From theory to practice - page 363

 
Axis on the right, axis on the left. Very simple, but look it up yourself, I'm too lazy.
 
igrok333:


Normalise! the integral of the distribution to 1.

 
igrok333:

Question: how can these two graphs be combined in one picture?

Normalise the first graph, divide each frequency by the sum of all frequencies.
 
Alexander_K2:

Bottom - incremental distribution? With an exponential correlation fuction it is an Ornstein-Uhlenbeck process with a return to the mean. Construct a channel around the waving and that's it. The moving window of observation needs to be calculated.

A coin has no correlation. It's written in any statistics textbook.
And you have never tried to calculate the correlation for the market, although I suggested it somewhere in the first pages).
 
Yuriy Asaulenko:

Normalise! the integral of the distribution to 1.

In other words, f is the probability density, that is, the limit of the ratio of probability increment to the increment number on the histogram, if the x steps on the frequency histogram are the same. The frequencies should be converted into relative frequencies by dividing each by their sum, then if the mean and variance are correct the curves should overlap with some "small" chattering.

 
igrok333:

Well, here's a graph of the coin.


Here's its normal distribution.



What are you going to do with it?




You can trade. In your picture, with my eyes I see four main patterns, profit is inevitable :) I marked the chart as I usually do on the market. I have 14 trades on the plus side and one on the minus side. This is without spread/slippage. If we take into account spread, we will have one or two losing trades. The profit is very small and it will most likely be a loss. But it will not change the overall picture. 12 profitable trades more than compensate for these three small losses. Equity is confidently up.

 
Mihail Marchukajtes:


I always start to involuntarily smile when I see a description of a super-duper indicator customised for a particular symbol or TF..... Are you people WAKE UP!!!!!

If you really have a good TS which takes money from the market and not trying to cheat brokerage companies, it should work for ANY symbol (from the stock to bitcoin) and any TF. IMHO!!!!

When I say TC I mean a method or an approach to the market. If it is market, adequate, then the TS will be robust on any symbol and any timeframe!!!!

+1000% Nothing to add, it's all true.

 
If you just multiply by the coefficient so that the peaks coincide, then this comes out



bas:
Normalise the first graph, divide each frequency by the sum of all frequencies.

clearly

 
Wizard2018:

You can trade. In your picture, with my eyes I see four main patterns, profit is inevitable :) I marked the chart as I usually do on the market. I have 14 trades on the plus side and one on the minus side. This is without spread/slippage. If we take into account spread, we will have one or two losing trades. The profit is very small and it will most likely be a loss. But it will not change the overall picture. 12 profitable trades more than compensate for these three small losses. Equity is confidently up.

Stop messing around. Educate your grandchildren.

 
igrok333:
If you just multiply by the coefficient so that the peaks coincide, it comes out as follows


Where did you get the apparent shift to the left of the red line in the frequency diagram?

Reason: