Discussion of article "Exploring Seasonal Patterns of Financial Time Series with Boxplot" - page 33

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fudongyang:

Hi Maxim,

I run code:


rates = pd.DataFrame(mt5.copy_rates_range("EURUSD", mt5.TIMEFRAME_D1, datetime(2010, 1, 1), datetime(2020, 1, 1)), 

                     columns=['time', 'open', 'low', 'high', 'close', 'tick_volume', 'spread', 'real_volume'])

and the time I get is sth like '1262563200' which does not make sense, How can this be fixed plz?

Thx!

Hi, try this 

 rates.index = pd.to_datetime(rates.index, unit='s')
 

" For example, hours 4, 13, 14, 19 have stable variance from day to day and may be more attractive for mean reversion strategies."

Why isn't hour 20 included? Based on the variance chart, it seems to be stable too.

Files:
hourly_std_boxplot.png  17 kb
 
Tim AI:

" For example, 4, 13, 14, 19 hours have consistent variance from day to day and may be more attractive for mean reversion strategies"

Why isn't hour 20 included? Based on the variance chart, it seems to be stable too.

I don't remember, it was just an example, I think. Of course, you can test other hours as well. But I developed it with the MO.

It shows that the 20th hour is really good.

"Exploratory analysis for each trading hour" section.

 
I'm a layman, so without detailed explanations, I don't understand! Please let me know if there is any progress on the refund of the MT4 balance that I asked for last time!
 

Very good!


Thank you.

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