From theory to practice - page 1187

 
Alexander_K:

And I argue that price always returns to the average with a profit. The only important thing is to find this average and the period (or half-period) to work with. And this is a bit hard to do... Because of the nonlinearity of time.

I am sure that in some space where this non-linearity is taken into account, we can clearly see the price structure as a set of potential pits and transitions between them.

this is a fallacy

Price follows the laws of the market and nothing else
 
Alexander_K:

And I'm arguing that price always returns to the average at a profit. The only important thing is to find this average and the period (or half-period) to work with. And this is difficult to do... Because of the non-linearity of time.

I am convinced that in some space in which this non-linearity is accounted for, the structure of price as a set of potential pits and transitions between them can be clearly seen.

One small thing.

the price has two averages, one based on random movements, the other based on non-random movements=)

 
Martin Cheguevara:

one small thing.

price has two averages, one based on random movements, the other based on non-random movements=)

Something new. Could you be more specific?
 
aleger:
That's new. Could you be more specific?


a prime example of working back to a non-random average.

- The dominance of the exponential component.

The stronger the exponential law of price movement you apply, the more your orders begin to resemble large levels of the order book.

By the way, what you and I are studying on the probability distribution graph is really called "leptokurtosis"...
 
Martin Cheguevara:

one small thing.

price has two averages, one based on random movements, the other based on non-random movements=)

Not two, just a huge number of averages. Get it?

 
Martin Cheguevara:


a prime example of working back to a non-random average.

- The dominance of the exponential component.

The stronger the exponential law of price movement you apply, the more your orders begin to resemble large levels of the order book.

By the way, what you and I are studying on the probability distribution graph is really called "leptokurtosis"...
Dark forest... What, what, how and why is determined and what is the result? Isn't simple trend (and flat) work enough?
 

It wasn't until yesterday that I realised why there were 2 distributions sitting in the marketplace, and then in some ornate ways... and it's kind of fun, like a puzzle. But everything is pretty primitive. But dick to tell who as the rest are taking their time as well.

I believe Doc left the forum quickly just because he suddenly realized the same thing, and not because of any communication problems.

 
Maxim Dmitrievsky:

It wasn't until yesterday that I realised why there were 2 distributions sitting in the marketplace, and then in some ornate ways... and like yes, it's fun, like a puzzle. But everything is pretty primitive. But dick to tell who as the rest are taking their time as well.

I believe Doc left the forum quickly just because he suddenly realized the same thing, not because of any communication problems.

Ha ha ha.

Again, it takes years to understand what I'm saying, and not everyone gets it.

Forum on trading, automated trading systems and trading strategies testing

From theory to practice

Renat Akhtyamov, 2018.05.08 17:36

Yur, I'm not on the subject.

I've been working with leptocurtosis for a long time.

It is a currency pair, what more can I say?

I drew graphs and showed - that one distribution is superimposed on the other

I asked a question - what's up?

I wish someone would answer, I wish someone would explain or repeat the same graph with an ordinary insulator....

They have one thing - a grail.

So they smoke and rejoice in the middle of nowhere...


 
aleger:
It's a dark forest... What, what, how and why is determined and what is the result? Isn't simply working with a trend (and a flat) enough?

No, of course not.

Not enough.

 
Maxim Dmitrievsky:

It wasn't until yesterday that I realised why there were 2 distributions sitting in the marketplace, and then in some ornate ways... and like yes, it's fun, like a puzzle. But everything is pretty primitive. But dick to who to tell as the rest are taking their time as well.

I believe Doc left the forum quickly because he suddenly realized the same thing and not because he was having some trouble communicating.

Doc went off after doing a gigantic amount of work that he didn't share on the forum.

I have excerpts of his research on my PM - it's a peep. Titanic work and billions of calculations. Smartest guy ever. I'm a child compared to him.

I'm pretty sure he's found the Grail. The real one, not the bogus one that Aliosha owned and got whacked by investors for draining their gangster cash.