From theory to practice - page 388

 

An example of the calculation channel for EURUSD last week:

Nice, isn't it?

 
Alexander_K2:

An example of the calculation channel for EURUSD last week:

Nice, isn't it?

I'm sick of it.

What the fuck are you drawing?

Once again, look carefully at the figure and don't say any conclusions out loud!!!


 
Alexander_K2:

This is what I need to make sure of.

Every second I calculate the arithmetic mean of AMB(ABS(return))/T.

Here, at T -->to infinity, this value should become almost a constant. No? But, here's the question.

Towards zero this value will tend to be. Well, yes - a constant.

 
Алексей Тарабанов:

This value will tend towards zero. Well, yes - a constant.

No, for each currency pair this value is strictly its own - I have already checked on 2 different weeks for 6 pairs.

This speed is actually responsible for the volatility of the pair. For the swing, the amplitude of movement - whatever you want to call it.

Cool stuff. I used to set it the same for all pairs. Wrong... It happens...

 
Alexander_K2:

No, for each currency pair this value is strictly its own - I have already checked on 2 different weeks for 6 pairs.

This speed is actually responsible for the volatility of the pair. For the swing, the amplitude of movement - whatever you want to call it.

Cool stuff. I used to set it the same for all pairs. Wrong... It happens...

naturally

because each pair has a different price.

like 0.9 and 1.8.

There's a difference of 2 times.

and the ruble should also jump by 1 millionth, it is not a realistic target, is it?

so it doesn't look much like volatility...

technical calculation error, no more
 
Alexander_K2:

An example of the calculation channel for EURUSD last week:

Nice, isn't it?

Nope, that's cool )))

HP channel

 
Alexey Volchanskiy:

Nope, that's cool ))))


Trading in a channel is always a good idea.

Alexey, I think you started to work on S1 and had some ideas to build channels on that timeframe. And then you gave up. Now you came back to the subject? Well done!

 
Alexey Volchanskiy:

Nope, that's cool ))))


Is there a criterion for breaking the channel boundary?

 
Alexey Volchanskiy:


Alexey, some collective farmers here (maybe even collective farm chairmen - it's hard for me to judge from their incoherent speech) claim that ACF is an accurate criterion of channel breakdown. Have you not tried it?

 
Alexey Volchanskiy:

Nah, that's cool ))))


If you're going to do it...)


Reason: