Searching for market patterns - page 9

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If you take e.g. minutes, the difference in average from the second picture is different from the difference in average from the first picture
 
in the figures are relative price increments
 

these are the differences so far

underneath - these are the reverse reconstructed ....

 
averaging does not take the number of counts, but the actual number of counts when there was a change ... not the number of all counts - even when there was no change
 
I'm a watery, I'm a watery... someone should talk to me....))))
 
trol222:
I'm a watery, I'm a watery... someone should talk to me....))))

Slightly off-topic)). I was scalping and tried a dozen different brokerage firms. So, all of them have very different minutes, some of them are prickly, others are smooth, others are just slow. They often have price differences up to 30-100 points (on five digits). I do not understand how one can become a rider.

So I do not understand how you can analyse them.

Just giving my opinion.....

 
Well first of all I wrote there - for example minutes... you can take weeks and days and so on... and build a lot of these lines... The example is given for one pair - just thought that in calculation of MA, for example, from increments of separately plus and minus ones, someone does so (1+1+0+0+1+1)/6, but more correctly (1+1+0+0+1+1)/4, that is, the averaging period is floating ...
 
It's a hassle to do in Excel, but it's very clear.
 
That's right. That's better))
 
any thoughts on this are more forward-looking, maybe someone has already researched it?
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