From theory to practice - page 688
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Mind games are fun and a good way to train the mind.
And you need a tool for working in the market.How far these mind games are from practice...
But they are useful for keeping fit.
To read:
https://elis.psu.ru/node/337977
А. V. Chertok, A. I. Kadaner, G. T. Khaseeva, and I. A. Sokolov Cumulative sum method for finding mode changes in the Ornstein-Uhlenbeck process based on the Levy process. - Inform. and Its Applications, 2016, vol. 10, issue 4, pp.46-56
From the abstract: "Solves the problem of finding the moments of regime change in a model, given real-time data input."
Same (almost) authors, same ideas, a year later. Very similar to what you are looking for: http://www.mathnet.ru/php/archive.phtml?wshow=paper&jrnid=ia&paperid=444&option_lang=rus
А. V. Chertok, A. I. Kadaner, G. T. Khaseeva, and I. A. Sokolov Cumulative sum method for finding mode changes in the Ornstein-Uhlenbeck process based on the Levy process. - Inform. and Its Applications, 2016, vol. 10, issue 4, pp.46-56
From the abstract: "The problem of finding the moments of regime change in the model under the condition of real-time data arrival is solved."
Thank you, Vladimir!
Suppose the instrument is trending upwards. If we make a deal, say, BUY, the liquidity provider sells us. He executes a SELL deal. He goes against the market. He has, say, 1,000 of such trades. So, he sets an average. And he has Breakeven and TP, if he, as a market maker, will make a correction. Which trades will be winning for him? His SELL transactions, executed earlier, which will be lower than his breakeven, will remain losing for him; his (we BUY - he SELL) transactions, executed at the end of the local trend, before the correction, will be profitable for him. The question for him is how to organize a pullback-correction. A long candle in the direction of correction creates the weather, which is seen by everyone. And a lot of people get involved. With averaging is one side of the coin. The second is our stops. They tend to bunch up and are likely to win for him. How he goes after them is the question. Market maker.
You should not be so concerned aboutliquidity providers. Their spread is always plus and it doesn't matter where the price goes. They do not care.
You should not be so concerned aboutliquidity providers. Their spread is always plus and it doesn't matter where the price goes. They don't care about that.
I don't care about them. I will try to figure out for myself whether I care about them or not. If you buy BUY with your own money, leveraged, you buy from who? Who sells to you almost instantly? If there are not enough counter lots. A profit from a 13 pip spread will not cover the losses of someone who sold to you against the market, and you took 1000 pips and sold just as instantly. He has a loss of 1000 pips. It's hard to believe he's doing charity work.
What I mean is that rate movements are, in my opinion, 80% artificial and 20% of them are natural and random, even for trading on pullbacks, predicting is of little use. In addition, pullbacks do not always occur. And I'm just sure that on the other side there are a lot of Expert Advisors with different ideologies. On the other side are strategies.
Actually, I've said my opinion. If you don't hear it, whatever.
I don't care about them. I'll try to work out for myself whether I should care about them or not. If you buy BUY with your own money, laced with leverage, buy from who? Who sells to you almost instantly? If there are not enough counter lots. A profit from a 13 pip spread will not cover the losses of someone who sold to you against the market, and you took 1000 pips and sold just as instantly. He has a loss of 1000 pips. It's hard to believe he's doing charity work.
What I mean is that rate movements are, in my opinion, 80% artificial and 20% of them are natural and random, even for trading on pullbacks, predicting is of little use. In addition, pullbacks do not always happen. And I'm just sure that on the other side there are a lot of Expert Advisors with different ideologies. On the other side are strategies.
Actually, I've said my opinion. If you don't hear it, whatever.
Who's to say...
You're doing the right thing. What's the point?
You're doing the right thing. What's the point?
I think it's 100 percent.
And with this kind of profit (or close to it ;) :
Forum on trading, automated trading systems and strategy testing
The St. Petersburg Phenomenon. The paradoxes of probability theory.
Dmitry Fedoseev, 2018.10.24 16:16
Why is there no probability theory? There are three cards, three thimbles, and one correct answer, so the player's probability of winning is 1/3, and the organiser's is 2/3.