From theory to practice - page 67
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The final versionof the forex keys. Here it is:
1.Tick data receptionmethod-ANY
2. volume of tick data sampling -ANY
Calculated from Chebyshev inequality, so that this volume contains at least 99% of values of incremental distribution
3. Sampling measure of central tendency -NEEDED
In general it is a simple arithmeticmoving average SMA.
4. current variance -NEEDED
Calculated for the current sample size when each new tick is received
5. Historical average variance -NEEDED
Calculated based on historical historical data for the current sample size.
6. Current asymmetry coefficient-NONE
Calculated for the current sample size as anonparametric skew at each new tick
7. Historical average skewness factor -NONE
Calculated as anonparametric sk ew module based on archived historical data for the current sample size.
Bullshit and ignorance!
The market is NOT stationary and all values found will change over time.
How can we protect the forum from individuals who are unwilling on principle to read the special literature, who on principle do not provide evidence for their inferences?
Bullshit and ignorance!
The market is NOT stationary and all found values will change over time.
How to protect the forum from people who on principle do not want to read special literature, on principle do not provide evidence for their conclusions?
The market is NOT stationary and all found values will change over time.
Stationary or non-stationary is all relative.
If the process is stationary in the interval of, say, 5 m, and I need this interval, the process is stationary for me. Moreover, I may not be at all concerned about properties of the process beyond these 5 m, and even the existence of the process in general. The same can be repeated by substituting -non-stationary.
Stationary or non-stationary is all relative.
If the process is stationary in the interval of, say, 5 m, and I need this interval, then for me the process is stationary. Moreover, I may not be at all concerned about properties of the process beyond these 5 m, and even the existence of the process in general. The same can be repeated by substituting -non-stationary.
I completely agree with you when studying history.
But the problem is that NOT stationarity will be "beyond" where you will make trading decisions. This is the point of NOT stationarity in that you will be making decisions in areas that have NOTHING to do with the beautiful, stationary history you have studied. And the worst part is that the variance is bound to be multiples (or maybe orders of magnitude) greater than what you get on the stationary plot
Here is the formula:
Here is the result in excel:
Am I calculating the RMS correctly?
Here's the formula:
Here's the result in excel:
Take n equal to, for example, 100. Count the sko, then move the window by 1 and count again. and so on 100 times. You will be able to plot the sko. For some reason it seems to me that the sko will be variable. And if it is, then everything written on the 69 pages is just nonsense.
Take n equal to, for example, 100. Count the sko, then move the window by 1 and count again. and so on 100 times. You will be able to plot the sko. For some reason it seems to me that the sko will be variable. And if it is, then everything written on the 69 pages is just nonsense.
Of course it will be variable, that's what Bolinger is built on.
Bollinger Bunds is the SCO deferred from the MA, subtract the BB lines from its swing and you get the SCO.
There's even in the BB settings how much RMS to defer from the waving.
Take n equal to, for example, 100. Count the sko, then move the window by 1 and count again. and so on 100 times. You will be able to plot the sko. For some reason it seems to me that the sko will be variable. And if it is, then everything written on the 69 pages is just bollocks.
The question is "how variable". How much will it vary from week to week (month to month).
What is the advantage of a standard deviation over a simple average deviation?
wanted to calculate the standard deviation and found out that this is the same as cattle )