From theory to practice - page 643
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Why embarrass yourself? Finita la comedy... No, not a bust, of course - but a big one. And the excess doesn't help. Ugh... Fuck it all.
Just don't get too hot for the rest of it.
Read what I told you in my personal message.
I think it's all in your words + the formula for calculating the observation window.
:You made me laughXDDD
I found a pattern in five minutesXDDD
It's not hard to guess that you're using Cap)) And that it's not working)) Sorry about that))
It is better to look at the price chart rather than the synchrophasotrons.
Price moves in its specific horizons in a stable and consistent manner. You have to catch it there. You can do it with a grid)).
KEP Are you it))
Ishimoky with standard parameters on Kujun-Sen M5 to sell? People are buying??? Holy crap went to chop dough XDD
Haha that's funnyXDDD
There's nothing surprising about that. I have no relationship whatsoever with XDDD.
It's the midline of the Donchin channel normalised to 4 digits. There are no secrets here.
It has two extra buffers superimposed on it for beauty.)) The arrows are by themselves, another calculation.
And what isIshimoky's connection to me?
We have all become one step closer to zYcons=)
There's nothing surprising about that. I have no relationship whatsoever with XDDD.
It's the midline of the Donchin channel normalised to 4 digits. There are no secrets here.
It has two extra buffers superimposed on it for beauty.)) The arrows are by themselves, another calculation.
Strangely, it mysteriously coincides with the Ishimoku indicator with parameters (9,26,52) kujun-Sen line on M5 and almost perfectly)
M-magic)
I just absolutely know that there is no pattern in the market other than:
1. price is 98% +-2% random,
2.expectation of the difference of two prices at N-> to infinity tends to 0,
3. When you look at the data, you may see that the 90% quantile of probability distribution does not exceed 5-10% of "shots", i.e. sharp price leaps. But this quantile (in other words, noise) does not allow to make these leaps in time - I mean to make profit at the same time, not just for fun;
4. The higher is the TF, the more random the price, because at least there are shots on the lower TF, while on the upper ones thick tails simply do not appear, because 90% of the quantile is practically a raver 1.6 sigma. The distribution is close to Gaussian.
5. open an order anywhere at random and for some time, you will be in the black in 50% of cases.
6. even a directed price movement is 50% random for the trader, as it may finish at any time.
7. the accumulation of events in aggregate gives a profit, not to the detriment of the risks. i.e. the total probability of opening several deals in a row in a grid is higher than opening and closing them separately.
something like this))
strange that it mysteriously coincides with the Ishimoku indicator with parameters (9,26,52) kujun-Sen line on M5 and almost perfectly)
M-magic)
The last time I looked atIshimoky was 15 years ago.
And there's no mystery there, it's the same Dolchin average line calculation.
How long have you been in the market?
The last time I looked atIshimoky was 15 years ago.
And there's no mystery there, it's the same Dolchin midline calculation.
How long have you been in the market?
Enough to know 99% of everything there is or isn't on the fly)
I am an algotrader and am so tortured by the markets that I can test in my head roughly what I see.
In your case probably will end up in 10 years with about 60-65% of profitable trades, but the average profit of the transaction will give a loss or zero at best, because it cannot cover the spread because of the strong noisy chart.
In your case you need to put small stops and infinite TP and not to put it at all and hope for a reversal to cover the losses and get a small (about 30% of the total losses before) profit. That's all you can do.
I just know for a fact that there is no pattern in the market other than:
1. the price is 98% +-2% random,
2.the mathematical expectation of the difference of two prices at N-> to infinity tends to 0,
3. When you look at the data, you may see that the 90% quantile of probability distribution does not exceed 5-10% of "shots", i.e. sharp price leaps. But this quantile (in other words, noise) does not allow to make these leaps in time - I mean to make profit at the same time, not just for fun;
4. The higher the TF, the more random the price, because at least there are shots on the lower TF, while on the higher ones thick tails simply do not appear, because 90% of the quantile is practically a raver 1.6 sigma. The distribution is close to Gaussian.
5. open an order anywhere at random and for some time, you will be in the black in 50% of cases.
6. even a directed price movement is 50% random for the trader, as it may finish at any time.
7. the accumulation of events in aggregate gives a profit, not to the detriment of the risks. i.e. the total probability of opening several deals in a row in a grid is higher than opening and closing them separately.
something like this))
Thanks for this post. Almost completely consistent with my research and even more so. A lot of work has been done to write such a thing. Respect!