Mashki and I. Captured by illusion... - page 2
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Но скорее всего получится, что перед разворотом бывает флет или непонятно что (иногда тренд иногда флет - средняя температура по больнице)
Alas, this also happens before a trend continues :)
Alas, this also happens before trend continuation :)
If the calculation is for intraday frames, the result will be the same. The volatility varies a lot during the day and the same timeframe does not take it into account. In less volatile times the price will invariably cluster around a longer timeframe. So, we should either consider the daily or take into account the volatility change. For example, by changing the Pipeline period. We should consider cases for every hour of the day.
Или отдельно рассматривать случаи для каждого часа суток.
This can be checked. Time of day is a separate parameter.
...
или надо рассматривать дневки, или учитывать изменение волатильности.
You can hardly draw conclusions from the day trips, what statistics are there. But to look for contexts, yes, I agree.
I was just subtly alluding to the advantages of the RWB approach over the TRS. :)
Это можно проверить.Время суток отдельный параметр.
To be more precise, not the time, but the volatility of the instrument itself. By the way, it has a remarkable property - a positive correlation coefficient between neighbouring samples in RPM. Therefore, it is easily predictable, which really allows creating leading indicators or smoothing the volatility itself without a noticeable FZ.More precisely, not the timing, but the volatility of the instrument itself. It has, by the way, a remarkable property - positive correlation coefficient between neighbouring samples in RRR. Therefore, it is easily predictable, which really allows creating leading indicators or smoothing the volatility itself without noticeable FZ.
It is better by the hour. Because in addition to volatility, there are other properties of time. Certain hours are more flat, others are trending. Of course, the concept of "trending" and "flat" in their specific definition, but it can still affect price behaviour in relation to the averages.
I hastily ran the minutes from 29/09/2009 to today. The window marked MV is the waving with a period of 15, MV is 5.
The observations are 98300. The "chamber" looks like this.
Colleagues!
What are your thoughts on dividing observations into classes?
This set is not broken down into classes. And even attempting to do so contradicts the very meaning of the idea.
What is the association between these pictures and market states?
Where is the actual material that is statistically representative?
What do you want to achieve by "classifying" these 4 pictures, which also refer to completely different objects?
Let's try to use logic rather than statistics. What is the difference between the MA and the open price?
MA(0; 15) - Open[0] = (Close[0] + Close[1] + Close[2] + ... + Close[14] - 15*Open[0]) / 15
How can this value be related to the trend on the zero bar?
P.S. I'm not snide, I'm just trying to understand the choice of this particular value. The excuses like "the pictures show so-and-so" will not be accepted. In the pictures, it seems that the crossovers of the bars give good signals - but this is not the case.