoice)))))))) Why aren't you happy? )))))))

Bass and I have a long 'friendship', which doesn't apply to you at all, Felix.

 
Alexander_K:

Uh.... Yura, you still believe in the Grail, don't you? It's easy with you - in 3 months I'll send you the results on the real, I'll send you the model on VisSim. My respects.

Man, you're being asked for specific numbers on your test, not the grail. It's probably not all there yet. Suit yourself, though.
 
Alexander_K:

Bass and I have a long 'friendship', that doesn't apply to you, Felix, at all.

I already feel as if I'm a kiesel-irradiated..... Felix, when I at least demonstrate the yuzu))) But I've had the tests since February... the market is weird))) but what we have, since february the price has gone from 270 cents to 5390 ... open positions are not happy, but within the strategy of all))))))) there is no increase in lots, etc... Well the point is to enter more than a hundred quid... And there I will try to monitor not on cents....... Let Felix))

 
vladevgeniy:

I already feel as if I'm a kiesel-irradiated..... Felix when I at least demonstrate the yuzu))) But I have tests since February ... the market is really tough)))) but what do we have, since february the price has gone up from 270 cents to 5390... open positions are not happy, but within the strategy of all))))))) there is no increase in lots, etc... Well the point is to enter more than a hundred quid... And there I will try to monitor not on centovik ....... Let Felix))

I'm happy for you. But this thread is not about money, it's about the Grail. About the structure of the market, its differences from SB, etc.

So, specifically for you - the market has structure. But, it is not the structure of the price itself, it is the time structure. The cycles consist of a trading session, a day, a week, etc. It is like a cycle in a cycle, well, I don't even know how to explain it... This structure is implicit, i.e. blurred by the market's own time, the time intervals between ticks, which form a sort of non-linear time scale horizontally. It's not the number of ticks that is counted, but exactly the time in which this or that tick sample arrives. And already in this space the equations from the theory of random processes work.

So, no matter who says what, but old Gunn was right to investigate the time structure of the market in the first place.

 

А! And, of course, you can't work with all ticks in a row, there's a lot of noise from DTs - you need to thin them out carefully so as not to lose valuable information.

But, I repeat - this is my theory, supported by the result. If anyone has a different point of view - speak up, we'll discuss.

 
Alexander_K:

I'm happy for you. But it's not about money, it's about the Grail. About the structure of the market, how it differs from SB, etc.

Well, just for you - the market has a structure. But, it is not the structure of the price itself, it is the time structure. The cycles consist of a trading session, a day, a week, etc. It is like a cycle in a cycle, well, I don't even know how to explain it... This structure is implicit, i.e. blurred by the market's own time, the time intervals between ticks, which form a sort of non-linear time scale horizontally. It's not the number of ticks that is counted, but exactly the time in which this or that tick sample arrives. And already in this space the equations from the theory of random processes work.

That's why no matter what they say, and old Gunn was right, examining first of all the time structure of the market.

You're partially right, Sash. So it is and the tick volumes prove it.
The question is not about the structure, but if this structure exists on tick data, it means that it exists at larger scales. Accordingly, it can easily be generalized and used on higher timeframes.
 
Alexander_K:

I'm happy for you. But it's not about money, it's about the Grail. About the structure of the market, how it differs from SB, etc.

Well, just for you - the market has a structure. But, it is not the structure of the price itself, it is the time structure. The cycles consist of a trading session, a day, a week, etc. It is like a cycle in a cycle, well, I don't even know how to explain it... This structure is implicit, i.e. blurred by the market's own time, the time intervals between ticks, which form a kind of non-linear time scale horizontally. It's not the number of ticks that is counted, but exactly the time in which this or that tick sample arrives. And already in this space the equations from the theory of random processes work.

So, no matter who says what, but old Gunn was right in examining the temporal structure of the market in the first place.

The interesting thing is that the ticks come from the trading server ...)
And a trading server is not an exchange.
You are essentially looking for those moments when the time between ticks is minimum or maximum. Maybe, I'll let you in on a secret, but it decreases the faster, the more often and the stronger the price changes.)
If you read carefully, I've even told you how to determine these fluctuations with the help of the coefficient of variation.)
The question is that in these moments the price may not retrace but bounce up or down.
 
Martin_Apis_Bot Cheguevara:
You're partly right, Sash. I am, and the tick volumes prove it.
The question is not about the structure, but about the fact that if this structure is present on tick data, then it is also present on larger scales. Correspondingly, it can easily be generalized and used at higher TFs.

It may be. Alas, I do not have time to continue my research - I must still prepare for the real game. There is only one day left.

But, it is in the time structure that the market is fundamentally different from SB and I don't have the slightest doubt about that.

By the way, my friend, you also have nothing to worry about - in 3 months I will send you my report on real trading. If I like it - I'll send you the model on WisCime. I see what kind of work you're doing. I respect that. Maybe you're the reincarnation of Doc. That guy amazed me with his insane efficiency and out-of-the-box thinking.

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