From theory to practice - page 1082

 
Maxim Kuznetsov:

I don't know exactly how to do it yet :-) my thoughts revolve around the principal component method as applied to convergent + divergent zigzags.

A converging zigzag is quite simple: on a very large interval (almost on the entire available history), min,max are searched and they form the first knee of the zigzag. Then the next extremum is sought, and so on. It converges very quickly, just a few reversals and "hello, now". The resulting shape is quite familiar - something like an exponentially decaying harmonic. You can interpolate and decompose it into components.

I call it "snake" for myself. In case of symmetrical SB the ratio of adjacent knees (smaller to larger) is evenly distributed. On the major currencies I did not see a significant deviation from evenness.

 
Alexander_K:

I got tired of looking for the coveted "trend/flat" key. So, I decided to go back to Erlang's tick series thinning again.

The goal is to get and work in the market with a known random process like Laplace motion.

Earlier I followed this way, but gave up because I trusted the local experts who said it was impossible to make money on random processes.

Believed and began to look for the key of non-randomness. And what?! Nothing! I just got a slap on the wrist from the market, that's all.

It is time to return to methods for obtaining pure stochastic processes from market BPs. Is it possible to make money on them? I believe you can.

Amen.

Oh, wow...

I thought you were a physicist and now you're like this... "I believe...":)

shame

 
multiplicator:
As for the definition of a trend-flat...
It is impossible to foresee a trend using technical methods. Nothing on the market symbolizes that a trend is about to start, no parameters.
Another method is to see the beginning of an incipient trend and determine that it is about to start. But you will never know beforehand the size of this trend.
impulses may be triggered by the news, but sometimes, without any news, a 30-point spike may occur during a day.

1. Maybe impossible, but definitely not particularly necessary :) Knowing 100% that a trend - will be enough!

2. If you want to estimate the size of a future trend, it is not a big problem.

 
multiplicator:

Random process is not the same as random process.

I think science has chosen the wrong name for "random process".

I believe that science has not chosen a very correct name for "random processes".

Isn't it impossible to make money from such a process?)

http://bourabai.kz/signals/ts171.htm

You can make money and lose money on anything, and on this too.

;)

 

These curveballs are bulls-on-bears and bears-on-bulls ambush sites.

If they don't break the line the first time, they will make a second attempt.

But the oscillator indicators do not understand this kind of game in the markets, which is why they are so useful and attitude towards them.

It is drawn by the software. Sometimes you can be surprised at the accuracy with which the price reaches the level and reverses as if by magic.

EURUSDH4_2203

 
Uladzimir Izerski:

These curveballs are bulls-on-bears and bears-on-bulls ambush sites.

If they don't break the line the first time, they will make a second attempt.

But oscillator indicators don't understand this kind of play in the markets, which is why they are so useful and treated so well.


No, it's just the way oscillators work:


 
Renat Akhtyamov:

No, it's just the way the oscillators work:


You'd have to go to Semko.

He's a master at this kind of 3D stuff.

 
multiplicator:
There was a EURUSD spike at 8:00 today. Did you know it was coming?)
There was no news.

The news has nothing to do with it, except as a trigger, i.e. a butterfly fluttering its wings. And even then ... they certainly do not determine the direction and size of the movement.

In order for movement to happen, you need a preliminary build-up of energy. The more accumulated, the stronger it will go. The size of the movement naturally depends on the scale/size/timeframe.

Sometimes it coincides with the timing of the news. Sometimes it doesn't. No matter how "powerful" the news is, if you don't fill it up with gas beforehand, it will go bumpy. And if you fill it up well, it will go bumpy without any news. The process is very much like pumping in a laser. When it builds up, any random sneeze and there is an avalanche-like release of energy.

 
multiplicator:
Here was the EURUSD momentum at 8:00 today. did you know ahead of time that it was going to happen?)
There was no news.

so the previous impulse didn't confuse you at all?)))

 
multiplicator:
Today at 8:00 there was an impulse on EURUSD. did you know ahead of time that there would be one?)
There was no news.

A corrective wave B is always followed by an impulse wave C.

Reason: