From theory to practice - page 1582
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Better get rid of your debts so you don't give them away. Sorry about the sad stuff.
Honestly. I liked it. It's cool, even. 5++
A brief description of the episodes, for those who haven't watched
1. "Hello, everyone! I'm going to tear the market apart ... and give away the grail for free to all who are suffering!" - declared the main character of the story.
2-1000. "So what if I can't tear up the market, I'm doing it right, it's you stupid kids who don't understand shit... "You just need a key or some formula and you'll have unrestrained profits," said the advocate of the suffering again.
1000-1500. "I will give out the grail, but not everyone, only those who deserve it! What the f... Something is wrong again, I guess I should just increase the sliding window size to a week, because I'm sure it has cycles, and it does not have them on a small timeframe, this shmandelbort has cheated everybody..." - the show hero was still speaking hopefully.
Final episode. "I give up! Give me the grail!"
No offence if anything))
Well, sometimes you have to draw a line...
Still, two years of research hasn't gone in vain. The main thing I've managed to find out is that there are NOT any breakout indicators that work in the market. Those who hope for some Hurst coefficients, autocorrelation, kurtosis, asymmetry - believe me, it's all nonsense and is not worth paying attention to.
What works in the market then?
To me, the obvious things that work are the moving average as a measure of drift (drift) and the variance channel. Of course they are notBollinger Bands, as Bas is trying to show. It is in calculating these values (mean and dispersion) that the mystery of the market lies.
You can take my word for it - trading in the channel relative to the average is the right way to solve the problem. Nothing better has been invented for description of stochastic processes, including quantum mechanics in models of transition of particles from one state to another. In classical case it is usual equation of motion + action of random component, in quantum case - Schrödinger equation.
However there are some difficult, conceptual moments - what is an optimal time of observation (the value of a sliding window), whether there are cycles in the market like Gann (my opinion - there are, and they are known: trading session, day, week, month, ...), and the most important - HOW TO CALculate DISPERSION OF THE PROCESS under condition that no additional indicators of market disorder work in principle? Calculations "directly" by the classical formulas of the "law of the root of time" of Einstein-Smoluchowski do not produce the desired effect. Periods of unrestrained profits can be undone by a single bad deal and everyone has seen that. There needs to be some correction to these formulas as in the case of anomalous diffusion.
The latter issue I am now paying a lot of attention to, there seems to be some perspective, but it is premature to talk about it.
By the way, I haven't received a single offer to buy the Grail in a day on my terms. I just have to keep working. Let's see...
...
By the way, I haven't received a single offer to buy the Grail in a day on my terms. ...
"...such a cow needs itself.")
"...such a cow is necessary for myself.")
Soon it will be 10 years since you transparently hinted at a certain "cow". Come on, come on.)
Well, .......
By the way, I haven't received a single offer to buy the Grail in a day on my terms. I'm just forced to keep working. Let's see...
No one will create a grail for you but yourself. The world is wide but narrow for money.
By the way, I haven't received a single offer to buy the Grail in a day on my terms. I'm just forced to keep working. Let's see...
"The Grail, by definition, is a limit.
One that cannot be bought or sold, it can only be reached !
Well, sometimes you have to draw some kind of line...
Still, 2 years of research has not gone in vain. The main thing I have found out is that no indicators of discontinuity work in the market. Those who hope for some Hurst coefficients, autocorrelation, kurtosis, asymmetry - believe me, it's all nonsense and is not worth paying attention to.
What works in the market then?
To me, the obvious things that work are the moving average as a measure of drift (drift) and the dispersion channel. .
You can take my word for it - trading in a channel relative to the average is the right way to solve the problem.
By the way, I haven't received a single offer to buy the Grail in a day on my terms. I'm just forced to keep working. Let's see...
Santa Barbara continues... XD
I don't think that's possible.
All the people who have worked roughly in the same direction as me have already left this forum and arguing, communicating and advancing research in this thread is no longer interesting.
О! They were real fanatics, working 24 hours a day!
The last thing I heard from them was:
Doc - "I've practically achieved a completely symmetrical distribution of increments on M15, and my neural network is doing fine with that input data"
Demko - "I've learned how to convert the incremental distribution into a bimodal "ear" distribution and I know how to work with it. And all of you are pygmies".
Asaulenko - "I learned how to model the distribution that dominates the market - island-shaped and thick-tailed, I know why it is so and I know how to work with it. And all of you here are papooses".
After that they disappeared and their fate is unknown to me. I want to believe that they have been communicated with the Grail - it gives me strength.
So why are we all pygmies here? I don't know, but apparently the posts of those suffering in this and other threads deserve that definition. Little research, secrecy, picking their noses, stupidity and greed do their dirty work... Dumb and dumber, what else can I say. I recall some guy who recently came to me in a private message, flooding me with articles and research. He replied to my suggestion to speak openly on the forum with a categorical refusal. The man is not interested in communicating with the locals. Aren't you ashamed, gentlemen? I am no hero either and he also stopped communicating with me when he saw that I was just freezing. However, it does not cancel the fact that the general intellectual level at the forum is extremely low. Wretched.
Gotta get better at it. Read, do research, to research - tests, to tests - reals. That would be interesting. And right now - phew and rubbish. No offense, but we're looking for the Grail, not just anything. Aren't we?
I don't think that's possible.
All the people who have worked roughly in the same direction as me have already left this forum and it is no longer interesting to argue, communicate and promote research in this thread.
О! They were real fanatics, working 24 hours a day!
The last thing I heard from them was:
Doc - "I've practically achieved a completely symmetrical distribution of increments on M15, and my neural network is doing fine with that input data"
Demko - "I learned how to convert the incremental distribution into a bimodal "ear" distribution and I know how to work with it. And all of you are pygmies".
Asaulenko - "I learned how to model the distribution that dominates the market - island-shaped and thick-tailed, I know why it is so and know how to work with it. And all of you here are papooses".
After that they disappeared and their fate is unknown to me. I want to believe that they have been communicated with the Grail - it gives me strength.
So why are we all pygmies here? I don't know, but apparently the posts of those suffering in this and other threads deserve that definition. Minimal research, secrecy, nose picking, stupidity and greed do their dirty work... Dumb and dumber, what else can I say. I recall a guy who recently came to me in a private message, flooding me with articles and research. He replied to my suggestion to speak openly on the forum with a categorical refusal. The man is not interested in communicating with the locals. Aren't you ashamed, gentlemen? I am no hero either and he also stopped communicating with me when he saw that I was just freezing. However, it does not cancel the fact that the general intellectual level at the forum is extremely low. Wretched.
Gotta get better at it. Read, do research, to research - tests, to tests - reals. That would be interesting. And right now - phew and rubbish. No offense, but we're looking for the Grail, not just anything. Aren't we?
That's right, Sasha. Everybody wants to play on the grail.) Few people are interested in other people's troubles.
I don't think that's possible.
We need to get better. Read, do research, to research - tests, to tests - real. That would be interesting. Right now, piss off and get it out of your system. No offense, but we're looking for the Grail, not just anything. Aren't we?
Forum on trading, automated trading systems and trading strategies testing
From Theory to Practice
Alexander_K, 2017.12.02 09:14
Let's continue.
Question - where is the practice, where are all these lots, profits and money in the end? The answer - it will be, for sure. Just be patient.
Almost a Deja vu effect, don't you think?)
and the difference is 1500 pages in the last 1.5 years)
so why are you so sure there won't be another 1500-2000 pages?)
Let me put it simply: you won't find palm trees when you go back to the taiga, even if you look very hard, no matter how many times you go back there))