From theory to practice - page 294

 
Alexander_K2:

In your case, when working with CLOSE on minutes and above, the intensity does not need to be counted at all, because you do not have pseudo-quotes - all are real. Just look at the Wiener process diphour and that's it.

CLOSE, because a price chart can be made as one continuous line (button bars, candlesticks and line) and the correctness of obtained distribution and calculations can be checked with an integral

After that, this chart goes to hell, because the initial data for TS is already in the pocket.

 
Алексей Тарабанов:
Anyway, it's bad.

Clear your chakras and you'll be fine. It's a little late for that, though. You should have started earlier.

 
Yuriy Asaulenko:

Clear your chakras and you'll be fine. It's a little late, though. You should have started earlier.

He's not late, he just rushed in without figuring it out.
 

Gentlemen, carry on with the theme

Drawing the distribution of increments reveals the nuances of quoting.

Tonight I will try arbitrage on one currency pair...

I switched to 5 digits for a reason, for a reason...

 
Renat Akhtyamov:

Gentlemen, carry on with the topic.

There's nothing more to rant about, Rena, until the non-gentropy coefficient is investigated.

For the billionth time, I'll stress its importance.

Everyone knows that the Hurst parameter is rubbish, the only thing worse than it is the asymmetry coefficient, which I am now using...

So - if we calculate the nonentropy at the moment of support/resistance line crossing, at its = 0 or near 0, the price will definitely return to the mean value almost instantly, if it is much greater than 0 - we are in a trend.

It's so obvious that it just doesn't get any further than that.

When will I do it? I don't know - busy.

 
Alexander_K2:

There's nothing more to rant about, Rena, until the non-gentropy coefficient is investigated.

For the billionth time, I'll stress its importance.

Everyone knows that the Hurst parameter is rubbish, the only thing worse than it is the asymmetry coefficient, which I am now using...

So - if we calculate the nonentropy at the moment of support/resistance line crossing, at its = 0 or near 0, the price will definitely return to the mean value almost instantly, if it is much greater than 0 - we are in a trend.

It's so obvious that it just doesn't get any further than that.

When will I do it? I don't know - busy.

Well, at least give me a hint how to calculate this non-entropy.

You're swearing like you don't mean it and you want to be understood.

I googled and indexed everything at my leisure, but I couldn't find anything but common phrases. Non-entropy is the opposite of entropy, which is a measure of order. That's all I got out of an evening of googling.

 
Nikolay Demko:

Well, at least give me a hint how to calculate this nagentropy.

Because you're swearing like that and you want to be understood.

ZZZ I googled and indexed everything at my leisure, but I couldn't find anything but common phrases. Non-entropy is the opposite of entropy, which is a measure of order. That's all I got out of an evening of googling.

I take it entropy and mutual information are some very similar things?

but nothing about non-entropy either)


 
Alexander_K2:

There's nothing more to rant about, Rena, until the non-gentropy coefficient is investigated.

For the billionth time, I'll stress its importance.

Everyone knows that the Hurst parameter is rubbish, the only thing worse than it is the asymmetry coefficient, which I am now using...

So - if we calculate the nonentropy at the moment of support/resistance line crossing, at its = 0 or near 0, the price will definitely return to the mean value almost instantly, if it is much greater than 0 - we are in a trend.

It's so obvious that it just doesn't get any further than that.

When will I do it? I don't know - busy.

Happiness is always in the past, but what predictive power does entropy, calculated on past bars, have, and its value is most likely in the middle of the sample?

 
Nikolay Demko:

Well, at least give me a hint how to calculate this nagentropy.

Because you're swearing like that and you want to be understood.

ZZZ I googled and indexed everything at my leisure, but I couldn't find anything but common phrases. Non-entropy is the opposite of entropy, which is a measure of order. That's all I got out of an evening of googling.

I've only seen the formula for the calculation on Wikipedia:

It compares the current probability distribution with the normal distribution as a measure of chaos.

 
Alexander_K2:

There's nothing more to rant about, Rena, until the non-gentropy coefficient is investigated.

For the billionth time, I'll stress its importance.

Everyone knows that the Hurst parameter is rubbish, the only thing worse than it is the asymmetry coefficient, which I'm using now...

So - if we calculate the nonentropy at the moment of support/resistance line crossing, at its = 0 or near 0, the price will definitely return to the mean value almost instantly, if it is much greater than 0 - we are in a trend.

It's so obvious that it just doesn't get any further than that.

When will I do it? I don't know - busy.

So you're saying that the parallel lines intersect (support and resistance)?
Reason: