The most banal trading strategy - page 41

 
secret:

Well that's one deal. And where is your two-year stats, please tell me?

What's the point of showing me your stats? Am I asking for money to manage or what?
 
The point is that the statement"price creeps in line with forecast" is supported by statistics, not a single transaction.
 
secret:

Well that's one deal. And where is your two-year stats, please tell me?

And why the hell would anyone show their real here?
 
secret:
The point is that the statement"price crawls as predicted" is supported by statistics, not a single trade.

Once again: simple arithmetic that ties everything together tightly (!) means that "price crawls in line with forecast" and "the difference with the SMA returns to zero" are identical statements. Do you have any doubt that the difference with the SMA is returning to zero?

Let's try again slowly to understand the beauty of arithmetic. Let's take the EURUSD for "now". Here is the mismatch with the SMA lagging by half a day:

You realise that even if you don't predict the course of the difference in the future at all, i.e. just draw a horizontal line, the trend is obvious (where the price will go due to the contribution of the SMA):

 
mikhael1983isakov:
Once again: simple arithmetic linking everything rigidly (!) means that "price crawls in accordance with the forecast" and "the difference with the SMA returns to zero" are identical statements. Do you have any doubt that the difference with the SMA is returning to zero?

bullshit.

The first price differences are also a stationary process, but that does not mean that you can reliably predict the behaviour of quotes based on their prediction.

esaulenko, stop running on two profiles...

 
Yuriy Asaulenko:
Why on earth would anyone want to show their reals here?

No one owes anyone anything) it's just that decent gentlemen believe in statistics, not luck)

 
secret:

No one owes anyone anything) it's just that decent gentlemen believe in statistics, not luck)

If four hundred thousand English gentlemen "of no fixed occupation" (according to their own admission in the 1881 census) are not useful - get them out! Send them to work: plough the land, plant potatoes. If it benefits you to keep them - well, be my guest; but only let the common Englishman participate in the distribution of the profits these people make by not having 'certain occupations'. (c) J. London "Men of the Abyss".
 
mikhael1983isakov:

"Price crawls in line with forecast" and "the difference with the SMA returns to zero" are identical statements.

They are not identical at all. The difference with the SMA is a stationary process, the price is not. Completely different classes of processes.

For example, the difference with the SMA can go to zero due to price standing still after an impulse and the SMA slowly pulling up to it.

 
secret:

Not identical at all. The difference with the SMA is a stationary process, the price is not. Completely different classes of processes.

Dear secret, why is it so difficult for you to understand that there is a simple and rigid connection between the course of the difference with the SMA (in the future region denoted as Rfut) and the course of the price (in the future region denoted as Afut), which essentially means that they are physically equivalent representations of the same thing (index f numbers the counts in the future, from 1 to infinity):

secret:

For example, the difference with the SMA can go to zero due to price standing still after an impulse and the SMA slowly pulling up towards it.

What do you care "at the expense of" what happens? For any change in everything, the formula above holds true. By the definition of the SMA, mind you. There is nothing in that formula but the definition of SMA simply "turned inside out".

In the example you gave, it just means that a forecast of a difference returning to zero will correspond to a forecast of a price "standing still". It will still "crawl along the forecast".

Of course, with such a price forecast (close to the horizontal line) you will not open trades.

 
mikhael1983isakov:

there is a simple and rigid relationship between the course of the difference with the SMA and the course of the price, which essentially means that we are talking about physically equivalent representations of the same

What do you care "at the expense of" what happens? For any change in anything, the formula above is valid. By the definition of SMA, mind you. There is nothing in that formula but the definition of SMA.

The formula is much simpler:

Difference = price - SMA.

You can pick completely different price and SMA paths for the same difference trajectory. I gave an example above.

So I wouldn't be so confident about the "hard link".