Is the Cauchy difference a precursor to a reversal and/or correction? - page 2

 
Yousufkhodja Sultonov:

correct: MG = (C1*C2*...*Cn)^(1/n) - the root of the nth power of the price product;

can you show how this is described by the original source ?

 
Yousufkhodja Sultonov:
They will be understood by the next generation of programmers. In the meantime, the task is easier and closer to the practice of commerce.
"All will die, but I will remain." )))))
 
Iurii Tokman:

can you show how this is described by the first source ?

In particular, here:


http://www.grandars.ru/student/statistika/srednyaya-geometricheskaya.html

The geometric mean allows you to keep the product of the individual values of a given quantity, rather than the sum, unchanged. It can be determined by the following formula:

= MG = (C1*C2*...*Cn)^(1/n)

Geometric averages are most often used when analysing the growth rate of economic indicators.

Средняя геометрическая
Средняя геометрическая
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Средняя геометрическая простая и взвешенная
 
Yousufkhodja Sultonov:
Particularly here:
OK, leave a message in your mailbox and we'll talk on Monday.
 
Iurii Tokman:
Okay, text me your mailbox and we'll talk on Monday.

Even in the link given, the authors got it wrong, that's right:


 
Yousufkhodja Sultonov:

Even in the link given, the authors got it wrong, correctly so:


Yes, I noticed.
 
elibrarius:
"All will die, only I will stay" )))))
Wasn't said in that sense, I'm 69 and have five years left, judging by my father.
 
Yousufkhodja Sultonov:


n is the period of the indicator.

in your calculation table, the period equals the sequence number

increases by 1 each time ???

this point is not clear

 
Yousufkhodja Sultonov:



It can be seen that, indeed, on the M1 TF, the Cauchy difference (K) reverses before the price, and the deceptive price spikes before the reversal no longer affect the indicator's verdict of a decline. Subsequently the reversal is confirmed. I repeat, so far everything is at the level of supposition. When the indicator is available, it will be clear.

Actually it is not visible. You can see that, as with all indicators, there is a lag. First the price - and then the indicator).
 

the difference between the arithmetic mean and the geometric mean will reach the maximum half-period after the top, plus or minus some %period (the shift depends on the difference and the ratio between the current price and the period-backward price); This is for an upward move..if downward, then after half-period the difference will be minimum (again +-).

This is from memory, about arithmetic :-) No need to invent unnecessary entities like "Cauchy differences", Occam's razor is still stronger :-)

Reason: