A pattern is a set of recurring cause -> effect events, supported by statistics and experimentation. The greater the repeatability, the more statistically significant the conclusions about its presence. A regularity can be local, on some piece of the graph, or global.
...
Statistical Regularity - the repetition of certain processes, forms, events. It has statistical significance, but is unprovable.
Statistical regularity can be relied on, but it can always fail.
The moustache boxes are always built in the same way, depending on the distribution. Closing prices and period for guppy, in this case monthly, are passed in the parameters. Further just figsize the picture
In Russian in Wikipedia, I think, normally written, compared to pdf
Whiskers are symmetric with symmetric distribution, respectively
I read Wikipedia, of course. The picture is clear, but it doesn't have a formula. And the formula is as follows:
X1 = Q1 - k(Q3 - Q1), X2 = Q3 + k(Q3 - Q1).
I don't see how the length of the moustache, defined by the same summand k(Q3 - Q1), can be different.
The whisker length is plotted against the largest (smallest) value in the sample that is not greater than (or less than) this range, i.e. the whiskers will not necessarily be the same
Let’s consider a small data set with 12 observations sorted from lowest to highest: (1,1,4),(4,5,8),(8,9,10),(10,12,13). I grouped the observations into four equal groups so that we can easily spot the quartiles. (I purposefully made the numbers at the border of each quartile equal so we don’t have to worry about calculating quartiles in a...
Because of such comments, readers may get the impression that the article is rubbish, although this is not the case at all. This was confirmed by subsequent comments from less "knowledgeable" people who simply started echoing your words without understanding the meaning of what was said.
H.Y. with such sketches you can confuse anyone and devalue the approach
I don't care what impression readers get. I am expressing my point of view. If someone's opinion is authoritative for someone else, it's always bad, because I don't have a reasonable opinion of my own.
I have given a lot of arguments in favour of my view of the conclusion of the actions in the article. There is no point in repeating them.
Now I will know that for some people, if you build a chart of a statistical study and use it to create a profitable TS on the same interval, it is a pattern. Even if prices are taken randomly.
Now I will know that for some people, if you build a chart of statistical research and use it to create a profitable TS on the same interval, it is a pattern. Even if the prices are taken randomly.
and if you adjust it to the OOS, will it make a difference?
Would it make a difference if you adjusted for OOS?
If you adjust it, it's an adjustment. I didn't adjust your TC to OOS. I took the best pass (one piece) and ran it on OOS with the publication of the screenshot.
...
A pattern is a set of recurring cause -> effect events, supported by statistics and experimentation. The greater the repeatability, the more statistically significant the conclusions about its presence. A regularity can be local, on some piece of the graph, or global.
...
Statistical Regularity - the repetition of certain processes, forms, events. It has statistical significance, but is unprovable.
Statistical regularity can be relied on, but it can always fail.
Statistical Regularity - repetition of some processes, forms, events. It has statistical significance, but is unprovable.
Statistical regularity can be relied on, but it can always fail.
like everything in this non-ideal world.
The moustache boxes are always built in the same way, depending on the distribution. Closing prices and period for guppy, in this case monthly, are passed in the parameters. Further just figsize the picture
In Russian in Wikipedia, I think, normally written, compared to pdf
Whiskers are symmetric with symmetric distribution, respectively
https://ru.wikipedia.org/wiki/%D0%AF%D1%89%D0%B8%D0%BA_%D1%81_%D1%83%D1%81%D0%B0%D0%BC%D0%B8
I read Wikipedia, of course. The picture is clear, but it is without the formula. And the formula is given as follows:
X1 = Q1 - k(Q3 - Q1), X2 = Q3 + k(Q3 - Q1)
I don't understand how the length of the moustache, defined by the same summand k(Q3 - Q1), can be different.
I read Wikipedia, of course. The picture is clear, but it doesn't have a formula. And the formula is as follows:
X1 = Q1 - k(Q3 - Q1), X2 = Q3 + k(Q3 - Q1).
I don't see how the length of the moustache, defined by the same summand k(Q3 - Q1), can be different.
The whisker length is plotted against the largest (smallest) value in the sample that is not greater than (or less than) this range, i.e. the whiskers will not necessarily be the same
well explained here https://muse.union.edu/dvorakt/what-drives-the-length-of-whiskers-in-a-box-plot/#:~:targetText=The%20box%20in%20the%20box,%2B%201.5*6%20%20%3D%2019.
Because of such comments, readers may get the impression that the article is rubbish, although this is not the case at all. This was confirmed by subsequent comments from less "knowledgeable" people who simply started echoing your words without understanding the meaning of what was said.
H.Y. with such sketches you can confuse anyone and devalue the approach
I don't care what impression readers get. I am expressing my point of view. If someone's opinion is authoritative for someone else, it's always bad, because I don't have a reasonable opinion of my own.
I have given a lot of arguments in favour of my view of the conclusion of the actions in the article. There is no point in repeating them.
Now I will know that for some people, if you build a chart of a statistical study and use it to create a profitable TS on the same interval, it is a pattern. Even if prices are taken randomly.
Now I will know that for some people, if you build a chart of statistical research and use it to create a profitable TS on the same interval, it is a pattern. Even if the prices are taken randomly.
and if you adjust it to the OOS, will it make a difference?
Would it make a difference if you adjusted for OOS?
If you adjust it, it's an adjustment. I didn't adjust your TC to OOS. I took the best pass (one piece) and ran it on OOS with the publication of the screenshot.
If you fit it, it's a fit. I didn't adjust your TC for OOS. I took the best pass (one piece) and ran it on OOS with the publication of the screenshot.
Lucky you didn't find a pattern. It's just an ordinary tweak that happened to show a result on the OOS.
about this level of your arguments and conclusions on the topic of the articleWell lucky, you didn't find a pattern with that. It's just an ordinary fitting that happens to show a result on the OOS
That's about the level of your arguments and conclusions on the topic of the article.It would be nice to have a citation.
No problem I'll post an EA here with 100% luck replication. Only if you will take it publicly with all the nerdiness.
If you fit it, it's a fit. I didn't adjust your TC for OOS. I took the best pass (one piece) and ran it on OOS with the publication of the screenshot.
Make a walk-forward (many pieces ;-). Build a boxplot of the profits of the runs.