From theory to practice - page 1554

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aleger:

This parameter is called the "Current Trend Buying and Selling Balance" and is calculated quite simply and requires absolutely no higher mathematics or Hirst!

Or rather the imbalance ?!
 
Alexander_K:

I went through everything I could - asymmetry, kurtosis, Hearst coefficients and autocorrelation (although I did not try entropy). And not just went over it, but used it in battle - in real life. Nothing works.

All these indirect parameters cannot, in principle, replace the direct parameter of market strength - OM.

Here I am ready to admit the powerlessness of physics and mathematics and turn to the economic parameter. But where to get it!

In this situation we can only talk about the impotence of your method based on TViMS. I told you about it at the beginning of your journey, and only now you are convinced of it. But better later than never.

But one cannot make such global generalizations to all physics and all mathematics. And all economic constructions move at the tail end of physics and mathematics, applying their findings, in fact without anything original of their own.

 
Roman Kutemov:
More specifically, an imbalance?!

Absolutely right!

 
aleger:

Absolutely right!

Yes, as long as the number of buyers and sellers is equal, everyone is satisfied and happy !
Panic sets in when there is a significant advantage.

So you have to work out how many of them there are.
Count ticks or minutes - up/down ?
Buyer/seller .
 
Roman Kutemov:
Yes, as long as the number of buyers and sellers is roughly equal, everyone is satisfied and happy !
Panic begins when there is a significant advantage.

So you have to work out how many of them there are.
Count ticks or minutes - up/down ?
Buyer / Seller .

In doing so, the imbalance coming in would seem to confirm the actual trend reversal.

 
aleger:

In doing so, the onset of imbalance seems to confirm a genuine trend reversal.

There should be a threshold of sorts.
 
Alexander_K:

I suspect that the balance of buying and selling can be calculated from the "earliest" bimodal distributions that Demko came up with...

Ah, that's it... There you go. I'll have to think about it.


Throw in an exel file on the PM.

 


Continue with the red line and there will be a grail.

 
Roman Kutemov:
There has to be some sort of threshold.

Which threshold are we talking about? Is it the turning point or something else?

 
Where did the file from the sorcerer go?
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