Random wandering - page 10
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In forex, we don't end the game on the next tick, but continue to wait for T/P or S/L barriers to be reached.
You just have to clearly distinguish between two things - price and equity of the TS at that price. If price is SB, then equity is no longer SB. But it is proved that equity of any TS on SB belongs to the class of random processes called martingales. The expectation of a martingale does not change over time.
I want a constructive analysis of the information I have linked to here. With reasoning and logic.
OK. Let me explain, hopefully for the last time:
1. Random rambling by construction is random, but if the generated series has any patterns or dependencies on its value in the past or on any external value, then it is not SB.
2. Suppose that there exists a function for transforming the SB defined in point 1 such that it selects from it only those values whose mean value is greater than the mean value of the SB from point 1. Such a function may be called a TS on SB.
If the function from point 2 exists, then there must be at least one relationship based on either past prices or an external factor affecting the generation of point 1 SB, for the conversion function to purposefully select the necessary values and history chunks. But in this case such a SB would contradict its own definition, which is not possible.
whd.
You just have to clearly distinguish between two things - the price and the equity of the TS at that price. If the price is SB, then equity is no longer SB...
Why should it be? You can't get anything but SB out of SB. Yes, you may trade SB on the moon phase and then the resulting equity will contain information on the moon phase and will not technically be considered SB, but it will not bring any profit.
Why should I? There is nothing to be gained from SB other than SB. Yes, you can trade SB on the moon phases and then the resulting equity will contain information about the moon phases and formally SB will not be considered, but it will not give any profit.
Wrong. The equity of TS on SB will not always be SB, for example, SB will be obtained by using a "buy and hold" strategy. SB is a special case of martingale. If the position volume changes frequently, it is often reversed and closed, then it may not be a SB, but it will always be a martingale.
Naturally, moon phases and other processes (not looking into the future of this SB implementation) will not change this martingale.
OK. Let's explain, hopefully for the last time:
1. Random walk by construction is random, but if the generated series has any patterns or dependencies on its value in the past or on any external value, then it is not SB.
2. Suppose that there exists a function for transforming the SB defined in point 1 such that it selects from it only those values whose mean value is greater than the mean value of the SB from point 1. Such a function may be called a TS on SB.
If the function from point 2 exists, then there must be at least one relationship based on either past prices or an external factor affecting the generation of point 1 SB, for the conversion function to purposefully select the necessary values and history chunks. But in this case such a SB would contradict its own definition, which is not possible.
whtd.
nonsense
You just have to clearly distinguish between two things - the price and the equity of the TS at that price. If the price is SB, then equity is no longer SB. But it is proved that equity of any TS on SB belongs to the class of random processes called martingales. The expectation of a martingale does not change with time.
nonsense
Why should I? There is nothing to be gained from SB other than SB. Yes, you can trade SB on the moon phases, and then the resulting equity will contain information about the moon phases and formally SB will not be counted, but it will not give any profit.
again nonsense
Wrong. The equity of a TS on a SB will not always be a SB either - for example a SB will be obtained by using a buy and hold strategy. SB is a special case of martingale. If the position volume changes frequently, it is often reversed and closed, then it may not be a SB, but it will always be a martingale.
Naturally, moon phases and other processes (not looking into the future of a given SB implementation) will not change this martingale.
And nonsense again.
All these refuting "explainers" think in terms of a pattern which allows no deviation from the established dogma.
And if someone infringes on the dogma, he will be anathematized.
https://www.mql5.com/ru/forum/286022
There are many examples here.