From theory to practice - page 1508

 
Renat Akhtyamov:

Alexei, can you then answer this question (I know the answer, I'm just asking):

at what price are purchases and sales traded and in what volumes?

For example EUR-USD?

can you tell from the forex chart?

Forum on trading, automated trading systems and testing of trading strategies

From theory to practice

Renat Akhtyamov, 2019.09.04 00:22

Let's keep it simple

where is the most expensive purchase?

The largest moves in the EUR are almost always between Day 10 and 14 - 80% of the daily volume, which way the price moves - far away and how - very fast.)

where exactly - no one can say, even bankers, except for those who give sensational speeches for the country's economy)))

 
Vizard_:

That's how he sent me. With the words: "Take two scrolls abr1 and abr2 and show them silently.
He who has eyes to see will see, and he who has brains, imagination and straight hands will realize.
And also said not to pay attention to the local half-wits (Honey, Maximka, Misha),
(Honey, Maxim, Misha, Misha, and pity them))) Hilarious ...

He didn't send you, you just got unbanished once again and you came out on your own and decided to clown around again while they give it to you. don't flatter yourself and don't relegate other roles

hilarious)))

 
transcendreamer:

Given: a set of non-stationary series, distribution parameters float, no cyclicality

The task: to obtain a trend-stationary nearly monotonically growing series (equity) from initial series

Admissible operations: cutting of fragments from initial series (position opening-closing), multiplication of a fragment by any number, summation

Peeping into the future is of course forbidden.

Who solved the problem will go to Malta

We can simplify the problem by reducing it to constructing an integer sequence, dividing time into equal intervals. On each interval the volume of position in lots (negative number - sell) is given. Then confidence in the possibility to solve the problem rests on two wrong assumptions:

1) Any sequence of integers is defined by an algorithm (arbitrarily chosen sequence has no algorithm with unit probability)

2) No one but us will find the solution we have found (other traders are not stupid at all, and if there is one, many others will find it and it will not work anymore after that)

In my opinion this does not mean that it is impossible to make money, but only that no strategy works always and everywhere.

 
Aleksey Nikolayev:

The task can be simplified by reducing it to an integer sequence, dividing time into equal intervals. At each interval the volume of the position in lots (negative number - selling) is given. Then confidence in the possibility to solve the problem rests on two wrong assumptions:

1) Any sequence of integers is defined by an algorithm (an arbitrarily chosen sequence has no algorithm with unit probability)

2) No one but us will find the solution we have found (other traders are not stupid at all, and if there is one, many others will find it and it will no longer work)

In my opinion this does not mean that it is impossible to make money, but only that no strategy works always and everywhere.

Why equal intervals? On the contrary, if you look closely, there are few equal intervals.
 
Anatolii Zainchkovskii:
On the contrary, if you look closely, there will be just a few equals.

The point is that there are always equal time periods in which the position volume does not change, for example milliseconds. In practice, these intervals can be much longer - for example, a position can change only after the hour bar closes. To reduce the above task to searching for a sequence of integers, there is no fundamental difference between hours and milliseconds.

 
Martin_Apis_Bot Cheguevara:

the biggest movements in the euro is almost always from 10 to 14:00 - 80% of the daily volume, where the price will go - far away and how - very fast)

where exactly - no one can say, even bankers, except for those who make sensational speeches for the country's economy)))

the logic is

expensive purchases on hais, hang-ups as it were

 
Vizard_:


When I look at your perfectly symmetrical rows (I don't know how you do it, but maybe it doesn't matter anymore) I am reminded of Doc's words from a personal correspondence:

A couple of weeks ago I had a question as to why models learn and trade so well on your real ticks. The answer I've now come to is.
Because the distribution of price gains is symmetric and this symmetric distribution is preserved in the sliding window.
Something like this is what I need to achieve on M15.
2018.04.16 22:43
Very interesting. I will check it out.
2018.04.17 00:31

2018.04.17 00:57

There are 10,000 recent price gains on real AUDCAD ticks
The yellow line is a moving average with a window of 100. Almost perfectly flat.
2018.04.17 00:58
And here is the EURUSD M1 for comparison. 10,000 last bars, no thinning. The average is constantly drifting far to the side.
2018.04.17 01:04
2018.04.17 01:04

I think back (may he forgive me for publishing these screenshots) and weep bitterly - how many suffering, intelligent and talented people the market has scattered in different directions... Can't even count...

Or maybe Doc, on the contrary, found what he was looking for and just no longer wants to communicate with us pygmies? It's better that way.

 
Aleksey Nikolayev:

The task can be simplified by reducing it to an integer sequence, dividing time into equal intervals. At each interval the volume of the position in lots (negative number - selling) is given. Then confidence in the possibility to solve the problem rests on two wrong assumptions:

1) Any sequence of integers is defined by an algorithm (arbitrarily chosen sequence has no algorithm with unit probability)

2) No one but us will find the solution we have found (other traders are not stupid at all, and if there is one, many others will find it and it will no longer work)

In my opinion this is not to say that it is impossible to make money, but only that no strategy works always and everywhere.

Point 2 especially guarantees decay, market participants destroy repetitive patterns that could be exploited

 
Alexander_K:

When I look at your perfectly symmetrical rows (I don't know how you do it, but maybe it doesn't matter anymore), I remember Doc's words from his personal correspondence:

I remember (may he forgive me for publishing these screenshots) and weep bitterly - how many suffering, intelligent and talented people the market has scattered in different directions... Can't even count...

Or maybe Doc, on the contrary, found what he was looking for and just no longer wants to communicate with us pygmies? It's better this way.


It's unacceptable to publish personal correspondence explicitly without the correspondent's permission.

at best you can only refer to an unknown source in your own words

 
Alexander_K:

...


the actual daily cycle and intraday bevels can be seen