From theory to practice - page 664
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Given that, on average, with a large number of measurements, we have a negative correlation for any pair in the sliding window = 24 hours, which guarantees us a return to the expected payoff - conclude trades when going outside the specified range and go, Vasya...
Negative correlation of what? price increments or sum increments?
Secretly, what are you doing up? Are you looking for the Grail? You're good!
What do you need this strange MA for? Is there a single example where the black line touches the upper limit and the MA is still < 0?
It is not strange. In fact - MA crossing zero means right/left asymmetry according to Pearson's distribution of the sum of increments. And though you're running around like a hen with an egg with your correlation, I'm telling you again - asymmetry and kurtosis of distribution have a direct bearing on process "memory". Especially the kurtosis. But you won't understand it - because you're stifling.
May I answer, it is, and the statistical characteristics "float" from a smaller TF to a larger one.
Well, where else are they going to swim? First the little ones change, then their statistics, then the middle ones, followed by their own statistics, and then the apotheosis.
You are like a child, for God's sake. You've seen the world, and there's so much beauty in it...
And after that, the apotheosis.
apotheosis.
apophygeus.
No, Aleksander_K2
Well, where else are they going to swim? First the little ones change, then their statistics, then the middle ones, followed by their own statistics, and then the apotheosis.
You are like a child, for God's sake. You've seen the world, and there's so much beauty in it...
Ah, where are my seventeen years! When I was discovering the world, I wondered and rejoiced, but now I am bored: - I wonder at nothing, discover nothing and rejoice in nothing.(
Eh, where are my seventeen years! When I was discovering the world, I wondered and rejoiced, but now I'm bored: - nothing to wonder about, nothing to discover and nothing to rejoice in.(
Buy a Zhiguli
Buy a Zhiguli.
Were, gave it to my daughter and felt more free).
Now she wonders, opens and rejoices)
Thanks for the comment.