From theory to practice - page 978
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In general, I'm completely convinced that it makes no sense to look for simple increments as a signal, only if for Trall as an adapter to volatility on the example of bollinger bands, non-random moves called spikes can occur in absolutely any configuration.
In fact, gradients as a signal are only relevant in MO. In probability trading systems, increments are extremely important as a source of information about the randomness/non-randomness of a movement. They are the key "trend/flop" and nobody will convince me otherwise.
However, this key does not lie on the surface... If it were that simple - everyone was a billionaire long ago.
Increments are extremely important as a source of information. The key "trend/float" is hidden in them and nobody will be able to convince me otherwise.Well the excesses don't help much. What else? How do you digest these outbursts to separate out the flat from the trend?
By the way, have you tried calculating the frequency of these outliers somehow?
Suppose once a day, then if the current window has already had 2% of non-random movement and a signal to open an order, we can open it.
Well the excesses don't help much. What else? How do you digest these outbursts to separate out the flat from the trend?
By the way, have you tried calculating the frequency of these outliers somehow?
Suppose once a day, then if the current window has already had 2% of non-random movements and a signal to open an order, we may open it.
Well the excesses don't help much. What else? How do you digest these outbursts to separate out the flat from the trend?
By the way, have you tried calculating the frequency of these outliers somehow?
Suppose once a day, then if the current window has already had 2% of non-random movement and a signal to open an order, we can open it.
You can calculate everything you like: autocorrelation coefficient (did not help me), Hurst coefficient (did not help), entropy (haven't tried it - I do not know how to do it) and kurtosis (it partially helps, it works better than all the rest for me).
However, you should consider that there are local craftsmen who use some non-parametric analogues rather than Wikipedia formulas for Hearst, for example... That's why I say we need a comprehensive analysis + works of English-speaking and Papuan authors. I can't do it by myself - I don't have time, otherwise they'll throw me out of a job. Don't expect miracles from me, though... :)))
It will be found, but not soon. I agree.
You can calculate anything: autocorrelation coefficient (didn't help me), Hurst coefficient (didn't help), entropy (didn't try - don't know how to calculate), kurtosis (helps partly, it works better than all the rest).
However, you should consider that there are local craftsmen who use some non-parametric analogues rather than Wikipedia formulas for Hearst, for example... That's why I say we need a comprehensive analysis + works of English-speaking and Papuan authors. I can't do it by myself - I don't have time, otherwise they'll throw me out of a job. Don't expect miracles from me, though... :)))
That's a funny division.
What are you, a Pendean?
Do you write in Papuan here?
You can calculate anything: autocorrelation coefficient (didn't help me), Hurst coefficient (didn't help), entropy (didn't try - don't know how to calculate), kurtosis (helps partly, it works better than all the rest).
However, you should consider that there are local craftsmen who use some non-parametric analogues rather than formulas from Wikipedia for Hearst, for example... That's why I say we need a comprehensive analysis + works of English-speaking and Papuan authors. I can't do it by myself - I don't have time, otherwise they'll throw me out of a job. Don't expect miracles from me, though... :)))
I'm going straight from work to the rubbish bin.
You're a real hack. ))))
Why does everyone avoid trends but persist in throwing a bunch of indicators on and still losing
Why does everybody avoid trends, but persistently put a lot of indicators on them and still lose money?
The price will start to roll back and swing sharply, and take off sharply, and so on.
According to my practical calculations, you have to react to the first 10-15% of directional movement, after that it is usually useless to do anything, the price will start to roll back, sharply fluctuate, sharply rise and then fall, so it won't let you make a good profit.
When reacting to 10-15% directional moves, you have to protect yourself from a flat or reversal:
1. a trawl that depends on the volatility
2. a grid system of orders.
Let me repeat myself by practical calculations.
If someone needs it, they will invent something else.