From theory to practice - page 692
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Oleg, what do you have on the lower chart? The usual RSI or a modified one?
Oleg, what do you have on the lower chart? The usual RSI or a modified one?
I didn't even think about it. I have a different method. It's freely available somewhere on the sites. Google the name and you can find it. I'm going to look it up too. I can upload it somewhere.
I hadn't even thought about it. I have a different method. It's freely available somewhere on websites. Google the name and you can find it. I'm going to look it up, too. I can upload it somewhere.
Nah, I can find a regular one myself. Just here sorcerer dropped a link to modified RSI, written by some Hindu, and I, alas, did not save this link...
I didn't even think about it. I have a different method. It's freely available somewhere on websites. Google the name and you can find it. I'm going to look it up, too. I can upload it somewhere.
It is a little modified. RSI is based on it.
I wonder if Basische is preparing for the December 30 stats opening?
I, for example, have about +20% this month. The lapdog and fake coin toss proponent probably has a bit more...
Gotta find the KEY, guys!!!
Little practice, gentlemen!!!
The trades should be like this:
Just closed on NZDUSD. On the real, of course.
I wish they were always like this.
Alexander, such deals should be forgotten as soon as they pass. Don't get too euphoric. Otherwise, you'll just end up... you know what.
I agree, Dimitri. Euphoria has ruined many... Yusuf, for sure.
But, I'm having an argument with some no-name Bass - you have to be confident.
Distribution of the number of real ticks in the sliding window = 24 hours:
This is the EURUSD data for the past week.
Frankly speaking, I was expecting to see a Poisson distribution, which would say that a quasi-stationary process has been found.
But no, there is no such thing. But it is too early to make conclusions - let's wait for another week.
So:
- if the number of ticks in the sliding window will satisfy the Poisson distribution, then we have a quasi-stationary process, which the Ornstein-Uhlenbeck model requires.
Assuming that the window >=24 hours in all pairs exhibits, on average, a negative correlation coefficient, then by calculating the sliding window size, we will get 100% of the process back to the mean.
See, it turns out that the sliding window = 24 hours is not enough. And my +18% for the month is still nothing to say - just lucky.
I suspect that the coveted "trend/flat" key is not there.... Well, there isn't one at all - ghost and fairy tale.
The most important key is the size of the temporary sliding window. But, about that - shhhhhhhh..... Not a word to anyone.