Discussion of article "Applying the probability theory to trading gaps" - page 2

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Aleksey Nikolayev #:

To be honest, I don't remember anymore, and the data for three years has already been lost.

How could you, astronomical timing is the most important parameter in forex)
I guess you took the opening times of stock exchanges? Wouldn't it be more logical to take the opening time of banks, their working day?
 
Aleksey Nikolayev #:

Yes, that's exactly right.

In that case, what you investigated is called "dependence of the increment of the US session on the increment of the preceding (Asian+European) sessions". But not a gap.
In any case, among algo-traders who exploit these effects.
I don't know about scientists)
 
secret #:
How could you, astronomical timing is the most important parameter in forex).
I guess you took the opening times of stock exchanges? Wouldn't it be more logical to take the opening time of banks, their working day?

I used several services, which can be found on google by searching for "forex trading sessions".

For example

 
secret #:
In that case, what you have researched is called "dependence of the increment of the US session on the increment of the previous (Asian+European) sessions". But not a gap.
In any case, among algotraders who exploit these effects.
I don't know about scientists)

This is a very important remark. I will definitely take it into account in the next version of the article.

 
Aleksey Nikolayev #:

A very important remark. I will definitely take it into account in the next revision of the paper.

If I come to TVIMS with my own terminology, for example, confuse random walk and random process, as they like to do here on the forum, you will not miss the opportunity to criticise).
The remark is important because the gap and increment have different physical nature and affect the subsequent price behaviour differently.
 
secret #:
If I come to TWIMS with my own terminology, for example, confuse random walk and random process, as they like to do here on the forum, you will not miss the chance to criticise).
The remark is important because the gap and increment have different physical nature and affect the subsequent price behaviour differently.

In mathematics, the treatment of terminology is quite peculiar and it is quite different from that in many other sciences. If a term is correctly defined and correctly used, its sound (spelling) is not so important. Moreover, it is used quite often, for example, in order to generalise concepts. If you want, you can be horrified at how many different mathematical objects are called by the same word "integral".

Actually, the article generalises the concept of "gap". The reasons for such generalisation are (a) the same mathematical apparatus is used in the article for analysis of classical and generalised gaps, (b) it is convenient for the author, (c) it is always possible to understand in the article which gaps are meant.

My remarks about SB and SP on the forum usually refer only to the fact that SB is a very special case of SP.

 
This is the same point, that it is incorrect to generalise gaps and increments, as these are phenomena of different physical nature.
A traditional example: there is a difference whether people wander around the square randomly or scatter in a coordinated manner after a shot in the air.
 
p.s. I don't need to criticise you for nothing) I just wanted to suggest that researching real gaps can be much more profitable. It's just that your scholarly snobbery makes you deaf to new knowledge and leading questions.
 
secret #:
This is the same point, that it is incorrect to generalise gaps and increments, as these are phenomena of different physical nature.
A traditional example: there is a difference whether people wander around the square randomly or scatter in a coordinated manner after a shot in the air.

You probably meant to say that you can't mix the two. Generalisation is a move to a more abstract concept. For example, gaps and increments are different types of price changes.

The article simply introduces a new term "inter-session gap". It is similar to calling an animal a guinea pig, although it is not a pig, but a rodent living not in the sea, but on land. And you are still trying to prove to everyone that the name is wrong.

 
secret #:
p.s. I don't need to criticise you for nothing) I just wanted to suggest that researching real gaps can be much more profitable. It's just that your academic snobbery makes you deaf to new knowledge and leading questions.

There are few regular gaps in forex, therefore their generalisation has been studied in addition to them.

Attacks on personality mean the absence of arguments on the merits of the issue.

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