First sacred cow: "If the trend started, it will continue" - page 51
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No, it won't, Slava. The difference in distribution from the same for normal candles is too insignificant. Here's the Range - it's closer to the body.
or its, although even equivolume ones in some cases give a good approximation :) just not quite understand faa1947's point about not applying the need to transform the series to a stationary one. That's what TC does - its results must be sufficiently stationary and with positive MO. But the system doesn't have to be always in the market, so it's not necessary to convert the whole price series to stationary. And where this is needed, the rules in TC do (converting price series to stationary system returns)
Yes, exactly. The "equal-time" tick flow itself (with equal intervals between two neighbouring ticks) is stationary. The source of non-stationarity is a significant difference in tick arrival density per unit astronomical time.
Да, точно. Сам по себе "равновременной" тиковый поток (с равными промежутками между двумя соседними тиками) стационарен. Источник нестационарности - существенное различие плотности поступления тиков за единицу астрономического времени.
А... That's what non-stationarity is, it turns out :) Or "the source of unsteadiness". A citation!
or its, though even equivolume ones in some cases give a good approximation :) just not quite clear faa1947's point about not necessary transformation of series to stationary. That's what TC does - its results must be sufficiently stationary and with positive MO. But the system doesn't have to be always in the market, so it's not necessary to convert the whole price series to stationary. And where it is necessary, the rules in the TS do that (converting the price series to stationary system returns).
Jesus, it's the other way round. Work with the BP that is available. The market changes and the trading system remains.
Yes, exactly. The "equal-time" tick flow itself (with equal intervals between two neighbouring ticks) is stationary. The source of non-stationarity is the substantial difference in tick arrival density per unit astronomical time.
Thinking that the time interval at which an investor enters the market is also significant.
Господи, да все наоборот. Работать с тем ВР, какой имеется. Рынок меняется, а торговая система остается.
I don't know if you're right or not (I'm not good at this theorising), but the whole thread looks very strange :) It's an exchange of "imhas".
I don't know if you're right or not (I'm not good at this theorising), but the whole thread looks very strange :) It's an exchange of "imhas".
Like talk, talk, talk...counter-revolution alone?
:))))))
Не знаю, правы вы или нет (не разбираюсь в этих теоретизациях), но вся ветка выглядит весьма странно :) Обмен "имхами" какой-то.
Is that all you had to say in this thread? Thank you for your opinion.
I don't know if you're right or not (I'm not good at this theorising), but the whole thread looks very strange :) An exchange of "imhs" of sorts.
We're trending here.
Here are two fresh pictures with a shift of about 1 day. There were one trend and now there are other trends. And most importantly you cannot see how long they lasted, where they started and where they ended. This is not theory, but pure practice.
Это всё, что Вы хотели сказать в этой ветке? Спасибо за мнение.
If you want to know more, go through the thread, there are more of my opinions (on the subject). There's also an opinion about the aims of the topic. Read it too, if you haven't seen it :)