Why is the normal distribution not normal? - page 25

 

The use of time is when a(n) data is selected from time considerations. For example, TF10. Or considering multiple TFs.

Non-use of time is when data a(n) is selected without using time. For example, ZigZag vertices.

 
Mathemat >> :

Am I the last fool around here who still uses time sometimes?!

After me.

 
getch писал(а) >>
Don't underestimate your opponent. Especially when you know nothing about him. >> Going off on personalities is flubbing.

Exactly, and if you had followed that rule yourself, you would have admitted that most of your outpourings are flubber.

And you never gave me a quote where I called anything bullshit. Or your apology, for that matter. Of course not.

And you like to throw around such words, and not only such.

By the way, about that quote from Neutron. It shows that he does not use time. And what he does use is called a time lag. And he does it to investigate correlation statistics. You may not know it, but you often have to use BP summation to estimate statistical values. The argument for this summation is time, but the result is independent of time. So only your fevered brain could see time dependence in Neutron's results.

I'm not interested in your 99%. Play with them alone.

 
Yurixx >> :

Exactly, and if you had followed that rule yourself, you would have admitted that most of your outpourings are flubber.

And you never gave me a quote where I called anything bullshit. Or your apology, for that matter. Of course not.

And you like to throw around such words, and not only such.

By the way, about that quote from Neutron. It shows that he does not use time. And what he does use is called a time lag. And he does it to investigate correlation statistics. You may not know it, but you often have to use BP summation to estimate statistical values. The argument for this summation is time, but the result is independent of time. So only your twisted brain could see time in Neutron's results.

And your 99% is of little interest to me. Play with them on your own.

You didn't call it the word "nonsense" either. That's why there's no quote, just as there was no claim on my part that I claimed it. You can pick up any synonym for the word "nonsense" you like.

If you consider the analysis of the various TFs to be irrelevant to time, that's odd.

 

The statistics is made by the same indicator but on different TFs, you can see how with the increase in TF the RMS is getting closer to the MO.


M1.....M5

M15...H1

I have not been able to fit everything in one window on M1 even on the smallest scale, so I shifted peaks, but I wanted to show the tendency of relative error decrease with TF increase, so I considered it acceptable to shift it.

 
getch писал(а) >>

If you regard the analysis of the various TFs as irrelevant to time, that's odd.

If you haven't realised that Neutron doesn't deal with the analysis of different TFs, that's unfortunate.

If you didn't understand that even after my explanations, then that's serious. >>Sorry.

 
HideYourRichess >> :

>> After me you will.

Shame on you gentlemen. You look like decent people.

 

I didn't really claim anything: I was last in line and still am :)

 
Neutron писал(а) >>

Tried.

If you can find a long enough series of minutes (several years), I'll show you the result. In a nutshell it is as follows: As the TF increases, the pair correlation coefficients between adjacent samples of RPR fall almost exponentially fast, and the product of CC on instrument volatility invariably falls with increasing TF, despite the root growth of volatility (the exponent decreases faster than any power function). That is why after the TF 100-500 there is nothing to catch, before the TF100m there is nothing to catch. As a rule, the optimum is at 4h, but DTs strictly overlap the maximum return in this scenario at all pairs.

Here is the data for the DOI index:

The M1 series from 2006 to the present is on the left in the figure. By the way, the failure of the World Crisis is clearly visible. The second figure shows the distribution of increments... How do they quote it! On the right is the profitability of the "ideal" TS not using time in the analysis (only price changes).

Looking further...

You calculate QC as the probability that the colour of the 0th account coincides with the kth. I meant if you take not minute candles but a larger timeframe (5M,15M,30M,1H etc). Have you tried it that way?

 
Mathemat >> :

I didn't really claim anything: I was last in line and I'm still in line for now :)

Can I get in after you? Well, I'm already in line, but I don't know... I don't know if they're going to give out too many in one hand.

Reason: