Market phenomena - page 13

 
Candid:

This, imho, is a much nicer recipe for getting the phenomenon than the original one (using the Matkadian histogram function as a black box). But it is not without dark spots either, so I guess we'll have to wait until Sunday.

I immediately remembered alsu and the quantile regression he promotes.


Why wait - you can easily do it yourself. L just make it parametric and stop at the value that generates the alpha process as close to the line as possible, there are plenty of criteria.
 
Candid:

This, imho, is a much nicer recipe for getting the phenomenon than the original one (using the Matkadian histogram function as a black box). But it's not without dark spots either, so I guess we'll have to wait until Sunday.

just to clarify, it's important:

(1) mathCAD has an excellent histogram function, not a black box at all.

(2) It has nothing to do with it, it's just a tool. It's the classification that counts, that's the main phenomenon:

Apparently I am so bad at explaining :o(

(3) You could use any other tool, I might not show what I see on the histograms at all

 
Farnsworth:

and %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% and take away all the stalls :o)

If, you need a caretaker or janitor, let me know... gladly....)))
 
Farnsworth:


.... Yes, there are successes, and good ones (I put something out in real mode during testing), and I could shake off trimmed reports like paukas and write everywhere that "it's like you can't do it" etc. But I am honest about my achievements and understand that this is not a business yet (in my mind). ....

You are the greatest of the uncircumcised! :))

How elegantly you are a liar. I bow and prostrate myself!

 
Farnsworth:

It took me more than a year to do fractal analysis, not every day, of course, but I did it pretty intensively, if possible. I'm not going to post everything, I'm sorry.


If it's a secret, you should have just said so: take your word for it - all memory is in the tails :)

Farnsworth:

Show me in detail what you did and what you failed? Take M15, UERUSD for 10 years, maybe five. Take the Open(n)-Open(n-1) process, build histograms with different steps and display them here. But mark it with dots, not bars. It will make sense, but not really, I can say the earth is flat and I'll be right...in a way.

in the formula Open(n)-Open(n-1), what is a step? To avoid unnecessary writing and construction, let's clarify how you divided it into intervals (variable h). Because all you have is written that it's a function argument, but you don't say exactly what to do with it. :)

 
ZetM:
If you need a cleaner or janitor, let me know... gladly....)))

I don't think you'll need a funeral attendant or lots of ammunition :o)
 
paukas:

You are the greatest of the uncircumcised! :))

How elegant of you to lie. I bow and scrape!


Yes, I'm a bit of a liar, but not too much, mind you. Just missed you :o)
 
Farnsworth:

Yes, I'm lying a bit, but not too much, mind you. Just missed you :o)
You lie a lot, but not accurately. Waiting for an answer to Slavin's question.
 
Avals:

Well, if it's secret, you should have said so right away: take your word for it - all the memory is in the tails :)

It is not secret, you just have to write a lot, and even worse, restore a lot. A year of work was eaten by virus :o(

What's a step in Open(n)-Open(n-1) formula? To avoid unnecessary writing and construction, let's specify how you've divided into intervals (variable h). Because you've just written that it's a function argument, but you haven't written exactly what to do with it. :)

OK, one more time:

in the formula Open(n)-Open(n-1) what is step

is increments, the step is 1 bar (15-minute series, but you can do less), we subtract the previous value from the current one, we get a series like this

and on this series we build a histogram. In MathCAD, you set the number of intervals and indicate which series to process. Steps range is divided by number of intervals, then we get interval length, and MathCAD calculates and shows frequency of everything in these intervals. I suppose, MathCAD loops through the initial series and determines for each reference in which interval it "got". After processing it shows a matrix, the first first column is the sequence of intervals, the second column is the number of variables that were in that particular interval.

Any luck explaining it?

 
Farnsworth:

it's not secret, there's just a lot to write, and even worse, a lot to restore. A year's work was eaten up by a virus :o(

ok, one more time:

these are increments, step 1 bar (15-minute series, but you can do less), subtract the previous value from the current one, we get a series like this:

and on this series we build a histogram. In MathCAD, you set the number of intervals and indicate which series to process. Steps range is divided by number of intervals, then we get interval length, and MathCAD calculates and shows frequency of everything in these intervals. I suppose, MathCAD loops through the initial series and determines for each reference in which interval it "got". After processing it shows a matrix, the first first column is the sequence of intervals, the second column is the number of variables that were in that particular interval.

Any luck explaining it?


Not really :) if the first column is a sequence of gyrations, and the second column is how many increments it contains, then what happens when the interval size is less than a point? For example, let EURUSD m15 change from +100 to -100 pips. I.e. the range = 200 points. Let us take 700 intervals. The width of one of them will be 200/700=0.29 points. In reality, the increments are a multiple of a whole number of points. For example, there will be 3 empty intervals between 5 and 6 point increments, in which nothing should fall, unless you move to an additional sign later ;) I.e. the number of intervals should not exceed the range in points
Reason: