The most banal trading strategy - page 29
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The Heisenberg uncertainty principle differs from such a hypothesis much less than it may seem. After all, he also postulates that it is impossible to know precisely the position and velocity of the electron at the same moment in time and that one cannot determine precisely its energy at a given moment in time, and that all the laws of "common sense" do not work: that the electron can disappear and appear again in another place, or be in a pile of different places at the same time. Incidentally, the fact that electrons can be in many places at the same time is the basis of all known chemistry. In high school, they talk about the sprawling electrons that ensure that two atoms bind together, don't they? Translated into human terms: All chemistry is based on the idea that electrons can be in many places at the same time. In practice this all means, in particular, that we've come pretty close to the fundamental limit to which we can shrink the size of the silicon transistors in our processors: just a little longer and those transistors will cease to be "classical" (and will stop working!), because we won't be able to figure out where the damn electrons are, because they will be everywhere at once.
As for the beliefs in the hypothesis... If one considers that at the moment of Big Bang the Universe was smaller than electron, then of course it should be accepted that the Universe can exist in many parallel states (worlds). By the way, if one wants to insert an observer, here is a consideration: the Copenhagen interpretation, when applied to the whole Universe, faces a difficulty: if there is an "observer", whose observations cause collapse of the wave function, an observer of the Universe has to be "outside", observing the Universe from outside. Should not the impossibility to observe the Universe from outside be considered as a critical, fatal drawback of such interpretation, advocated by one of local speakers? But what can you do, local speakers have been orating a lot in this thread. Both for time travel and anti-matter... By the way, if you change the direction of time in Dirac's equation to the opposite, simultaneously changing the sign of the electron charge, the equation itself remains the same. Simply put, an electron moving backwards in time is a positron moving forwards in time, and no local speaker can deny this fact :-) In other words, the reason antimatter is allowed to exist is because it can travel backwards in time. Wah. And if an electron and a positron collide, they are known to annihilate with the formation of a gamma quantum, i.e. there is a burst of energy instead. Let's draw a diagram of this on a piece of paper: two objects collide and disappear, instead there is a burst of energy. If we reverse the charge of the positron, it turns into an electron moving backwards in time. And we can redraw the diagram by pointing the time axis in the other direction, so that it looks like the electron was moving forward in time, and then suddenly decided to change direction and headed backwards in time, releasing some energy at the moment of reversal. My point is that it is originally the same electron, and the process of annihilation of electron and positron is just the moment of its reversal in time :-) So, as any particle has a partner-antiparticle, we may conclude: all particles are capable to move back in time, and pretend to be antimatter at that: and local speakers orally argued that there is very little antimatter for some reason. And that's how it is: there is no difference at all between matter and antimatter, it just depends on where it decides to move: into the future or into the past, as it wishes :-) In short, I am tired to philosophize, hardly readers of this branch will understand what we are talking about at all, though from the point of view of physics I have stated the pure truth.
Dad... I was crying...
Physicist! Welcome! It was especially funny to read the quarrel with quantum mechanic A. Ivanov :))
Just don't take it to Hilbert space. Heisenberg uncertainty relation says only one thing - that one should work with wave functions and Schrödinger equation. Everything.
Dad... I was in tears...
I can offer to refuel your brain with antimatter. Inject radioactive sugar into your bloodstream that emits positrons. Thinking requires energy, so the sugar concentrates in the parts of the brain that are active. At the same time it emits anti-matter (positrons). Thanks to this, positron emission tomography (PET) can observe the distribution of anti-matter in your brain, and draw conclusions about the direction of your thoughts and the reasons for crying...
I can offer to fuel your brain with antimatter. Inject radioactive sugar into your bloodstream that emits positrons. The thinking process requires energy, so the sugar concentrates in the parts of the brain that are active. At the same time it emits anti-matter (positrons). Thanks to this, positron emission tomography (PET) can observe the distribution of antimatter in your brain and draw conclusions about the direction of your thoughts and the reasons for crying...
Spit it all out, mate...
This forum wants to beat the market, not read sheets or argue.
They're waiting for you in the "From Theory to Practice" thread! Come there with ideas and example trades. OK?
I'm afraid that my trading strategy won't be appreciated if you reduce it to "sample trades".
I don't care at all how each individual trade ends up at TP or SL. I prefer to have only a statistically positive result, from a large number of trades.
I'm afraid that my trading strategy won't be appreciated if you reduce it to 'sample trades'.
I don't really care how each individual trade ends up: at TP or SL. I prefer to have only a statistically positive result, from a large number of trades.
Okay. Can you at least demonstrate the state and reiterate the basic principles of the strategy? People will thank you and remember you - it is worth a lot. If you open a trading signal, you will have a lot of subscribers.
If you do not have a strategy, but you know something about physics, help me to find the indicators of discontinuity. Have you ever worked with the Hearst Ratio, ACF, entropy, etc.? Are they applicable to market data?
Alexander_K:
help me find the decoupling indicator
I will probably present one idea, which is worth a lot if prepared properly. I'm sure it will immediately excite the public. I'm also sure that only a few people will be able to prepare it properly.
So, it is obvious to everyone that all that is required to trade is to be able to cook a digital filter without lag. If you want, you can take SMA of s=1+2z samples, shift it to the past by z samples, and trade following a simple rule: if the price is below the filter - buy, if it is higher - sell. As the result, with practically any reasonable relations of SL and TP, with practically any order of SMA (z values) - always a strong plus, especially if we introduce another threshold, i.e. open only if the difference between price and the (shifted in the past) SMA is larger (modulo) than some threshold value.
The question is how to prepare a lag-free filter.
Let us consider the following simple idea. If we have two SMAs, say of orders s and s+1, it is not difficult to recover the price from that pair of SMAs. By obvious ratios.
The question that will cause a stir is: what will happen if we substitute some other curves into the price instead of the "true" SMAs in this algorithm for the pair of neighboring SMAs? For example, do not retrieve the price from SMA100 and SMA101, but from SMA99 and SMA100 (counting them as if they were SMA100 and SMA101)? What will happen? A leading chart? Or at least a non-lagged one (but different from the original one)? What if I smooth out the SMA, for example, instead of SMA100 take a third of SMA99+SMA100+SMA101 that lags exactly like SMA100? How about smoothening it by 10 samples instead of 1 on each side of 100? 20? 50? What if I take the reciprocal of the SMA found from the reciprocal prices? You can get a lot of interesting things every time.
Let us assume that we have been discussing the M5 chart all this time. Now what if we start to examine chart H1 and there is a similar SMA of orders lagging by 24 hours and the next larger one by 1 count (lagging by 24.5 hours)? That is, SMAs of orders 1+2*24 and 1+2*24.5?
It is clear that if we take corresponding values of SMA lagging from the M5 chart by 24 and 24.5 hours, that is of 1+2*24*12 and 1+2*24.5*12 orders, it will be physically equivalent, because they are the very SMAs? However, their values at the moments of interest are different. What if we put them into the algorithm of price reconstruction instead of the "native" ones? Something else will be restored that does not coincide with the original H1 price chart but it is clear that it does not lag behind the "true" price and, therefore, we can trade by the discrepancy between them. I think the above is enough to get people excited.
I will probably present one idea, which is worth a lot if prepared correctly. I'm sure it will immediately excite the public. I'm also sure that only a few people will be able to prepare it properly.
So, it is obvious to everyone that all that is required to trade is to be able to cook a digital filter without lag. If you want, you can take SMA of s=1+2z samples, shift it to the past by z samples, and trade following a simple rule: if the price is below the filter - buy, if it is higher - sell. As the result, with practically any reasonable relations of SL and TP, with practically any order of SMA (z values) - always a strong plus, especially if we introduce another threshold, i.e. open only if the difference between price and the (shifted in the past) SMA is larger (modulo) than some threshold value.
The question is how to prepare a filter without lag.
Let us consider the following simple idea. If we have two SMAs, say of orders s and s+1, it is not difficult to recover the price from that pair of SMAs. By obvious ratios.
The question that will cause a stir is: what will happen if we substitute some other curves instead of the "true" SMAs into the price in this algorithm for the pair of neighboring SMAs? For example, do not retrieve the price from SMA100 and SMA101, but from SMA99 and SMA100 (counting them as if they were SMA100 and SMA101)? What will happen? A leading chart? Or at least a non-lagged one (but different from the original one)? What if I smooth out the SMA, for example, instead of SMA100 take a third of SMA99+SMA100+SMA101 that lags exactly like SMA100? How about smoothening it by 10 samples instead of 1 on each side of 100? 20? 50? What if I take the reciprocal of the SMA found from the reciprocal prices? You could get a lot of interesting things every time.
Let us assume that we have been discussing the M5 chart all this time. Now what if we start to examine chart H1 and there is a similar SMA of orders lagging by 24 hours and the next larger one by 1 count (lagging by 24.5 hours)? That is, SMAs of orders 1+2*24 and 1+2*24.5?
Is it obvious to everyone that if we take the corresponding values by thinning the readings of SMAs found from M5 chart, lagging similarly by 24 and 24.5 hours, that is of orders 1+2*24*12 and 1+2*24.5*12 , then it will be perfectly physically equivalent, because they are the very SMAs? However, their values at the moments of interest are different. What if we put them into the algorithm of price reconstruction instead of the "native" ones? Something else will be restored that does not coincide with the original H1 price chart but it is clear that it does not lag behind the "true" price and, therefore, we can trade by the discrepancy between them. I think the above is enough to get people excited.
Perhaps there is something to that.
It's called a "true average" for non-stationary processes. I'll have to think about it...
One more thing that will excite people easily: I do not understand why those who try to predict the price (I am against it at all, I, for example, do not need it, but there are those who make price predictions) are trying to predict the price chart itself?
Would it not be easier to take the SMA (of any reasonable order) and plot the difference between the price and the SMA? And predict it. This difference. Which is easier to forecast because we know in advance that it always rotates around zero with known distributions of deviations.
It is a matter of one formula in one line to convert the forecast of this difference into the forecast of the price. Which will construct a self-consistent solution. That if the difference with the SMA of that order will change in the future, the price will change that way (which is easy to check later by taking the SMA of the resulting price forecast and making sure that its difference with the SMA gives the initial forecast of the difference with the SMA).
One more thing that will excite people easily: I do not understand why those who try to predict the price (I am against it at all, I, for example, do not need it, but there are those who make price predictions) are trying to predict the price chart itself?
Would it not be easier to take the SMA (of any reasonable order) and plot the difference between the price and that SMA? And predict it. That difference. Which is easier to forecast because we know in advance that it always rotates around zero with known distributions of deviations.
It is a matter of one formula in one line to convert the forecast of this difference into the forecast of the price. Which will construct a self-consistent solution. That if the difference with SMA of that order is going to change in the future, then the price will change in such a way (which is easily checked then by taking the SMA of the forecast and making sure that its difference to the SMA gives the initial forecast of the difference with the SMA).
Please write this formula
One more thing that will excite people easily: I do not understand why those who try to predict the price (I am against it in general, I, for example, do not need it, but there are those who make price predictions) are trying to predict the price chart itself?
Would it not be easier to take the SMA (of any reasonable order) and plot the difference between the price and that SMA? And predict it. This difference. Which is easier to forecast because we know in advance that it always rotates around zero with known distributions of deviations.
It is a matter of one formula in one line to convert the forecast of this difference into the forecast of the price. Which will construct a self-consistent solution. If the difference with the SMA of that order will be changing in the future, the price will change in such a way (which is easily checked then by taking the SMA of the forecast and checking that its difference to the SMA gives the initial forecast of the difference with the SMA).
Notice the contradiction?