From theory to practice - page 1328
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No, just an independent review.
If entropy points to the same window on several pairs, that's it, problem solved.
Guys, why don't you look at the tick volumes?)
why do you have to go to such lengths?)
was not counting the average correctly before, on the last window. Corrected for the whole sample
was not counting the average correctly before, on the last window. Fixed it for the whole sample.
Hmmm...
This is already less informative.... I.e., as the window increases, BP becomes less and less like SB, and at some value entropy becomes = const.
Already the conclusions are not so unambiguous....
Hmmm...
This is already less informative.... I.e., as the window increases, BP becomes less and less like SB, and at some value entropy becomes = const.
Already the conclusions are not so unambiguous....
well, more emissions are captured which contribute, mb
and this is a comparison of the entropy readings of the currency pair returns with the SB returns, if you recall from the last thread. I.e. an average of 1.5 for EURUSD
Another logical question arises: should the price be transformed in relation to entropy now?
Maybe we should take prices instead of returns, although there should not be much difference
Read my comments all the answers to all your questions are in my comments.
well, more emissions captures that contribute, mb
and this is a comparison of the entropy readings of the currency pair's returns with the SB returns, if you recall from the last thread. I.e. an average of 1.5 for EURUSD
Another logical question arises: should the price be transformed in relation to entropy now?
may be it is necessary to take prices instead of returns, though there should not be much of a difference.
The purpose of all these studies is to find the time period in which there is a stable average entropy, which is minimal compared to the SB entropy.
If you believe that the indicator 1.5 (i.e. period = 720 minutes = 12 hours) is the most characteristic for EURUSD and characterizes both price series and returns, then this should be checked for other pairs as well.
If the results coincide, we should stop at this sample and never touch it.
Anything can be adjusted in your TS, just not the calculated time period of the sample.
And speaking of Rene.
Don't write him off as a blabbermouth.
The man's been around the legends of this forum-- Strange, Articulate, Tantric, Warlock... before I even heard of forex.
They had a peculiar language that not everyone understands. You just gotta know how to read.
Well, I used to talk to them, and you know why they left - it's stupid to talk about winning on a clean coin.
Well, I've been talking to them too - and you know why they left - it's silly to talk about winning on a clean coin.
It's not a clean coin. Read Max's research on process entropy carefully.
Well, I've been talking to them - and you know why they left - it's silly to talk about winning on a clean coin.
That's not why
They're on the subject of CME and SOT now.
They're still rubbing it in.
Everyone's alive and well.
The goal of all these studies is to find the time period where there is a stable average entropy that is minimal compared to the SB entropy.
If you believe that the indicator 1.5 (i.e. period = 720 minutes = 12 hours) is the most characteristic for EURUSD and characterizes both price series and returns, then this should be checked for other pairs as well.
If the results coincide, we should stop at this sample and never touch it.
Anything can be adjusted in your TS, just not the calculated time period of the sample.
Rupee counts. Pretty stubborn and stable metric
I think I need to rewrite a script that will generally compare entropies of different instruments... maybe useful as a research and selection tool later