Looking for patterns - page 65

 
multiplicator:

how will you make money from it?

The idea was that high volatility carries a little less randomness than low volatility.

 
secret:
So take a window to the previous extreme, floating rather than fixed.

I understand about the hammers and screwdrivers. Fine with the sliding ones, if anyone likes them, that's fine with me.

Yes, you are completely right about the fixed window. I also think that what was before the extremum is one trend and will be considered separately. What follows the extremum is different, it cannot be averaged with the previous one.

 
Aleksei Stepanenko:

Alexander, hello! All at the factory, so no one to look for it yet. As a quick note I can say, not a pattern yet, but an idea of one. 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.

It just tells you that you should use different waveform periods at night and during the day if you work with time bars.
or that you don't need to use time bars if you don't want to bother with period changes.

 
Aleksei Stepanenko:

The idea was that higher volatility carries a little less randomness than lower volatility.

just lower trading intensity at night.

 
multiplicator:

it's just that there's less trading intensity at night.

Maybe so
 
Aleksei Stepanenko:

The idea was that high volatility carries a little less randomness than low volatility.

It would be good to get Alexander_K2's opinion on this. After all, as I remember, he was thinning out the increments, which is similar to moving from minutiae to, say, M15. At the same time the average size of the increments grows.

 
Aleksei Stepanenko:

I understand about the hammers and screwdrivers. Fine with the sliding ones, if someone likes them, that's fine with me.

Yes, about the fixed window you are completely right. It seems to me too, what was before the extremum is one trend, we consider it separately. But what comes after the extremum is different, it cannot be averaged with the previous one.

The concept of a trend hasn't changed in a couple of hundred years and never will. Price only moves within that framework.

It is not clear to me why you are looking for "luck" within a window and not within a trend?

The window is conditional and the price is real).

 
Vladimir:

It would be good to know Alexander_K2's opinion on this matter. After all, as I recall, he was thinning out the increments, which is similar to moving from minutes to e.g. M15. At the same time the average size of the increments increases.

I have already said that I adhere to the view expressed by the fluent Asaulenka - the market is a random process in an open system. That is, the market is random almost always, except for moments of energy exchange with the environment, which are represented as trends.

Of course, one can't say that more volatility carries a measure of non-randomness... The parameter that determines the market structure of chaos/order is the entropy of the process. There are, in my opinion, a couple or three other such parameters, without the presence of which, any TS is doomed to disaster.

I do thinning for other purposes, which I will tell you about immediately after receiving the graphical state.

 
Alexander_K2:

I have already said that I adhere to the view expressed by the fluent Asaulenka - the market is a random process in an open system. That is, the market is random almost always, except for moments of energy exchange with the external environment, which are represented as trends.

Of course, one can't say that more volatility carries a measure of non-randomness... The parameter that determines the market structure of chaos/order is the entropy of the process. There are, in my opinion, a couple or three other such parameters, without the presence of which, any TS is doomed to disaster.

I'm doing thinning for other purposes, which I'll tell you about immediately after receiving the graphical state.

Can I have a word without microphone?

The market is a random process which has an ordered character.

All movements of market prices are ordered like clockwork.

It cannot be otherwise. All currencies are linked. And a deviation from one leads to a chain reaction in the entire system.

Sasha, get to a systemic level of thinking. And so will the rest of us. I'm bored on my own.

 
Uladzimir Izerski:

Can I say a few words without the microphone?

The market is a random process which is ordered.

All movements of market prices are ordered, like the movement of a clock.

It cannot be otherwise. All currencies are linked. And a deviation from one leads to a chain reaction in the entire system.

Sasha, move to a systemic level of thinking. And so will the rest of us. It's boring on its own.

The market cannot be a random process, I agree about the rest.

Although my thinking differs from European rational thinking, we think differently, from the irrational to the rational.

Reason: