From theory to practice. Part 2 - page 7

 
Alexander_K:

Actually, that's the way it is. The price range is more complicated than SB.

Of course it is, if you try to mock it.

you need to understand the market process itself, not make it up - how to process the story once again.

 
Alexander_K:

Actually, that's the way it is. The price range is more complicated than SB.

Uh-huh, of course it is.

And how exactly, from a statistical point of view, is it more complex?

 
Alexander_K:

By the unsteady intensity of the teak stream.

Ohospada...

Are these intra-day cycles of volatility fluctuations?

Where did you learn such words? It's not a statistic.

 
Amen
 
Aleksey Nikolayev:


In fact, we should realize that counter-trend trading is based on negative dependence between increments (antipersistence). The very equity of your "diffusion" suggests that there are areas of antipersistence (equity growth) interspersed with areas of trend/persistence (equity drawdown).

Actually, it's an interesting idea - an equity graph as an indicator of the degree of persistence/antipersistence. Judging by equity, this ratio changes relatively smoothly. Put a mouve on equity and switch to virtual trading as soon as it dives under the mouve. Profitability of course will fall, but Sharp will probably become very decent.

 
sibirqk:

Actually, it's an interesting idea - an equity graph as an indicator of the degree of persistence/antipersistence. Judging by equity, this ratio changes relatively smoothly. Put a mouve on equity and switch to virtual trading as soon as it dives under the mouve. Profitability will certainly decrease but Sharp may become very good.

In my opinion, it's easier (in terms of matstat) to build a zigzag on equity and check agreement for a sample of its knee lengths with the theoretical distribution for SB. Usually (mainly because of the small sample size) the difference from SB is insignificant.

 

"From theory to practice." Part 2

It should have been called "From Theory to Practice".

 

If someone really needs to practice some practical skills on this site, he can use other sections of this site - "Market", "Freelance","Web Terminal", etc.).

The forum, in its original sense - is a marketplace, a place for all kinds of chatter)

 
Alexander_K:

Hi Alexey.

I already have more than an extensive practice. I don't want to give a link to the signal.

The purpose of this branch is to encourage participants to demonstrate their own successes or failures. Discussion of errors, tips, etc. It should be interesting.

But if none of this happens, well, that's OK. Let it be just a place for old friends opponents to meet.

Hi, Alexander!

It's OK, I'm for discussing the questions you raise. I just suggested, in my opinion, a more accurate title. But you, of course, know better.

 

Theory in theory, but in practice it could be like this. A bolt to any grail.

Suddenly no connection to the server. It's good that at least the demo ;))) But judging by the picture there is no ping and with real accounts.