Do you see patterns in Random Walks?

Discussion in 'Technical Analysis' started by atlTrader666, Aug 10, 2011.

  1. The path where those patterns were successful was one among many possible paths.

    No one says you can't find successful patterns... I think you need better understanding of "randomness".
     
    #631     Oct 6, 2011
  2. Could you offer your insight and understanding?

    (No wiki links pls).
     
    #632     Oct 7, 2011
  3. ammo

    ammo

    the herd travels across the plains randomly looking for food and water true or false
     
    #633     Oct 7, 2011
  4. SunTrader

    SunTrader

    Havn't "herd" from the Maestro this week.

    Might the disclosure of penny-stock company be a factor?

    Just a random thought.
     
    #634     Oct 7, 2011
  5. False.

    However each member of the herd keeps constant distance with its immediate neighbours and follows the center of gravity of the herd.
    That's well enough for a profitable strategy.
     
    #635     Oct 7, 2011
  6. ammo

    ammo

    you are correct,the herd also uses its sense of smell for food and predators,ears,,eyesight,taste,ground vibration,and natural hereditary tendencies to survive,in the meanwhile appearing not too bright and random as practically every species has a natural predator,making it prey
     
    #636     Oct 8, 2011
  7. When you study a stochastic process you can't draw conclusions from observing a single run (realization)...

    Let's say you're studying the coin toss process (A=head, B=tail).
    Your run is AAAAABBBBB. Can you conclude that trend-following works on coin tossing?

    Let's say you have a different (unknown) process with the same A and B. You've spotted a pattern:
    When ABAB appears then you have high probability of B coming next.

    How long should your run be if you want to prove that pattern holds true? 1000 draws? 100000 draws? infinite draws?

    The answer is the length doesn't matter as you can't prove the pattern works. That's because you can't draw conclusions from a single run.
     
    #637     Oct 8, 2011
  8. This question is answered in probability theory. Probability theory doesn't deal with "true". I don't know how you make these things up. Confidence intervals is the answer. "True" is the subject of religion and metaphysics.
     
    #638     Oct 8, 2011
  9. Replace "true" with "profitable" then. Same problem.
     
    #639     Oct 8, 2011
  10. MAESTRO

    MAESTRO

    I am in the hospital this week; having a minor surgery. I am proud of my company; I have built it from scratch and will be there as long as it takes to make it a huge success!

    Cheers,
    MAESTRO
     
    #640     Oct 10, 2011
    beginner66 likes this.