From theory to practice - page 1483
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there is no state and there is no conversation
I will throw in a bit of wood about entropy (the physicist constantly mentioned it before). Of its many types, permutation entropy seems to be the most suitable (due to its definition itself) for determining the presence of a trend. It is minimal when the series is monotonous and maximal when it is completely disordered.
I'll throw a bit of wood about entropy (the physicist constantly mentioned it before). Among its numerous types, permutation entropy seems to be the most suitable (due to its definition itself) for detection of a trend. It is minimal when the series is monotonous and maximal when it is completely disordered.
is no different from sample entropy for binarised series and slightly different for others. And the average will show that the market is a random (around 1.5 or 1.7 sort of, as for random walk) :)
Connecting the ATM to the thermometer?
It's up to the physicist to decide what to put in where and in what order to create the Grail. "Asked? Answer!"
There were some clear pdfs with entropy comparisons... in short, screw it, it's a pointless exercise. Forget it after a couple of weeks of poking around in the marketplace.
Eventually it can be reduced to 2 MAs, which will show the same thing as a trend
is no different from sample entropy for binarised series and slightly different for others. And the average will show that the market is random (around 1.5 or 1.7, as for random walk) :)
Well yes, the question immediately arises on a sample of what length to count? On too short - big error, and on too long - it loses sense because of non-stationarity. Besides, entropies of high orders are interesting, while they have too big error.
Actually, this is just to keep the conversation going)
It's up to the physicist to decide what to put in where and in what order to create the Grail. "Asked? Answer!"
Let him decide, if he is a trader, a programmer and a creator of the real "forex grail",
Or he may stand aside and speculate on what is what and why.
There were some clear pdfs with entropy comparisons... in short, screw it, it's a pointless exercise. Forget it after a couple of weeks of poking around in the marketplace.
In the end it is possible to reduce everything to 2 MAs, which will show the same thing as a trend.
But entropy is very cool and sounds much more solid than some MA's)
But entropy is very cool and sounds much more solid than some MA stuff)
yeah, it's a cool name :)