Volumes, volatility and Hearst index - page 21
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Words of gold.
Just these? I was counting on a higher percentage :o/
Only some convert them immediately with their own methods, while others use a preliminary conversion into candles and then everything else. I'm glad we understand each other.
Great! Let us all stay out of their way in this intimate process :o)
I'd love that. I can only imagine one way of using Hearst: differentiating between trend and return states to select the appropriate strategy. I.e. the answer to the sacramental question of how to separate trend from flat.
In my theory, which I outlined a little bit above, there is no "flat"/"trend", but never mind, we can use it as a reference point for now. After all, you seem to have got the value of the Hearst index for a quote process of longer duration - about 0.5. In a sense this is kaput :o).
Let's formulate our tasks more clearly and practically, may be we will be able to find something, for example
I don't believe in Hearst's predictive properties. It requires too many statistics.
And the problem "return or persistence", imho, cannot be solved within the scope of information about only one currency pair.
I failed once, but (between you and me, just shhhh), hope for Yuri. :о)
Too many statistics required.
Slightly not, despite the powerful formula about the number of trajectories (there are even more :o)
However, in terms of common sense, ticks contain all available information about the current state of the market.
Alas, this is not the case ;)
Alas, it's not ;)
Greetings!
Join in, we need to finally get the indicator in place :o)
Greetings!
Join us, we need to finally get the indicator in place :o)
Good evening)
I'd love to, but I have no time for research at all (with my studies in full swing).
In my theory, which I have described a little bit above, there is no "flat"/"trend", but okay, we can rely on that for the time being. After all, you seem to have got the value of the Hearst index for a quotation process of longer duration - about 0.5. In a sense that's kaput :o)
Let's formulate our tasks more clearly and practically, may be we will be able to find something, for example
Seryoga !!! You have to be more careful. I've highlighted a bit here, that's what I mean. I got the value of the Hearst index for an absolutely, irrevocably and definitively random series generated by the built-in PRNG. It has as much to do with the quoting process as I have to do with the Nobel Prize. It was (bow to Vita) a test case. And that's it !
And when I say trending/floating, it should also be taken with some understanding. We've been hanging out here for years. It has long been understood that these concepts are relative. So treat them as terms of fuzzy logic.
But the program's right, I'll give you that.
I would single out the band around the 0.5 mark, where we smoke bamboo. Above that is conditionally a trend. Depending on the Hurst value we forecast the duration and/or the size of the trend. Below - conditionally flat. Depending on the Hurst value we forecast the oscillation range. All this all, of course, on the basis of studies which will show the corresponding correlations. If they cannot be found, forecasting will hardly be possible.
I don't believe in Hearst's predictive properties. It requires too many statistics.
And the problem "return or persistence", imho, is not solved within the framework of information about only one currency pair.
And it's not about him. I have expressed my attitude to the classical Hearst. We may speak only about localized Hearst, if it is possible to construct one.
But if it succeeds, no one forbids calculating it for any basket.
Join us, we need to finally get the indicator in place :o)
Sergey, we need it too. Where are you going to put it?