Average daily journey in points by instrument.

New comment
 

Hello again, my young viewer)))

I am interested in the daily fluctuations of different instruments.

The change in the number of ticks (density) in the average intraday may be considered proportional to the change of volatility (N-L).

At first sight this value seems to change almost synchronously for different instruments.

But the density of the cycles may have different changes on different instruments.

In fact if we take 3 samples then in the first variant it is possible to see at first sight 2 cycles, and in the second one - none.

 
Jos, what do you mean by "cycle", "volatility", "price change", "cycle density" and "average daily movement"? Giving the right definitions is already half the answer.
 
Cycle is a price movement in pips in one direction and back. Cycle density is the number of cycles with different frequency (which only can be) within a certain interval. Alexei (mathematician) analyzed the amplitude of ticks, it is mainly +1 point or two.
 
Jos, do you know the correlations between annual average, monthly average, weekly average, daily average and hourly average (bad word) price movements?
 
Svinotavr:
Jos, do you know the correlations between annual average, monthly average, weekly average, daily average and hourly average (bad word) price movements?


Dimkow, can you be straightforward?
 
Trololo:
Dimkow, can you be straightforward?

I'm not being flippant :) You need to know these dependencies, they are the most important market patterns that "lie on the surface". Go to your personal account. But, better to do your own research in this area, more accurate and objective.

 
Svinotavr:

I'm not being flippant :) You need to know these dependencies, they are the most important market patterns that "lie on the surface". Go to your personal account. But, it's better to do your own research in this area, more accurate and objective.



It seems to me that it is the analysis of market cycle densities that is important (not the price increases themselves, but the completed cycles), price returns if you like.

well, this can indirectly manifest itself in your form (as shown in the link). after all, the density of cycles is the density of possible profitable situations.

 

At the end, I want to show you this trick. Throw the ATR indicator on the chart. This is one of the price volatility indicators. Set the period to 24. Set the time frame to H1 and look at the indicator. And then change the timeframe to M30 and look at the indicator again. There is a lot to think about. Have a good day.

 
Some of the answers arehere, but in general I advise you to master MQL, the returns are much higher than from the forums (not hinting at any).
 
Svinotavr:

At the end, I want to show you this trick. Throw the ATR indicator on the chart. This is one of the price volatility indicators. Set the period to 24. Set the time frame to H1 and look at the indicator. And then change the timeframe to M30 and look at the indicator again. There is a lot to think about. Have a good day.


I squinted, closed one eye at a time and then the other, then stood back and tried to look over my left shoulder. Finally I decided to put on my grandmother's glasses, I thought, well, no, I didn't see anything new.
 
Svinotavr:

At the end, I want to show you this trick. Throw the ATR indicator on the chart. This is one of the price volatility indicators. Set the period to 24. Set the time frame to H1 and look at the indicator. And then change the timeframe to M30 and look at the indicator again. There is a lot to think about. Have a good day.


If you mean the fluctuations of the indicator, they reflect the changes in volatility during the day.
12345678910111213141516171819202122232425
New comment
Reason: