From theory to practice. Part 2 - page 16

 
Alexander_K:

I gave the example of a famous trader, a certain A.G. He has a purely trend strategy. It works on the Bollinger indicator. Breach of the channel is a signal to open a deal in the direction of the breakdown. An additional parameter is shift of expectation of increment distribution or something else. So, he is a very serious trader with a serious reputation.

And what is it? Now he is in deficit. Last year he barely managed to gain +20% (for the year!), well, maybe a little more. Are you suggesting this is a trade off?

On the contrary, non-Markovian processes, which the market is, are characterized by oscillatory movements, certain rhythms and cycles. This is the set I use in my TS. Trends, yes, prevent me from getting closer to the Grail, but no more.

OK, I get the point of the thread. Trader gained 20% in a year, bad trader)))) They all need at least 100% a month, so there is no serious work here. So there will be no serious work here.

 
denis.eremin:

SUM += ts0 - ts1


SUM += current - previous

 
О разделении суммы средневозвратного процесса и случайного блуждания
  • smart-lab.ru
Введение Увы, одна очень интересная тема , как мне показалось, была обделена вниманием смартлабовцев. В ходе обсуждения этой темы
 
Alexander_K:

Thank you, kind man!

I have read some of it and even had heated discussions with its authors.

That's exactly the kind of post I need in this thread: links to literature, research, exchange of opinions.

Thanks again.

You're welcome!

There is a lot of reticence.

I believe that sharing one's opinion is necessary and worthwhile!

Strange that the start of the thread was put off, the train of thought was headed in the right direction - into mathematical functions, physics....

Actually, it's not all that difficult when you have decent experience, vision changes over time as does thinking. Without even a technical background, you can figure it all out with the right amount of persistence. I could go further, but I don't have the help of programmers and mathematicians, not at all, to conduct these kinds of experiments. Thoughts come in all sorts of ways to improve trading methods.

 
Alexander_K:

Compared to the theory-to-practice thread, something has changed, time is running out...

Now I don't need anyone's help as before. I can do some things on my own. But to do so, I must see in the sufferer a fierce thirst to find the Grail.

Also, it is interesting to read about stochastic dynamics, synergetics, etc., to exchange opinions. All this is very interesting and lies in the plane of finding the Grail.

Well it's not that you have to have a thirst for it, but you have to LIVE it, as if it were your main craft and a great interest. There are very few people like that. Many programming languages (for example, C) were created in this way, because people considered it a part of them and put almost all their heart and soul into their developments and ideas. For example, I am one of them, though I don't show up anywhere. But once you actively participate you come across rude boorishness and criticism. Very few like-minded people (people who want to find really good stuff). As I mentioned above - no help for elaboration of theories due to limited possibilities. Let the indicator on development - they treat my brain on freelancing blatantly (I will not leak the executor as it will damage his reputation), I don't know programmers personally.

 
Alexander_K:

I too do not understand the strange eagerness of the thread participants to find out - what would happen if the market was SB? What does this have to do with the real market? I have no idea...

But, everyone is running around like crazy with this problem. It's hilarious.

So it's like the joke where the junkie let the genie out of the bottle on the seashore and asked him three times for the Tatar-Mongolian yoke to run across the seashore? - then you have to wonder...

 
Alexander_K:

And the Sorcerer seems to have left us for good... His abode now is the Quiet House, the Inostream... I'm sitting here crying... :(((

I hope he was useful to somebody in real life. He's left nothing but scraps of a map on the forum where he's supposedly buried a treasure

 
Maxim Dmitrievsky:

I hope he was useful to someone in real life. All he left behind on the forum were scraps of a map of where the treasure allegedly lies.

The topic-starterjust need such alien personalities for shamanic dances and songs around them) meaningful allusions to the sacredness and genius of an everyman look pretty pathetic).

On the other hand... I, for example, find it hard to refuse the idea that something important is hidden in Ataman's or Neo's posts)

 
Aleksey Nikolayev:

The topic-starterjust needs such alien personalities for shamanic dances and songs around them) The meaningful allusions to the sacredness and genius of those who usually exist seem rather pathetic).

On the other hand... I, for example, find it difficult to refuse to think that Ataman's or Neo's posts contain something important).

Knowing the statistics "on the other side", I prefer not to fantasize about all sorts of "atamans" and other forex ninjas :)

on the other hand, some people get pretty lucky sometimes.

 
Alexander_K:

On the same subject:


Soviet scientists are all over the place! ;)

Guys, sorry, but you've already written so much....

Still in the middle.

@denis.eremin, are you another baskakov? I'm very wildly sorry, I may be wrong. But by the time I finish reading this thread to the end ( ;) ), I'm afraid I'll grow old. And I have a tournament this weekend... And you're starting to "mumble" here...