From theory to practice - page 1556

 

Zhora has not replied to my email about the lambert, but is writing something on his blog about price returnees

http://www.gmge.org/2012/06/this-is-not-white-noise/

This is not white noise! – Ceci n’est pas bruit blanc!
  • www.gmge.org
Why does that matter in practice? Well, it is spurious in the sense that the sample autocorrelation function (ACF) tends to the the ACF of white noise, , for . This means for a large enough sample the sample ACF is indistinguishable from white noise. This is bad!! Especially if we use Portmanteau style white noise tests like the Box-Ljung test...
 
Олег avtomat:

Mathematics works everywhere.

And the fact that you don't know, don't want to know and don't understand where and how mathematics works -- that doesn't stop mathematics from working.

It's a shame the forecasters don't know that.
 
Vladimir Baskakov:
Too bad the weathermen don't know that

Ask the weathermen what they know and what you don't know.

 
Alexander_K:

You need a specific formula to calculate these parameters:

No chance.
 
Alexander_K:

An average is an average. It will always and everywhere apply. And to say that it is the root of all evil is not.

Now we are talking about deviations from the process, which cannot be caused by anything other than an external force F. Well, like a blow, roughly speaking.

I stand by my opinion - anything we try to calculate indirectly from quotes is all nonsense. You need a specific external parameter like OI. It cannot be otherwise.

The current OI is the same derivative as price and volume, of course there is some additional information from it, but not a grail.

Unfortunately sooner or later we have to admit that analyzing the bundles of time series of the most liquid assets and derivatives, as well aseconomic indicators, only a few crumbs can be saved, and only people who are chosen can profit from it. To become a really great trader you can only anticipate the actions of those in power, as Mr. George Soros wrote in "Alchemy". Soros in his "Alchemy of Finance", the general principle is the same:a hypothesis is made about WHAT the politicians will do at the next planning meeting, and a bet is made on this prediction, politicians are supposed to be guided by common sense.

 
Alexander_K:

:(((( I'm out of here then. Without this, it's all vanity. Ugh.

Why are you so down and out, "son"? :) Listen to "daddy", finally. :)
Read the first part of this post carefully, it's all there. That's where the key is, not in all the quote conversions.
https://www.mql5.com/ru/forum/221552/page1529#comment_13110327
What you see on the trading terminal screen is not a graph of some function. Rather, it is a graphical canvas. This is a ruled canvas on which there is an invisible partitioning of channels borders, trends and levels. Many of these invisible lines are from the past, but the market remembers everything, and computers remember even more. This price chart has an invisible web, through the cells of which the price is trying to break through. If it has broken through a line, it continues; if it cannot break through, it turns around.
That's how we should look at it instead of using differential equations. :)

От теории к практике
От теории к практике
  • 2019.09.05
  • www.mql5.com
Добрый вечер, уважаемые трейдеры! Решил было на какое-то время покинуть форум, и сразу как-то скучно стало:)))) А просто читать, увы - неинтересно...
 
BlackTomcat:

Why are you so down and out, "son"? :) Listen to "daddy" at last. :)
Carefully read the first part of this post, it's all there. That's the key, not the quote-unquote conversions.
https://www.mql5.com/ru/forum/221552/page1529#comment_13110327
What you see on the trading terminal screen is not a graph of some function. Rather, it is a graphical canvas. This is a ruled canvas on which there is an invisible partitioning of channels, trends and levels. Many of these invisible lines are from the past, but the market remembers everything, and computers remember even more. This price chart has an invisible web, through the cells of which the price is trying to break through. If it broke through a line, it moved on; if it failed, it turned around.
That's how we should look at it instead of using differential equations. :)

What is there to read? What did another poet write?)

Where are those cells in the code?

 
Alexander_K:

An average is an average. It will always and everywhere apply. And to say that it is the root of all evil is not.

Now we are talking about deviations from the process that cannot be caused by anything else as an external force F. Well, like a blow, roughly speaking.

I stand by my opinion - anything we try to calculate indirectly from quotes is all nonsense. You need a specific external parameter like OI. It can't be otherwise.

You have misunderstood me. The average is a must. It is in no way evil. On the contrary. It's the background against which one counts in one direction or another. This is the background against which that external force manifests itself, which it is desirable to know. But it is impossible to reveal this force without using quotes.

 
Alexander_K:

:(((( That's all I can say...

dude let me tell you a secret:

take a grid, and put it with a TIME spacing of 1 hour minimum and on signal.

and don't bother - everything will be fine.

Trust me and it works like clockwork.

If you are a grader, it may be a good thing, but if you are an obsessive grader, you won't have any effect on the quality and quantity of your trades.


i know you may have a good time, but if you are a gravy addict, i wish you a long and very long life in your quest.)

 
Alexander_K:

Yes, I am a grail obsessive.

I don't need 5-10-20% a month. I make more money than most people would ever dream of. Why would I fuss over a spear?! It's all or nothing and no other way.

I'd like to point out that you're not earning anything yet.

You don't even have a signal that lasts three months.

And you say "earning".


I envy your ignorance, honestly.)

It's fun to see the world the way you want it to be, not the way it is. It adds to your nerves, but it does nothing as a result.