From theory to practice - page 1499
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Welcome back, Maestro!
Yes, I've seen that it's possible - you've shown it to me (and not only me) before. But, by golly, I don't understand how to do it yet...
As an approximation, similar images are obtained by dividing the price by the volume. The volume per forem can be modeled roughly by say the sum of the squares of x-l minutes over a period
Can you demonstrate this with an example? Please, if it's not too difficult, of course.
And pulling a profit out of a stationary series like Warlock's I will show you how to do it.
Lousy pound is literally wrecking my TS... It's a shame...
Only trade crosses. There are fewer trends on them than on the majors.
I don't have one ready right now. I am too lazy to write the code. And I personally did not get the point, it is important that it still somehow has the growth of deviation, either linear or exponential, or whatever. But here we have a kind of almost stationary series, but it's as if it is always stationary)) I could not find any points.
I don't have one ready right now. I am too lazy to write the code. And I personally did not get the point, it is important that it still somehow has the growth of deviation, either linear or exponential, or whatever. But here we have a kind of almost stationary series, but it's as if it is always stationary)) I could not find any points.
I don't have one ready right now. I am too lazy to write the code. And I personally did not get the point, it is important that it still somehow has the growth of deviation, either linear or exponential, or whatever. But here I got some kind of stationary series, but it's kind of always stationary.
Okay. It's just the way I am - if you have a desire.
The main idea of Koldun (actually, as well as I had at the initial stage of this thread) - to transform the original series of increments to a stationary form. When the probability distribution is symmetric and has a constant variance.
In this case, indeed, the process has no drift and the profit is easily extracted using the cumulative sum of the increments.
But, how to make such a conversion! Do I know?!!! I have no idea.
Try to write the formula
Oh, man... I've already written it down)) I'm just giving you an example of how to emulate volume, it's a matter of opinion. Here we go...
It's a price increment indicator, like a zigzag up and down. Without volume it looks so-so.
And this one has only division by volume accumulated during the period. It looks more stationary)))
The formula (H-L)/(V*K); well, if you want to know in general) IMHO it was clear anyway
Oh, man... I've already written it down)) I'm just giving you an example of how to emulate volume, it's a matter of opinion. Here we go...
It's a price increment indicator, like a zigzag up and down. Without volume it looks so-so.
And this one has only division by volume accumulated during the period. It looks more stationary)))
Looks a little bit. Now take the cumulative amount over some period of time, calculate the standard deviation using the formula =sqrt(D*t), multiply by some quantile of the Gaussian distribution. You will get to a stationary channel relative to 0. When crossing the upper limit - SELL, when crossing the lower one - BUY. Exit from the trade - when returning to 0. That's all.
Welcome back, Maestro!
Yes, I've seen that it's possible - you've already shown it to me (and not only me). But, by golly, I don't understand how it's done...
I missed it again. Let me see what it is.
Looks like a bit. Now take the cumulative sum over some period of time, calculate the standard deviation using the formula =sqrt(D*t), multiply by some quantile of the Gaussian distribution. You will get to a stationary channel relative to 0. When crossing the upper limit - SELL, when crossing the lower one - BUY. Exit from the trade - when returning to 0. That's all.
Drawing thousands of nice incremental sums with a long interval without any quantiles. The problem is the same, not always the price goes up when going over the lower boundary.