Let me start that discussion with one of my unclear points:. Eurusdd mentioned many times that prize will revisit prize areas where dissimilarity started. Those dissimilarities are market inefficiencies. But what are those inefficiencies? What do they mean?

And why do market makers have to correct it although they sometimes seem to forget about it …? Does that mean that the market is efficient by means of efficient-market hypothesis? What are your questions? I invite you to ask here …. My next question is regarding the theorem of subsequences, especially on the application of that theorem on 5 randomly chosen numbers.

Sometimes x4 and x5 can suggest another direction for next candle than x2 and x4. How would you act in that case? However, Eurusdd wrote further: How does it fit? How would you deal with 10 candles? Hi Anti, yes quiet here but I do keep popping in, I am just so busy at the moment, I am finishing off my trading system and have a super programmer doing the clever bit with the code, hope to be trading full time at the end of the year once I have some commitmants out of the way.

Trading cost have to be taken into account after applying this Theorem. A good trader is a realist who wants to grab a chunk from the body of a trend, leaving top- and bottom-fishing to people on an ego trip.

Hmm, just discovered that post and subsequent posts. Seems that SSS is more complex. CSendo, will put something together when I get chance, will be away fro a bit, unfortunately I will not be able to be specific. Good to see some action here. If we are able to choose the right values of X and Y then most of the spikes of both CIs will occur at the same time or subsequently? Should only those spikes assumed to be valid?! Would be great if someone could give a hint how to understand the use of Length in conjunction with PrizeActionFilter … and how to find correct values for lower TFs i.

For ranges greater than zero, the probability will increase. My interpretation is that given in post Your statement is that one could make a small profit with probability of 0. My idea is the prediction of that entry point whenever the conditions are not met for 4 out of 5 bars. Assume that we have 4 candles 1, 2, 3 and 4 referring to time and neither condition i or iii are fulfilled yet.

However, before we trade we have to check the relation of x1 to x3 i. If both both cases indicate the same direction for candle 5 we can act accordingly. The only thing in which I see a problem is that we are not looking on independent candles if we apply it the way described above. Thus, if we first look on candles 1 to 5 and after 5 closed to 2 to 6, then we double-check candles 2 to 5.

Thus the probability of 2 to 6 is not the same as for 1 to 5. All it says is: It is quite theoretical atm.

I believe that your randomness assumption if fulfilled if we assume that forex prizes are generated by a Markovian process. However, even Eurusdd said that the assumption of random markets is not true. Ahhh yes, and one more thing has to be considered: This is part of the theorem. If those numbers are not random, the probability will be completely different, depending on the function that connects those numbers.

Viewing 25 posts - 1 through 25 of total. Let me start that discussion with one of my unclear points: Let me give you some examples of what Eurusdd said: Maybe that forum is really dead. Nevertheless, another attempt to start some discussion … My next question is regarding the theorem of subsequences, especially on the application of that theorem on 5 randomly chosen numbers.

All the best Pip skype: You must be logged in to view attached files. If your interpretation of the theorem regarding trading is different, would you post it? If not, please feel free and send me a PM. Ok, so we have different perceptions of that Theorem as related to practical trading. You must be logged in to reply to this topic. Search Forums Search for:

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