From theory to practice - page 439
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Not true. I am the least educated person here, which is why I have a hard time digesting everything that is written here; I don't understand 99 percent of it at all.
It would be like UFOs giving me the blueprints for a flying saucer, but I'm still riding a horse pulled by a cart.The level of education does not determine the level of forex earnings. Otherwise all the pundits would have become millionaires a long time ago.
Not true. I'm the least educated person here, that's why it's hard for me to digest everything that's written here; I don't understand 99 percent of it at all.
It would be like UFOs giving me the blueprints for a flying saucer, but I keep riding around in a horse-drawn cart.:)))
That's just me being overly emotional. The thirst for the Grail keeps me from living in peace. It's like a bloody challenge. Why the hell is the Grail hiding? I'm going to get it anyway.
No, Eugene. Dispersion, under all circumstances, should be counted as I wrote earlier. Thanks - not to me, but to Shelepin L.A. Otherwise, Bollinger bands and, accordingly, poverty await you.
No, Eugene. Dispersion, under all circumstances, should be counted as I wrote earlier. Thanks - not to me, but to Shelepin L.A. Otherwise, Bollinger bands and, accordingly, poverty await you.
Ah, i.e. to substitute in the formula of probability and value of this channel. Really, I stumbled.
And mate expectation to take the average of the increments over the observation window?
And the mat expectation to take the average increments over the observation window?
I don't use it. In my case expectation is strictly =0.
Although, I don't exclude that Pearson's asymmetry coefficient =(mean-median)/sigma may be useful and I gave it up for nothing. We'll see. The practice will show.
Does anyone use a moving average of the sample spread (Max-Min difference) in their strategy? Can you show a graph of such an average?
The books I used to fight the market
You don't have to fight the market, on the contrary, you have to respect it and not break its laws).
Does anyone use a moving average of the sample spread (Max-Min difference) in their strategy?
Any averaging is a loss of important extremum information and a delay. Therefore it is not the smartest way to go about it. Averaging, according to science, is about noise, not useful signal.