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The market BP itself is rubbish.The stationary reversion process is taken out of it.
Open M1 increment
According to the formulae of the normal distribution.
As far as I remember, you are thinning rows and using ticks. If the market is fractal, why not use the same analysis on higher timeframes? .... Maybe then I wouldn't have entered the trade early.......
Yes, that's right. And thinning is not easy - depending on the time of day and the day of the week. Vladimir initiated the idea and thanks him very much.
I will analyse it at the weekend.
I think you are using ticks as I remember. If the market is fractal, why not use the same analysis on higher timeframes? .... Maybe then you would not have entered the trade early.......
I wrote about it not so long ago, but Che criticized me, saying it makes no sense and so on.
But for me the higher you fly, the less predators will fly higher, KF avatar)))
Yes, that's right. And thinning is not easy - depending on the time of day and the day of the week. Vladimir initiated the idea and thanks him very much.
I will analyse it at the weekend.
Yes, that's right. And thinning is not easy - depending on the time of day and the day of the week. Vladimir initiated the idea and thanks him very much.
I will analyse it at the weekend.
So which probability distribution are the price series closer to?
You should not thin these filters, use H1, H4. If you do not know what to expect, you should take them in the beginning of the day.
I do not even bother with the older ones :-) I get cycles of 3 and 8 days. Because the interbank, because when they have a problem, it goes to the exchange within a couple of days.
You don't even have to worry about the older ones :-) you get cycles of 3 and 8 days.
Why 3 and 8 days ?
Why 3 and 8 ?
A typical bank transaction is a short-term loan and delivery to each other is realised in 2-3 days (depending on the time of the transaction). The transaction is very large; the unit of account of the contract, if memory serves, is 10 million (this is the lot).
As long as everyone is happy with the outcome, the rate is virtually unaffected. However, if they miss a bit, then the surplus / shortage will be thrown into exchange retail that will move the rates. And plus they have more inertia from the volumes and bureaucracy :-).
These processes add up to a 3 day rhythm.
A typical bank transaction is a short-term loan and delivery to each other is realised in 2-3 days (depending on the time of the transaction). The transaction is very large; the unit of account of the contract, if memory serves, is 10mn (this is the lot).
As long as everyone is happy with the outcome, the exchange rate is virtually unaffected. But if they miss a bit, then the surplus / shortfall will be thrown into the exchange retail, which will move the rates. And plus they have inertia from volumes and bureaucracy :-)
These processes add up to a 3 day rhythm.
Where can I read it? I often hear in banks about 5 banking days for anything. But this is probably the case for individuals, and you mean lawyers?
Why eight days?