Looking for patterns - page 62
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Found it, I suppose, and then into the bushes...
Alexander, hello! Everyone's at the factory, so no one's been looking yet. I can hastily say, not a pattern yet, but a thought about it. If I throw several ATR samples with different averaging periods, each of them shows traces of daily activity.
In some periods the waves add up, somewhere they confuse each other. But the essence is the same - the natural rhythm of the market is diurnal. Therefore, strategies based on this rhythm should be more adequate to the market than the others. After all, it is almost a sine wave.
I ask you to participate in my research of my own market time, in order to identify the Palm flow in which to trade. If you are interested in this question
Alexander, that's an interesting question. And we don't know anything about it yet.
Alexander, hello! Everyone's at the factory, so there's no one to look for it yet. As a quick note I can say, not a pattern yet, but the thought of it. If you throw a few ATR samples with different averaging periods, each of them shows traces of daily activity.
In some periods the waves add up, somewhere they confuse each other. But the essence is the same - the natural rhythm of the market is diurnal. Therefore, strategies based on this rhythm should be more adequate to the market than the others. After all, it is almost a sine wave.
Do people trade during the day and sleep at night? That's a very fresh thought, who would have thought.
Do people trade during the day and sleep at night? That's a very fresh idea, who would have thought?
Yes, but it can be used. If you know the oscillation period, why do you need to know the amplitude? You sit up and go, up and down, up and down. In and out, in and out.
The natural rhythm of the market is diurnal. Therefore, strategies based on this rhythm should be more adequate to the market than others. After all, it is almost a sine wave.
I totally agree with that.
Yes, but it can be used. If you know the period of oscillation, why do you need to know the amplitude? It sits and goes, up and down, up and down. In and out, in and out
So which way, up or down? All you know is that the movement will speed up in the morning and slow down at night, no direction follows from that in any way.
So which way, up or down?
For example, you can control the search for an extremum by using the oscillation period. Do not search for an extremum until infinity, but cut off the search, and move on to search for the opposite one.
Yes, but it can be used. If you know the period of oscillation, why do you need to know the amplitude? Sit and go, up and down, up and down. In and out, in and out
Interesting discussion....
However, people stubbornly yearn to know exactly when the price will go up or down :))))
There is no answer to that question and there cannot be!
We can only talk about the trends inherent in a particular sliding window = day.
If there is an Ornstein-Uhlenbeck or Gamma process, we can say with a certain probability, that when the price reaches some border of some channel, it will go back to expected payoff.
But if we have some non-random process with evident dependence of the values, then upon reaching this boundary, price rushes to the unavoidable place - we have a trend. That's it.
The main complexity of the market is in the fact, that in the moving window we can observe a lot of different processes - from known random ones - Wiener, Laplace motion, Variance Gamma Process, etc., to some completely unexplored ones... It is important to be able to identify which process is in front of you and to use its properties.
A sine wave in volatility, not in price.