From theory to practice - page 1105

 
Alexander_K:

The sinusoid sits in the dispersion of the process.

That is, the half-width of the wave packet(probability density) changes ("shakes") over the course of a day strictly periodically.

Some uncle in one of the threads said that if you can predict the variance relative to the mean, then predicting the price is nothing.

From the pages of this forum I once again say to this uncle - if we consider the variance of the process not from STO price vs. average, but from STO distribution of increments in the sliding window = 8 hours, then the variance(the probable deviation of price from average) varies sinusoidally. So?

A small addition.

This periodicity of variance is directly related to the periodicity of tick volumes in the window = 8 hours. Only how to relate tick volumes and price - I can't think of anything.

 
Martin Cheguevara:

do it and show me what to do next

I hope I made myself clear?

It's just easier for me to express my thoughts this way than with language, but if anything, I will explain.

All is clear, I could not write further. In general, you have some (X - formula) in a dynamic window. The window is counted at each bar by some conditions.

The spread as a window and the sum of the increments within that window I've already looked at - it doesn't seem to be the case. So something else is needed.

 
Martin Cheguevara:


I read your posts carefully (as time permits). And not only yours. I mean, don't think that everything passes me by. Some I check, some I do not.

But because I can't deal with the market all the time (I give Forex market 2 hours a day on average) - it's hard for me to build a whole picture of your (or any other trader's) ideas.

So, do not get upset too much - for me or for someone else your posts will help.

And I, in fact, do not need ideas, but a great trading signal. However! For those who like to stuff me in the PM, my friends - I do not need signals that are not grounded in theory. Signal + theory! Then we'll talk.

 

Alexander_K:


Signal + theory! Then let's talk.

I remember watching a story once on TV, in brief - the Chinese signed a contract with a German company (I think) to build (in China) high-speed trains. Then, after seeing how it was done, they broke the contract (simply put) and began to make everything themselves.

Something about the same approach here))))

 
Alexander_K:

The sinusoid sits in the dispersion of the process.

That is, the half-width of the wave packet(probability density) changes ("shakes") over the course of a day strictly periodically.

Some uncle in one of the threads said that if you can predict the variance relative to the mean, then predicting the price is nothing.

From the pages of this forum I once again say to this uncle - if we consider the variance of the process not from STO price vs. average, but from STO distribution of increments in the sliding window = 8 hours, then the variance(the probable deviation of price from average) varies sinusoidally. So?

Well... not exactly a sine wave, but the periodicity is there.

I pulled my chip on the chart today.

But to do so I had to apply another interesting formula (tried and tested in real trading).

Now I can show you, because it's not easy to get it:

And for today, the signal on the pound is trending - SELL:

here you can see with the naked eye how to define a flat and how to define a trend.

that's how it is, the market - an eternal struggle of buying and selling volumes (sellers and buyers for the best price), especially in the flat

and nothing else!

 
Evgeniy Chumakov:

All is clear, I could not write further. In general, you have some (X is a formula) in a dynamic window. The window is counted on each bar by some conditions.

The spread as a window and the sum of increments within this window I have already looked - it does not seem to be the same. So something else is needed.

Can you do it the way I told you or not? It's not hard... No means no.

 
Alexander_K:

A small addition.

This periodicity of dispersion is directly related to the periodicity of tick volumes in the window = 8 hours. But I can't figure out how to relate tick volumes and price.

I can't decide - divide minute increments by minute volumes, and then sum them all up to obtain a new chart.

I have already tried it.

 
Alexander_K:

I read your posts carefully (as time permits). And not only yours. I mean, don't think that everything passes me by. Some I check, some I do not.

But, because I can not engage in the market all day long (I give Forex market 2 hours a day on average) - it's hard for me to build a whole picture of your (or any other trader's) ideas.

So, do not get upset too much - for me or for someone else your posts will help.

And I, in fact, do not need ideas, but a great trading signal. However! For those who like to stuff me in the PM, my friends - I do not need ungrounded theoretical signals. Signal + theory! Then we'll talk.

Imagine you see a man walking backwards and upside down on his head. That's about how I see everyone here. Well, it's a shame... all that energy for nothing.
 

Alexander, what about entropy, abandoned?

how was it supposed to be applied?

 
Roman Shiredchenko:

the process for the sake of the process - here too, I'm prepared to inform you without going too deep that it's masturbation.

Writing on the desk is for the writer.

"Artists" - don't steamroll the left, who and when to offend and which artists and what degree of offence...

I wouldn't advise repeating "offence", ask what it means in prison, which none of us "gentlemen of fortune" are immune from.

We are not artists, we are "money-pumpers", predators, parasites of the system, who gives a fuck about the opinion of others, about public opinion, well, only if you do not need to attract investors, although in such a situation you can hire a public clown, and the trader needs only profit, this is the highest degree of autonomy and asociality, it does not matter to be a good guy.