Can the SB chart be distinguished from the price chart? - page 5

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Vizard_:

Yes, but only on an associative level. The graphs are highly compressed.


It's still pretty!

 
Dmitry Fedoseev:
And why is the SB a normal or uniform distribution, but the price chart is not?

Well, I have already shown you in this figure what the distribution of the price chart is.

 
secret:
If the price is close to SB, it will have a correlation of adjacent increments close to 0.
If you want knowledge, it is much more useful to read at least one textbook on series analysis instead of questions on the forum.
Or at least the definitions from the wiki.
The definition of SB is a process with independent increments. No conditions are imposed on the type of distribution.

Because on the forum you mostly get answers from people who know nothing, but love to brag.

Give me a tutorial like this, I'd love to read it).

 
danminin:
What does it mean that in forex the distribution graph is higher and narrower?

And it just means that small increments happen more often than large increments.

And what does this give us in trading? Nothing.

Because in forex we are asked "where will the price go?". If forex asked us "What size will the next increment be?", then knowing the type of distribution chart, we could win.

I think it's not just about the difference: that small increments happen more often than large ones, the shape itself is different.

 
Novaja:

I think it's not just about the difference: that small increments happen more often than large ones, the form itself is different.

and what does it mean?

 
danminin:

Well, I have already shown you in this picture what the distribution of the price chart is.

Where did you see it there?

 
Evgeniy Chumakov:
And if I take the real daily prices of different days, and then slice this data into sessions. Then I make a new chart from the sessions of different days. And if I also mix the increments within the session, will it be SB?

I can try it, I wonder what will happen)).

 
Novaja:

I think it's not just about the difference: that small increments happen more often than large ones, the shape itself is different.

The distribution graph just means the frequency of increments of different sizes.

 
Vizard_:

It was said correctly above. Look at the differences (fig.). Tails. You generate additionally, you mix it up,
you get a vr that's indistinguishable from the price. It is not clear why all this is needed)))


Heredanminin writes that the difference is only in kurtosis, i.e. in islandness, from which it follows that a large number of small increments, why does this happen and the CPT is not fulfilled?

 
Novaja:

Heredanminin writes that the difference is only in kurtosis, i.e. in islandness, from which it follows that a large number of small increments, why does this happen and the CPT is not fulfilled?

not only in this. also in the tails. but there is not such a strong difference.

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