From theory to practice. Part 2 - page 152
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Suddenly, radio engineering can also be "statistical" )
Modern radio engineering very often is, but the opposite is not true) Not everything "statistical" has to do with radio engineering)
That's what I was talking about earlier, in energy accumulation there is complete chaos, in distribution there is complete order, only when order is too late to come in, and when accumulation is unclear when (I guess). But you can't have it any other way, otherwise you are assured of failure. It turns out that the trader essentially doomed to look stupidly under the feet understanding what is happening at a microscopic level, and not even trying to anticipate the market, but only act strictly by the current situation, and then those who are trying to predict the future (of course they will never succeed) seem to predict it ... hmm ... again, it is a paradox ...
It seems that the term "predicting" is more appropriate in our context, while "predicting" is more about diviners and shamans. There is no paradox here, because the opening of a deal, the result of which is expected in the future, in any case implies a forecast. We enter a trade because a certain condition is formed, after which we expect the price movement in a certain direction, so this expectation is a forecast: after the state A there will be a state B. It doesn't matter whether it's present explicitly in lines or numbers, how formalized it is, it's still there. So it's just a play on words that some predict and others don't.
That it will never work out is not true, often the market behaves exactly as expected of it, sometimes just with pixel-perfect accuracy. Another part of realizations is when a forecast generally performs, but it does so in a sloppy manner which to the naked eye can look like a forecast fiasco. For example, when the expected short-term growth within an older downtrend turns out not to be growth, but only a slowing down of the fall. And some of them are just fails, of course. It is impossible to guess reliably why the market is like that - it was well explained by Soros in his Alchemy. The purity of the experiment affects the materially interested observer, he interferes in the process and it is impossible to distinguish where there is a realization of the initial state, and where the contribution of the researcher, who is also a participant in the process. Multiply this uncertainty by the large number of timeframes, where each of them has its own experts trying to ride on the hump of its neighbours, regularly confusing each other's cards, and you end up with a hard-to-guess pile-up called the market.
Here's what I was thinking...
Well, okay - no one needs theory or practice. Fine. But, still - if anyone has unresolved problems in statistical physics as applied to the market, questions about types and forms of distributions, market memory, etc. - write here. On the most burning questions I will try to publish posts - not here, but somewhere else.
Otherwise it has become quite boring...
Here's what I was thinking...
Well, okay - no one needs theory or practice. Fine. But, still - if anyone has unresolved problems in statistical physics as applied to the market, questions about types and forms of distributions, market memory, etc. - write here. On the most burning questions I will try to publish posts - not here, but somewhere else.
It's getting quite boring...
You can dispel the boredom by calculating the ACF SB.
You can dispel the boredom by counting the ACF SB.
:))) Why? Can you do it yourself?
Here's what I was thinking...
Well, okay - no one needs theory or practice. Fine. But, still - if anyone has unresolved problems in statistical physics as applied to the market, questions about types and forms of distributions, market memory, etc. - write here. On the most burning questions I will try to publish posts - not here, but somewhere else.
Otherwise it has become quite boring...
Have you added a trend filter to your grail yet?)
Not yet. Although, those who believe in Sorcerer's method do use different filters and have profits...
My system is a little different from the conventional one - it has a slightly different timing, and the channel is calculated a little more complicated and some kind of average is used.
I don't know - it works for now, but I'm observing the TS every second, and I'm not advertising the signal. Early on...
In fact, to put it bluntly, I need ideas for articles - no matter when or where they are published.
Feel free to write about your unresolved problems right here.
...
The purity of the experiment is affected by the materially interested observer, he intervenes in the process and it is impossible to distinguish where there is a realization of the initial state, and where the contribution of the researcher, who is also a participant in the process. Multiply this uncertainty by a large number of timeframes, where each of them has its own experts trying to ride on the neighbours' hump, confusing each other's cards regularly, and you end up with a muddle-hump called the market.
That's a good point. Each TF has its own tactics and strategy. It's a difficult task to combine such variants into a single rope. It can be seen, but it is difficult to implement.
The market is slippery as an eel.)
That's a good point. Each TF has its own tactics and strategy. The difficult task is to combine such options into a single rope. It can be seen, but it is difficult to implement.
The market is slippery, like an eel)).
From my point of view, Vova, your vision of the market does not differ from the theory of N. Skrigan (so-called SWT-method), who lost investor money in a week and, quite possibly, has already been cut quietly.