Market phenomena - page 22

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paukas:
Stochastic modelling of bulk solids motion.

Have you tried writing an EA or indicator based on this?
 
You know, forex has little to do with sand and gunpowder.
 
MetaDriver:

How I wanted to...! :) I wrote a whole program to make you feel better. I guess it wasn't meant to be. ;)

Next time, choose a good system, not Excel. And to compare the difference between excel and MathCAD generators, I have no time now.

P.O.: You haven't refuted anything, that's the point.

 
paukas:

They're plotting against you! They are everywhere!

By the way, they're the reason TA doesn't work for you. Pests!

Don't flatter yourself, TA doesn't work for you either, you bloody tycoon.

Stochastic modelling of the movement of bulk solids.

Are you referring to the movement of crumbs in the beard during and after meals?

 

That's how, how you can work creatively in an atmosphere of bullying and jealousy!!!

:о)))

 
Farnsworth:

That's how, how you can work creatively in an atmosphere of bullying and jealousy!!!

:о)))


I haven't noticed much harassment. We have to figure it out. Understand.

Everyone gets it in their own way.

 
Farnsworth:

That's how, how you can work creatively in an atmosphere of bullying and jealousy!!!

:о)))

It's an outrage! It's all tycoons and mercenaries.
 
Vinin:


I haven't noticed much harassment. We have to figure it out. Understand.

Everyone has their own understanding.

Colleagues, that was a joke, a very old one. I made faces at it.
 
We will hopefully get to more serious "fractal" mathematics in the study of "fat tails". It will take some more time, but for now I am posting a near-scientific study that has given me some thoughts.
Model assumptions.
There is reason to assume that there are several processes sitting in the cots, which is what I want to find. The main, "carrying process" is supposedly some kind of increasing/decreasing trend, which by some kind of stochastic algorithm interrupts another process (or processes). The idea is simple to start with - remove those increments that theoretically belong to "fat tails" (or some other sub-process) and see what happens. The first, easiest way to classify is to "filter out" everything that sits inside +/- LAMBDA
Open(n)-Open(n-1) increments, M15, EURUSD:
From 0.0001 in increments of 0.0001 to 0.025 I go through the LAMBDAs, leave only those increments that fall within the specific +/- LAMBDA channel, add up, and determine the linear regression determination coefficient for each LAMBDA. Yes, it is clear that there will be omissions (I count them as zeros), but now I just want to look at the process itself.
Coefficient of determination (CD)/ LAMBDA
Let me remind you that CoD, quite simply, is a certain percentage which shows how much of the data explains the model. The maximum (0.97) is reached when LAMBDA = 0.0006
The filtered increments can be added together to give two processes:
The value of 0.0006 is slightly less than the RMS of the incremental process. For comparison, we can look at the second local extremum, with a LAMBDA value of 0.0023 (about 3 RMS):
Such "trends" can be identified on all quotients, and some (and most of them) are upward and some are downward. It is clear that this method is near-scientific, but on the other hand it has provided some ideas, an alternative representation of systems with a random structure.

 
Farnsworth:
Open(n) - Open(n-1) increments, M15, EURUSD

One thing I don't understand is why do you need to analyse Oreps, the trends are drawn on the highs and lows, that's the Dow theory:

Orens and claws may artificially go down or up at the close of the bar, sometimes it seems that at the close of the bar "the colour of the candle is changing".

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