Discussion of article "A scientific approach to the development of trading algorithms" - page 3

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it is the shift in the mean, not the bell shape, that determines the probability of a trend continuation

The bell shape is responsible for volatility (higher/lower/bevelled).

 
Maxim Dmitrievsky:

the mean shift, not the bell shape, is responsible for the probability of trend continuation

Displacement is for the probability of presence, not continuation.

i.e., "buy and hold," not "buy if it goes up."

 
Maxim Dmitrievsky:

the mean shift, not the bell shape, is responsible for the probability of trend continuation

The bell shape is responsible for volatility (more/less/bevelled).

Volatility is the amplitude per unit of time. I use block charts without time. How can I measure volatility if there is no time? If you have any ideas, it would be interesting to read.
 
I forgot to write in the article that if you turn the logic in the robot around, i.e. instead of buy do sell (trade on reversal), you can trade highly correlated assets. Only first you need to make pairs of them. For example sber/sberp and trade a pair or brent/wti. You need to modernise the logic for this to synchronise the volumes.
 
Maxim Romanov:
Volatility is the amplitude per unit of time. I use block charts without time. How can you measure volatility if there is no time? If you have any ideas, it would be interesting to read.
Write time in volume
[Deleted]  

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I hope you get the idea, and that's what counts.

 
Rorschach:
Time in the volume to write

I don't want to factor in time. There are plenty of other ways to do it. Like counting the RMS over a period or just outputting the amplitude over a period. It's kind of like volatility, but it's not. As a result, you can estimate how much the process tends to move vertically. I don't need time for my tasks.

I want to get away from a rigidly defined period. Why should I count for 40 blocks, for example... I want to make the parameter floating, to change itself.

 
Олег avtomat:

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I hope you get the idea, and that's what counts.

Of course it is clear) reflects the essence well. But instead of t0-t1, you can use any other parameters, but the visualisation is interesting in the figure.

 

Maxim Romanov:
Волатильность это амплитуда в единицу времени. Я использую блоковые графики без времени. Как можно измерить волатильность если нет времени? Если есть идеи, будет интересно почитать.

As examples/suggestions:

- take fractals and the spread between top/bottom/current.

- crosses/zeros/current price

- i.e. any indicator based on maximum no time.

 
dr.mr.mom:

As examples/suggestions:

- Take fractals and the spread between top/bottom/current.

- crosses/notches/current price

- i.e. any indicator based on maximum no time.

I have already taken blocks of size n points) there is maximum no time. I tried fractals, but I did it differently, I did not like it. I stopped on blocks, because we earn from the size of the movement in points.

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