From theory to practice - page 1092

 
Evgeniy Chumakov:


Just decided to apply this formula to the minute increments in the sliding window t = 240 minutes.

Here's what came up.

1. I made a mistake, of course. The formula looks like this:

The X axis is a uniform scale of event counts (1, 2, ...)

Y-axis - value S^2=(Tn-Tn-1)^2-(PRICEn-PRICEn-1)^2.

Sign "-" instead of "+".

2. The sliding window should not be present in the calculations.

3. I will personally build such a graph for non-uniform time intervals between quotes.

4. You should look at 2 charts - a price chart and a chart of this spatial time interval S. The objective is to identify patterns in price movements.

 
multiplicator:
By the way, yes. maybe.
but the news came out at 10:30 and the movement started as early as 10:15.
insiders?

at 10:15 was the French PMI and also worse than forecast.

Studying the news is the first step in studying the market properly, without the anti-scientific heresy about puppets, conspiracy theories etc.

 
Alexander_K:

1. I was, of course, mistaken. The formula looks like this:

The X axis is a uniform scale of event counts (1, 2, ...)

Y-axis - value S^2=(Tn-Tn-1)^2-(PRICEn-PRICEn-1)^2.

The sign "-" instead of "+".

What is the physical meaning of S?

With a plus sign it makes sense, with a minus sign I don't see the meaning yet.

 
secret:

at 10:15 was the French PMI and also worse than forecast.

Studying the news is the first step in proper market research, without the anti-scientific heresy about dolts, conspiracy theories and so on.

yes. with one exclamation point. i wasn't even paying attention to it.
 
secret:

What is the physical meaning of S?

With a plus sign it made sense, with a minus sign I don't see the point yet.

:))). At first I was confused - I wrote a formula for distances according to Pythagoras' theorem...

And Minkowski's is exactly "-". For non-Euclidean spaces - exactly so. I don't know why. We have to look at the derivation of the formula... But the meaning is the same - distance, only in another space. Minkowski space.

 
Alexander_K:

And Minkowski's is exactly "-". For non-Euclidean spaces it is exactly so. Who knows why. It is necessary to see the derivation of the formula... But the meaning is the same - distance, only in another space. Minkowski space.

Using things, the essence of which we do not understand, is a sure way to failure).

Maybe Minkowski just didn't get the vertical line from the plus?)

And yes, where to see Minkowski's state, remind me?

 
secret:

Using things we don't understand is a sure way to fail)

Maybe... But, in my drowning state, I am grasping at any straw.

 
secret:

And yes, where can I see Minkowski's state, remind me?

Bass, you're on fire :))) Hilarious... Bravo!

 
Alexander_K:

:))). I first got confused - I wrote a formula for distances according to the Pythagorean theorem...

And Minkowski's is exactly "-". For non-Euclidean spaces - exactly so. I don't know why. We have to look at the derivation of the formula... But the meaning is the same - distance, only in another space. Minkowski space.

Let me put it this way.

I used a similar formula when I was a kid to pull grannies off the handicap.

but anyway, I was pulling it all the same

Now let's discuss

Tn-Tn-1=-1 when time is counted in steps equal to a second, e.g.?

then

(Tn-Tn-1)^2 is obviously 1

Why are you making this so hard?

so it will be 4, or 9, or 16

what difference does it make?

Personally, I've always had 1 there, and the rest of the formula is derived by sense.

 
Renat Akhtyamov:

Let me put it this way.

I used a similar formula when I was a kid to pull grannies off the handicap.

but anyway, I'm pulling it.

now let's discuss

Tn-Tn-1=-1 when time counts in steps equal to a second, for example?

then

(Tn-Tn-1)^2 is obviously 1.

Why are you making this so hard?

No one is complicating things. I personally am going to work with non-empty second TFs, when in 1, 2, 3... seconds was at least one tick. The time intervals there are inherently non-linear.

And going to Minkowski distances will just give a picture in a linear reference frame. I don't know what it will be. I hope it's a sine wave :)))

Reason: