Looking for patterns - page 194

 
Valeriy Yastremskiy:

How's that?

All vertices of the big zigzag are vertices of the small one. Some vertices of the smaller one (obviously not all of them) may become vertices of the larger one with some probability, which is easy to calculate for SB. Looking for ways to isolate vertices for which the frequency of such an event is very different from this probability. It can be seasonality, which Maxim Kuznetsov wrote about, or compression recently described by Vladimir Baskakov, or a hundred and five hundred million other ways - we just need to formalize and test carefully.

 
Serqey Nikitin:
Likewise... I too smile at your childish attempts at trend definition... especially its wave part with predicting FUTURE market events.

With all due respect...

I have the feeling that I'm the only "whip master" around here ))) (although I don't have a whip).

Now that was completely unnecessary!

 
Сергей Таболин:

With all due respect...

I have the feeling that I'm the only "whip master" around here ))) (although I don't have a whip).

Now that was completely unnecessary!

If a person has no good arguments, these will do))))

Soon traders will be coming home from the factories and we'll see and hear worse).

 
Uladzimir Izerski:

If a person has no good arguments, these will do)))

No, they won't! That's what makes threads "perish". Agree, disagree (arguing), but why would one want to TAKE THIS?????? Not children, I hope ))))))))))))

 
Aleksey Nikolayev:

All vertices of the big zigzag are vertices of the small one. Some vertices of the smaller one (obviously not all of them) may become vertices of the larger one with some probability, which is easy to calculate for SB. Looking for ways to isolate vertices for which the frequency of such an event is very different from this probability. It can be seasonality, about which Maxim Kuznetsov wrote or compression recently described by Vladimir Baskakov or one hundred and five hundred million other ways - we just need to formalize and test carefully.

It's a tricky approach. Flat in a corridor may be similar to SB, but if the fluctuations are regular then it is not. It is a reasonable idea, but in fact we bind the result (tops) to third-party patterns, such as past behavior of the series, seasonality or beginning of the end.

In any case we will come to 100500 characteristics of behavior but first we should formalize these characteristics. It is hard to formalize them; I can think of 5 or maybe 10 possibilities. We need a formalization algorithm. Or initially divide characteristics into types and then multiply them by parameters.

 
Сергей Таболин:

They won't! That's what makes threads "perish". Agree, disagree (arguing), but why would THAT?????? Not kids, I hope ))))))))))))

They're old now, and some of them are even senile). I sure have. Since writing here and reading.

 
Farkhat Guzairov:
Sounds delusional "trend forecasting", the market is always trending ), you just have to change the scale, so it's a pointless exercise "forecasting trends".

good

;)

 
Aleksey Nikolayev:

All vertices of the big zigzag are vertices of the small one. Some vertices of the smaller one (obviously not all of them) may become vertices of the larger one with some probability, which is easy to calculate for SB. Looking for ways to isolate vertices for which the frequency of such an event is very different from this probability. It can be seasonality, about which Maxim Kuznetsov wrote, or compression recently described by Vladimir Baskakov or a hundred and five hundred million other ways - you just need to carefully formalize and test.

If memory serves me right, have you not already done such a statistical analysis?

the results of "indicators of ZZ" based on raw financial rows, will not be much different from SB

----

The indicators are not suitable for analytics (this is a real-time trading tool), and the data has to be prepared somehow.

 
Maxim Kuznetsov:

If memory serves, did you not already do such a statistical analysis?

i did, i don't deny it)

Maxim Kuznetsov:

the results of "indicators of ZZ" on raw financial rows, will not differ much from SB at all

give me an example of a "raw" one if you can.

you can also subject SB to your processing, after which it will certainly cease to be SB - what would be the point in that?

Maxim Kuznetsov:

ZZ indicators are not suitable for analytics (it's a real-time trading tool), and the data has to be prepared somehow.

in my opinion, the zigzag is indispensable for a quick initial test of an idea - a positive result means that it is worth investigating the issue better, and a negative one means that it makes no sense.

 
Aleksey Nikolayev:

I did, I don't deny it)

give me an example of an "unconsidered" one, if you can.

In my opinion, zigzagging is indispensable for a quick initial test of an idea - a positive result means that it's worth investigating the issue better, and a negative one means that it makes no sense.

step by step :

- it's not just you, you can't remember everyone, the vast majority have done a sample of ZZ and come up with the same result.

- Not "raw" - at least when other factors are taken into account. My favourite volatility and seasonality have to be accounted for somehow, i.e. add that data. "Swans" in the form of franc or covid feints should be excluded, large political events should be bypassed,
and the question of how and to what depth forwards and backwards

i.e. you can't "just walk into Mordor"


how to process experimental data and set up an experiment - with the original data one can defend a couple of dissertations at a time and that will be enough for 10 years for all those who suffer.

Reason: