From theory to practice. Part 2 - page 57
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Assuming the hypothesis:
then it is obvious that
- the unsteady flux intensity manifests itself at different hours within a day. You have had research in this area, but no practical results. I may have missed something...
- Unsteady incremental intensity manifests itself in very large impulse motions. I don't think there's been any research on this at all...
And yet these are the most obvious market inefficiencies.
These are long researched and well known things.
I'm happy for everyone.
And if it comes out early - when it comes back inside a channel narrower than your red one?
Assuming the hypothesis:
then it is obvious that
- the unsteady flux intensity manifests itself at different hours within a day. You have had research in this area, but no practical results. I may have missed something...
- Unsteady incremental intensity manifests itself in very large impulse motions. I don't think there's been any research on this at all...
And yet these are the most obvious inefficiencies of the market.
I just identified repetitive patterns there and that's it
Cult called "You can't make money on SB, you can't, you can't". Fall down and repeat "you can't, you can't, you can't".
It's just that the "matanum textbooks", which are insistently offered to be read, are a bit crooked about this point, and this crookedness wanders from one to the other, almost unchanged. (I remember in the branch with the proof of the possibility of making money on SB, you have already pointed out the error of sectarians in understanding the interpretation). This does not practically prevent you from living in other fields of human activity - you passed your exams, wrote a dissertation, and so on. At most, having learned a misconception from a misinterpretation of curvature - "you cannot make money on SB" - but never understood it. But traders need to understand the essence of it. But traders need to get to the bottom of it. They should not write their thesis or pass the exams to professors to check the "essence", but to apply it in practice. But they need to understand it. The theory and practice are very different things.
This is where we run into a kind of philosophical paradox:
- Stable profits imply a stationary market. However, as argued by respected forum participants, the transition to stationarity implies a transition to a SB in which profits are fundamentally impossible.
Conclusion: stable profit is fundamentally impossible.
- On the non-stationary market it is possible to make a profit, but it will be unstable.
Well, somehow...
Finally. Well, then make money on the non-stationarity (peculiarities) of the market.
It's just that the "matanum textbooks", which are insistently suggested to be read, are a bit crooked about this point, and this crookedness wanders from one to the other, almost unchanged. (I remember in the branch with the proof of the possibility of making money on SB, you have already pointed out the error of sectarians in understanding the interpretation). This does not practically prevent you from living in other fields of human activity - you pass an exam, write a dissertation, and so on. At most, having learned a misconception from a misinterpretation of curvature - "you cannot make money on SB" - but never understood it. But traders need to understand the essence of it. But traders need to get to the bottom of it. They should not write their thesis or pass the exams to professors to check the "essence", but to apply it in practice. But they need to understand it. The theory and the practice are very different things.
Sectarians do not need understanding!
;)))
It's kind of boring when the price is always dangling around its own expectation with some kind of distribution.
Do you really believe that?
The optimizer says it is better to exit later, after the middle of the channel. But this is also in sample and not on all pairs.
The portfolio optimisation from the original system and the trend system is interesting. Although I'm not so sure about success.
Just remembered fxsabera's approach where, instead of selecting one set of parameters, several instances of EA with different sets of parameters are run.