Is price movement really random and unpredictable?

Discussion in 'Trading' started by schizo, Jan 9, 2024.

How accurately can you predict the next bar or candle?

Poll closed Feb 8, 2024.
  1. Usually less than 25% of the time

    23.1%
  2. Between 25% - 50%

    28.2%
  3. Between 50% - 75%

    33.3%
  4. Almost always above 75% of the time

    15.4%
  1. schizo

    schizo

    Which naturally brings up the question: Why does everything line up so perfectly in hindsight? That can't possibly happen out of randomness, right? (So asks our resident stoned philosopher.)
     
    #51     Jan 11, 2024
  2. tsfx

    tsfx

    If those 90% degenerates would win then some other traders would need to lose. This isn't because markets are random. Someone has to lose either way.

    It just happens to be them because gambling and consistency usually don't go together.

    If markets where clearly predictable for the majority then how can there be bids and asks at the same time with near zero spread?
     
    #52     Jan 11, 2024
  3. tsfx

    tsfx

    You have tons of patterns in your brain (both long and short ones) and perhaps you just pick the right ones after the fact?

    Brains are notoriousily famous in pattern recognition analysis.
     
    #53     Jan 11, 2024
  4. schizo

    schizo

    You have a point, although I'm of the opinion that those 90% aren't just merely exchanging their profits and losses among themselves (because they will all lose eventually). So then who's left, you say? That's right, the remaining 10%. It's those 10% that will set the direction for the market. Other 90%, on the other hand, are more like blind sheeps, meadering back and forth without a clear direction. Oh wait, that's what "random" means, isn't it? :D
     
    #54     Jan 11, 2024
  5. tsfx

    tsfx

    I'll make it simpler. If 90% of retail traders lose money how can the market be random? Shouldn't they be losing 50% of the time + spreads and commissions? Yeah, eventually, the account still blows up but the reality is that it happens way faster than merely because of spreads and comms.

    So, the correct answer is, the market gravitates towards retail trader stop losses and if you know about all the stops the market is suddenly not random anymore. It's just stacked against you if you are using stop loss orders.
     
    #55     Jan 11, 2024
  6. Of course there is noise.

    If the market moves from A to B, say 20 points, we could simplify and say that every random oscillation on that path is noise.

    If I dump 1000 contracts at market between A to B, I will cause a random and unpredictable down move which will quickly self correct.

    An uninformed price action trader might sell that dip, but for the over-arching trend for the day it's just a noisy counter move.

    Yes, precisely. And when those orders shows up on the chart, it just shows on the chart what happened, i.e., someone sold or bought. And what happened may not have anything at all to do with what price is going to do next.

    I believe my original answer is the best so far. :)

    Price is periodically predictable and periodically random. It is of course not entirely random. Far from it.
     
    #56     Jan 11, 2024
    proftradingjourney and toucan like this.
  7. I thought you didn't read books because there was nothing to be gained from them.
     
    #57     Jan 11, 2024
    SimpleMeLike likes this.
  8. I don't know. Because of the 10% who don't? Wouldn't something closer to a 50/50 distribution better suggest blanket randomness? And then there's the matter of those who know what they are doing vs the Dunning-Kruger cadets: they are not anywhere near in equal number given the low barrier to entry.
     
    Last edited: Jan 11, 2024
    #58     Jan 11, 2024
  9. You beat me to it. Only saw your post after I posted my own.
     
    #59     Jan 11, 2024
    SimpleMeLike likes this.
  10. Aisone

    Aisone

    Whales and automation > randomness.
     
    #60     Jan 11, 2024