From theory to practice. Part 2 - page 99

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J.B:


2. SB tends to move away from the starting point. And while, on average, realisations give ME = initial reference point, a particular realisation always gives the possibility of earning.

It's not quite clear what you mean here, are you talking about incremental\returns or aggregates (price) and what "specific realisation" means. We need to know what can be predicted and what can be traded. You better give us an example. It is clear that some piece of sample, retrospectively, may contain phantom patterns, be trending or flat, seasonal, etc. What use is that to us? We know that we cannot predict what will happen next, and this is the main thing. : )

What he means is that if the IB of a series is equal to its initial value, then we can trade the return of the series to this initial value. Well, like, if the MO of the series is zero and its current value is 100, then you can bet that the value of the series will become 0 for an indefinite period of time. Childish babble from those who think they have an infinite deposit and infinite time.

 
J.B:

Why be rude at once? I knew Alexey Bondarenko, who used to work at a couple of mini hedge funds in Moscow, then he left for the US and was imprisoned there.

And here, if you could go into more detail about why he was jailed? Do we know? It's an interesting topic.

 
denis.eremin:

What he means is that if the MO of the SB is equal to its initial value, then you can trade a return of the series to that initial value. Well, like, if the MO of the series is zero, and its current value is 100, then you can bet that the value of the series will become 0 over an indefinite period of time. Childish babble from those who think they have an infinite deposit and infinite time.

So it is not equal to the initial value, MO SB wobbles almost as much as the series itself. It is not possible to trade on the plus side even with zero trade costs, equity will be like SB. Of course, we can start playing around and look at a bundle of time series, each of which is similar to SB, but they are interrelated and cointegrated, this is another issue, then it is not quite SB.

CHINGIZ MUSTAFAEV:

And here, if I may elaborate, what did he go to prison for? Do we know? It's an interesting topic.

I do not know, about 2-3 years ago it was, someone in some conversation accidentally mentioned that he was convicted for something that was some kind of scam or something like that, and all because there is no need to go to the hell on the bushes, where he was born and where he is useful, so you will be safer.

 
J.B:

So it is not equal to the initial value, MO SB wobbles almost as much as the series itself. The SB is neither trending nor reversing, based on pure SB history it is not possible to trade on the plus side, even with zero trading costs, equity will be like SB. Of course, we can start playing around and look at a bundle of time series, each of which is similar to SB, but they are interrelated and cointegrated, it is another issue, then it is not quite SB.


The MO of the SB is equal to the initial value.

This is not a subject for discussion at all

 
J.B:

And that's because you don't want to go to the hellhole, you can be useful where you were born, you'll be safer there.

A lot of people would disagree).

But so to speak it is not a topic for public conversation, and most likely it is forbidden on the forum.

 
J.B:

I don't know, it was 2-3 years ago, someone casually mentioned it in a conversation, he was convicted for something, some kind of scam or something like that, and all because there is no need to move to the hell, where you are born and where you belong, so you will be safer.

I don't think he's heard from his son Aleshka. We remember, we mourn...

 
Maxim Dmitrievsky:

I wonder if word has reached us from my son Aleshka. We remember, we mourn...

So he was also "hanging out" on this forum?

And why is he "mourning" gone?
 
CHINGIZ MUSTAFAEV:

So he's been "hanging out" on this forum as well?

And why is he "mourning" gone?
Rumor has it that his investors got rid of him... but he might have gone to jail, now who knows?
 
Evgeniy Chumakov:


Did you see somewhere in there that said 'repeat that picture after me' ?

OK:

ZigZag with a single parameter - Step = 100 pips by five digits.

The symbol is EURUSD.

For the period - look at the last date in the file, I did not download any further history.


Do you want to repeat it? Or do you want to just talk?

I'm trying to explain you that specifying a symbol is not everything. Here, I took an arbitrary period of time, 7 sources out of the following 10

1. https://stooq.com/
2. https://ru.investing.com/currencies/eur-usd-historical-data
3. MT5 A-ri archive
4. https://www.fibogroup.eu/analytics/quotesArchive/
5. https://www.forexite.com/free_forex_quotes/
6. MT5 Ad-al archive
7. https://tickstory.com/download-tickstory/
8. http://ratedata.gaincapital.com/ (not anymore)
9. MT5 Swissquote archive
10. xe.com

and EURUSD close rates for 14 weeks of 2012. Some sources have weekend data, most do not. The data just differs. And not only by the magnitude of the move, but sometimes even by its direction. Without specifying the source of the data, the results are not reproducible.


I won't check, as there's nothing to check - you don't have any results. Just saying in case they appear - they must be reproducible. Otherwise they are not results.
Stooq
  • stooq.com
Serwis finansowy z wszystkimi informacjami niezbędnymi dla inwestora giełdowego. Komentarze, bazy danych, notowania i wiecej...
 
Vladimir:

I'm trying to make you understand that the symbol is not everything. Here, I took an arbitrary period of time, 7 sources out of the following 10

1. https://stooq.com/
2. https://ru.investing.com/currencies/eur-usd-historical-data
3. MT5 archive A-ri
4. https://www.fibogroup.eu/analytics/quotesArchive/
5. https://www.forexite.com/free_forex_quotes/
6. MT5 Ad-al archive
7. https://tickstory.com/download-tickstory/
8. http://ratedata.gaincapital.com/ (not anymore)
9. MT5 Swissquote archive
10. xe.com

and EURUSD close rates for 14 weeks of 2012. Some sources have weekend data, most do not. The data just differs. And not just by the magnitude of the move, but sometimes even by its direction. Without specifying the source of the data it is impossible to obtain reproducible results.


I won't check as there is nothing to check - you don't have any results. Just saying in case they appear - they must be reproducible. Otherwise they are not results.

I wonder if the data archive was created at what point?

i.e. is the piece of historical data scratched out of history today or at that time?

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