Market phenomena - page 35

 
Mischek:
There is no asymmetry and there cannot be

Why? Maybe, imho, but only it should be observed for the currency, not the pair.

After all, the same gold moves asymmetrically. There is a notion of "panic sell" and there is a notion of "panic buy"?

 

Mathemat:

Well, if we take the logarithm of the ratio rather than the difference in neighbouring prices, then perhaps the asymmetry will disappear

All that remains is to find out where to get a broker who will count the accounting on the deposit by the logarithm of the ratio rather than by the difference between opening and closing prices of orders?

Mathemat:
Price is limited to zero from below anyway.

And the deposit is subject to a margin call, which may come much earlier than the price is not too close to zero.

 
Mischek:
There is no asymmetry and there can't be.


There is. I will try to calculate it programmatically. (but I don't think it will help me in any way)). And why can't it be?

Can you prove otherwise in arbitration?... though...

 
lizzavet:
Here's a strange phenomenon: the average maximum upwards price acceleration is always greater than downwards on all currency pairs.


And how did you see that acceleration, it is different for every timeframe and if you want to take it into account its relative to something, so what did you look at?

This should be a different acceleration for each minimum step (by count) for each depth on the history (depth in the number of counts), and how to build it all in one ?

They don't know how to do it, they just don't know how to solve the problem.

Alexei, you have warned me not to troll here, but you have written a saying underneath, you said not to troll and engage in a dialogue, I will not respond, but it is not nice to do that either.

 
trol222:


And how did you see this acceleration, it is different for every timeframe and if you want to take it into account then you should take it into account what did you look at?

Aleksey, you have warned me not to troll here. You just said, "No, I will not troll and you start a dialogue, but it's not nice to do that.


I have noticed it by eye, to be honest), but it's obvious. And only the absolute value of acceleration depends on the timeframe.
 
lizzavet: There is. I will try to calculate it programmatically. (but I don't think that will help me in any way)). Why can't it be?
So post the code, we're looking forward to it.
 
lizzavet:

Thank you)) And how do you explain this phenomenon?

I'm just stating a fact:)

As for the question, I don't really understand it, especially the term "average maximum price acceleration". Simply, "maximum" means extreme value, and I don't yet understand the condition of many maximum accelerations to estimate the average in one place. And what is acceleration? Just need to clarify. Second derivative? There's a philosophy here, the quotation is tricky, it's not diff-meaning anywhere. Or in places... If it doesn't break down and says it has a headache, there's a problem with the limits, they can't exist sometimes. You have to make "sense" there. They usually do it through sko.

Although Mathemat is strong here, he's mighty good at it.

 
Reshetov: It remains to be seen where to get a broker who will count the accounting on the deposit by the logarithm of the ratio, rather than by the difference in opening and closing prices of orders?

What has a broker got to do with it, Yura? It's just a spotted phenomenon.

But I'm afraid lizzavet didn't mean acceleration, just a return as price difference.

 
lizzavet:

I've noticed by eye so far, to be honest), but it's obvious. And only the absolute value of the accelerations depends on the timeframe.

I don't know about the people here, but it seems to me that it is a major mistake to take out a single timeframe and squeeze something out of it.
 
TheXpert:

Why? Maybe, imho, but only it should be observed for the currency, not the pair.

After all, after all, the same gold moves asymmetrically. There is a concept of "panic sell" and there is a concept of "panic buy"?


I'm just saying it cannot depend on whether the quote is forward or backward, and gold is already a commodity ) and as a fund there are other phenomena
Reason: