Regularity or Randomness - page 19
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I made butter from milk by separating it and I'm talking about butter. Do I have to tell you about the milk (the source)?
of course, suddenly it's from a palm tree :-)
Everything is important in the end result, otherwise it wouldn't be necessary.
I made butter from milk by separating it, and I'm talking about butter. Do I have to talk about milk (the source)?
For your own consumption, no, but when selling the oil, a vet's certificate would not hurt.
Although this analogy has nothing to do with the rules of citation.
I am in the process of analysing distributions to predict future price behaviour. I had a hypothesis: at scales smaller than the commissions allow, the distribution type should first be trending on the smallest scale, then rebounding on a slightly larger scale, but still not enough for taking profit. I have actually built distribution for tick charts of GBPUSD and AUDUSD and built it for bitcoin and some other charts. GBP on the left and AUD on the right. It is clear, that in both cases character on ticks is trend-following, i.e. the probability of continuation is higher than the probability of reversal. The blue line is normal distribution, the red line is incremental distribution.
This regularity allows to create tester graphs, in which the commission is not considered. The problem with this approach is that they do not know how to do it, and they do not know how to solve the problems with the brokerage. I don't know what to do with them, I'm just trying to get rid of them. The difference between the two types of strategy is that in real accounts the spread is too high, in other words the flat part dominates and this leads to the euphoria of some people who think that they have found the grail.
This is nonsense, my friend.
Why don't you draw transformed price and increment histograms for:
1. Euclidean space
at the following coordinates for tick measurements
X-axis - uniform scale of events (1, 2, ...)
Y-axis - value S=+-sqrt((Tn-Tn-1)^2+(PRICEn-PRICEn-1)^2)
where (Tn-Tn-1) is the time between the current and previous ticks, (PRICEn-PRICEn-1) is the increment between the current and previous prices
2. Minkowski spaces
at the following coordinates for the tick measurements
X-axis - uniform scale of events (1, 2, ...)
Y axis - the value S=sqrt((Tn-Tn-1)^2-(PRICEn-PRICEn-1)^2)
where (Tn-Tn-1) is the time between the current and previous ticks, (PRICEn-PRICEn-1) is the increment between the current and previous prices
In this case we get rid of non-linear time of the market (i.e. exponential time intervals between ticks), and we should have the Grail.
Do me a favour - do it, because I'm too lazy...
The scientific approach: a hypothesis is put forward, if it is not disproved, it becomes an axiom. I have put forward a hypothesis. There are no refutations yet.
right there, almost all the physicists and young scientists here have a problem...
Hypotheses don't happen on nothing or abstract numbers
Or are any of them claiming to be axioms ??
I am in the process of analysing distributions to predict future price behaviour. I had a hypothesis: at scales smaller than the commissions allow, the distribution type should first be trending on the smallest scale, then rebounding on a slightly larger scale, but still not enough for taking profit. I have actually built distribution for tick charts of GBPUSD and AUDUSD and built it for bitcoin and some other charts. GBP on the left and AUD on the right. It is clear, that in both cases character on ticks is trend-following, i.e. the probability of continuation is higher than the probability of reversal. The blue line is normal distribution, the red line is incremental distribution.
This regularity allows to create tester graphs, in which the commission is not considered. The problem with this approach is that they do not have enough information about the brokerage system and the real brokerage system. I don't know what to do with them. I don't know why I should keep such a low spread and low spread, it means the flat part dominates, it also leads to the euphoria of some people who think they have found the grail.
very valid observation
this once again confirms that the spread is enough for the market and the trader to agree on the price in favor of the market
;)
So that is the beauty of human stupidity. The man said a stupidity (hypothesis), no one has refuted it, and the man begins to consider his stupidity as an axiom. So without a refutation is impossible. And a comment is not a refutation.
I am in the process of analysing distributions to predict future price behaviour. I had a hypothesis: at scales smaller than the commissions allow, the distribution type should first be trending on the smallest scale, then rebounding on a slightly larger scale, but still not enough for taking profit. I have actually built distribution for tick charts of GBPUSD and AUDUSD and built it for bitcoin and some other charts. GBP on the left and AUD on the right. It is clear, that in both cases character on ticks is trend-following, i.e. the probability of continuation is higher than the probability of reversal. The blue line is normal distribution, the red line is incremental distribution.
This regularity allows to create tester graphs, in which the commission is not considered. The problem with this approach is that they do not know how to do it, and they do not know how to solve the problems with the brokerage. I don't know what to do with them, I'm just trying to get rid of them. The difference between the theoretical models and the theoretical model of the approach, that is, the real brokerage company should be aware of the difference between the real and the simulated market prices.
This is not really a market movement, but movements of spread narrowing-expanding.