Do the laws of physics work in forex? - page 14
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
(chuckles) Great. Give me your credit card. Because local musicians don't know there's disharmony in the world.
my credit card is a bank account))) when I'm right, the money goes in, when I'm wrong... it doesn't.)
The graph, according to my observations, is not redrawn, but added to.
Oh, right.
I've been testing this indicator - HP filter, it's freakishly overdrawn.
Oh, yeah.
I've been testing this indicator - HP filter, it's a horrible redraw
Testing is good, but figuring it out is harder.
Oh, yeah.
I've been testing this indicator - the HP filter, it's a horrible redraw.
Я
I'm not pointing you in the direction of understanding.
Я
Such a strong personality that I'm a bombshell.
Я
I'm not directing you in the direction of understanding.
Я
Such a strong personality that I am a bombshell.
I see, James Bond and Karabas-Barabbas in one).
When searching for patterns in price movements, analogies with various physical phenomena are not uncommon. And with varying degrees of success, different laws of physics, mathematics, geometry, etc. are adapted and applied in trading.
Let me say on the subject.
The laws of physics work in the physical world, for which they were discovered. Econometrics, which is based on statistical methods and models, is used to study and describe the market. Thus, the physics, in the best case, can provide only the already developed apparatus or model for the description of some economic phenomenon, if the latter is described by the same analytics that are included in such model, and the role of physics in the economic research is thus limited.
The study of any object for the purpose of its practical use is based on the collection of information about it. And only after the information has been collected is it comprehensively processed to reveal patterns and identify them reliably is modelling done.
In case of market or rather to create really working trading system it is necessary to carry out various statistical researches with the purpose of determination of its regularities that can be of practical importance for trading at that it is expedient and statistically correct to study only those phenomena which possess recurrence property. For example, it is possible to study statistical characteristics of the effects of price shocks.
Let me say on the subject.
The laws of physics work in the physical world, for which they were discovered. Econometrics, which is based on statistical methods and models, is used to study and describe the market. Thus, the physics, in the best case, can provide only the already developed apparatus or model for the description of some economic phenomenon, if the latter is described by the same analytics, which is laid down in such model, and the role of physics in the economic research is limited.
The study of any object for the purpose of its practical use is based on the collection of information about it. And only after the collection of information is comprehensively processed to reveal patterns and identify them reliably is modelling carried out.
In case of market or, to be more precise, to create really working trading system it is necessary to carry out various statistical researches with the purpose of determination of its regularities that can be of practical importance for trading at that it is expedient and statistically correct to study only those phenomena which possess repeatability property. For example, it is possible to study statistical characteristics of consequences of price jumps.
On volumes no more than 1-2% of momentary volatility, i.e. up to 10 lots. With larger volumes you will have to study how your volume affected the system.
On a volume of no more than 1-2% of the momentary volatility, i.e. up to 10 lots. With larger volumes you will have to study how your volume affected the system.
Let me say on the subject.
The laws of physics work in the physical world, for which they were discovered. Econometrics, which is based on statistical methods and models, is used to study and describe the market. Thus, the physics, in the best case, can provide only the already developed apparatus or model for the description of some economic phenomenon, if the latter is described by the same analytics, which is laid down in such model, and the role of physics in economic research is thus limited.
The study of any object for the purpose of its practical use is based on the collection of information about it. And only after the information has been collected is it comprehensively processed to reveal patterns and identify them reliably is modelling done.
In case of market or, to be more precise, to create really working trading system it is necessary to carry out various statistical researches with the purpose of determination of its regularities that can be of practical importance for trading at that it is expedient and statistically correct to study only those phenomena which possess repeatability property. For example, one could investigate the statistical characteristics of the effects of price hikes.
In general I agree. I am not trying to apply the laws of physics to the market, I am trying to draw an analogy for a better understanding of the ideas expressed by other forum participants. I also do not argue about econometrics, but econometrics is a science to a large extent made up of theories which are often not supported by a sufficient number of practical tests. I try to take from it, to the best of my understanding, something that could be applied in practice. After all, what is presented in this thread is not the complete set of issues, the solution of which will allow me to build a workable trading system with desirable parameters. In econometrics, the same task can be solved in different ways (methods) and not always the most complex one is the most effective. Some trades by SMA, some by LWMA, and some by abstruse indicators, and we cannot say in advance who will show the most effective result. The econometric models replace each other, but none of them guarantees success. Although, of course, I got a lot of valuable ideas from it, and I think I'll get more - something that can be applied in practice.
As for collecting information and researching statistics, I don't really understand your point. All statistics are based on averages, roughly MA. That is exactly what we are discussing here. As for the incorrectness of researching non-repetitive processes, I fundamentally disagree. is the rate of price change a repeatable process? Is it worth investigating?
In general I agree. I am not trying to apply the laws of physics to the market, I am trying to draw an analogy, for a better understanding of the thoughts expressed by other forum participants. I don't argue about econometrics either, but econometrics is largely a science of theories, often unsupported by a sufficient number of practical tests. I try to take from it, to the best of my understanding, something that could be applied in practice. After all, what is presented in this thread is not the complete set of issues, the solution of which will allow me to build a workable trading system with desirable parameters. In econometrics, the same task can be solved in different ways (methods) and not always the most complex one is the most effective. Some trades by SMA, some by LWMA, and some by abstruse indicators, and we cannot say in advance who will show the most effective result. The econometric models replace each other, but none of them guarantees success. Although, of course, I got a lot of valuable ideas from it, and I think I'll get more - something that I can apply in practice.
Regarding information gathering and statistical data research, I don't really get your point. (1) All statistics are based on averages, roughly the MA. That is exactly what we are discussing here. (2) And on the issue of the incorrectness of studying non-repetitive processes, I fundamentally disagree. is the rate of price change a repeatable process? Is it worth investigating?
(1) There is a lot more to statistics than averages.
(2) You can only study repeatable things statistically. For example, take an ensemble, choose space of some its parameters and carry out clusterization of this ensemble in space of such parameters. In some points of such space there will be clusters of points - states of ensemble and only at presence in such clusters of large number of points (i.e. at importance of statistics) it is possible to speak about correctness of clusterization. And it is in this (somewhat vague) sense that in statistics one speaks about recurrence of phenomena.