From theory to practice. Part 2 - page 112

 
Доктор:

Oleg, your problems, in my humble opinion, lie not in the realm of science but in psychology.

You have picked up a rather contagious form of cognitive aberration somewhere. Let me try to describe the etiology and pathogenesis of your aberration.

Why is the idea of making money on SB so popular with certain immature souls? Because they see trends or reversions to the mean value on the SB chart and cannot resist the temptation to apply some tricky channel (a scientific one, of course) or oscillator on the chart in hope to make a fistful of big money.

Why then doesn't the subject of applying the same apparatus to a roulette game come up? After all, it's pretty much the same: red/black (+1/-1). Zero can be counted as stakes. Draw a chart and overlay the indicators. Because they can see with their eyes that the outcomes are independent. With their back brains they understand that no channels and oscillators will help.

You have turned everything upside down.

Or don't you know what I'm talking about?

But no. Of course you know what I'm talking about. That's why you turned it upside down.

That's a nasty trick.
 
Олег avtomat:

You've got it all upside down.

You don't know what I'm talking about, do you?

But no. Of course you know what I'm talking about. That's why you turned everything upside down.

It's a nasty trick.

Oleg, I have the kindest of feelings for you. I'm writing to "think." Don't be offended.

 
Олег avtomat:

You've got it all upside down.

You don't know what I'm talking about, do you?

But no. Of course you know what I'm talking about. That's why you turned it upside down.

That's a nasty trick.
They didn't even want to delete you at your own request, karma.
 
Доктор:

If a row has Hurst 0.5, no amount of thinning will change it. Think about it. The series runs away from the starting point at an average speed of sqrt(t). How does thinning anything change this circumstance?

Can you make money on sine/cosine with jumping or, to begin with, stable period? Or do you also need the mathematical power to stabilize the sine period to earn money? God be with SB and markets for now. Interesting question from the machine washed out somehow and no one answered.

 
Доктор:

Oleg, I have the kindest of feelings for you. I'm writing to "think about it". Do not be offended.

empty-handed

 
Wizard2018:

Can you make money on a sine/cosine with a jumping period? Or do you also need mathematical power to stabilise the sine period to make money? God bless the SB and the markets for now. Interesting question from the Automat got washed out somehow and no one answered it.

They prefer not to notice anything that doesn't fit within the narrow confines of their understanding.

It's as if they have not noticed this clear example:

Forum on trading, automated trading systems and testing trading strategies

From Theory to Practice. Part 2

Oleg avtomat, 2021.04.27 06:01

For illustration, here are a few examples that show the behavior of expectation depending on the sample size:

1)


2)


3)


4)

.

This is the same sine wave.

It also demonstrates the process of "earning from the sine wave".

Let me explain for those who don't know. The mean() function calculates the expectation.
 
Олег avtomat:

empty-handed

Once again I am convinced that if the patient is palliative then there is no more help for them.

You didn't really answer about the tape measure. Because there's nothing substantive to answer. Because tape measure is no different than SB.

Are you surprised that for a sine the MO is not zero? Well if the sampling period is not whole, then yes. Google the formula for calculating the MO.

 
Олег avtomat:

They prefer to ignore anything that does not fit into the narrow confines of their understanding.

It is as if they have not noticed this clear example:

Let me explain for those who don't know. The mean() function calculates the mathematical expectation.

I didn't catch your post at the beginning of the topic, so I don't know what it was about.
It is clear that as the window gets larger, the MO shifts.
It is not clear what you mean by it. What is your conclusion about it?

 
Wizard2018:

Can you make money on a sine/cosine with a jumping or, to begin with, a stable period? Or do you also need mathematical power to stabilise the sine period in order to make money? God be with SB and markets for now. Interesting question from Automat got soapy and no one has answered it.

If Hurst is different from 0.5 then you can make money.

For a"sine/cosine with a jumping or, let's say, a stable period to begin with" Hearst would be near 0 .

Have I answered your question?

 

On a sine, the signal to sell if the current value is less than the previous value and the previous value is greater than its predecessor. Back to buy.

What else is there to make up?