Market patterns - page 16
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Interesting, interesting. Who actually hides under this "We" and when, and most importantly how this fact was established?
I knew you would, community (4,5 community), did you skip that lecture or something :)
reread 4 forum for the last 5-6 years it's all there
Vasily, stop the flooding about Avtovaz, let's get constructive.
He's delusional.
While it's not history to look for patterns, you can and should look for them in history. Although it is fine to look for them in history as well.
Can't by acceleration. At every junction, the car slows down regardless of its future direction.
What about acceleration at yellow and 'green wave'?
Very interesting. We have long ago established that the lower the TF, the higher the noise/signal ratio (we can take this statement as a proven theorem).
It turns out that on a small TF the market has practically no inertia and the processes cannot be compared with Newtonian mechanics, but the higher the TF, the higher the market inertia and it is as if the wrenches start working :)
It remains to determine the transition point, if there is one at all (maybe the transition process is blurred?!).
Dynamically blurred.
But "inertia" word is only applicable here quite generally, it's better to talk about continuity of patterns. For example, white noise is an excellent trading tool! It is stationary, the pattern is continuous. The MO of the increments is zero, take the MO of the absolute value of the increments and at this distance from the top and bottom the limits of the pullback and the grail is ready.
Integral of white noise will be SB, nothing can be done about it if it is pure.
But there are always correlations between FI and autocorrelations with itself. Any objective (fundamental) reason is smeared in time by its effect on the market, because the crowd is not coherent. Lag from the past and anticipatory orders for the future round out the market, while random fluctuations are shifted by these fluctuations themselves due to reflexivity effects. It is all the "smearing" that creates the basis for the forecast.
Another question is to what extent they are taken into account in spreads and commissions. The way the costs are removed, there is nothing in common with SB in equities.
Can't by acceleration. At every junction, the car slows down regardless of its future direction.
Speed*acceleration is the directional criterion. If the speed decreases, one can expect either a stop or a reversal, while if it increases, the movement will continue. In other words, if the product of velocity and acceleration is >0, we open in that direction, <0, we close and wait until there is >0 in some direction.
Nose to the wind in general.
Dynamically blurred.
But "inertia" is a word that only applies here quite generally, it is better to talk about continuity of patterns. For example white noise is an excellent trading tool! It is stationary, the pattern is continuous. The MO of the increments is zero, take the MO of the absolute value of the increments and at this distance from the top and bottom the limits of the pullback and the grail is ready.
Integral of white noise will be SB, nothing can be done here if it is pure.
But there are always correlations between FI and autocorrelations with itself. Any objective (fundamental) reason is smeared in time by its effect on the market, because the crowd is not coherent. Lag from the past and anticipatory orders for the future round out the market, while random fluctuations are shifted by these fluctuations themselves due to reflexivity effects. It is all the "smearing" that creates the basis for the forecast.
Another question is to what extent they are taken into account in spreads and commissions. The way the costs are removed, there is nothing in common with SB in equities.
Speed*acceleration is the directional criterion. If the speed decreases, one can expect either a stop or a reversal, while if it increases, the movement will continue. In other words, if the product of velocity and acceleration is >0, we open in that direction, <0, we close and wait until there is >0 in some direction.
Nose to the wind in general.
In the private case of a car, there are always loopholes to predict its future movement. For example, it is even easier to make a prediction based on the car's occupied row. But all this is possible due to high determinism of this process (it does not apply to Moscow traffic :))). As soon as the process is no longer highly deterministic, the problems begin. We are dealing with a price where acceleration or deceleration does not tell us the probability of a trend change, or does it? I already have an interesting test in mind that can test this assertion.
You and your car are a pain in the ass. The comparison is flawed, the rest is all flubber.
Dynamically blurred.
But "inertia" is a word that only applies here quite generally, it is better to talk about continuity of patterns. For example white noise is an excellent trading tool! It is stationary, the pattern is continuous. The MO of the increments is zero, take the MO of the absolute value of the increments and at this distance from the bottom and top the limits of pulling back and the grail is ready.
Integral of white noise will be SB, nothing can be done about it if it is pure.
But there are always correlations between FI and autocorrelations with itself. Any objective (fundamental) reason is smeared in time by its effect on the market, because the crowd is not coherent. Lag from the past and anticipatory orders for the future round out the market, while random fluctuations are shifted by these fluctuations themselves due to reflexivity effects. It is all the "smearing" that creates the basis for the forecast.
Another question is to what extent they are taken into account in spreads and commissions. The way the costs are removed, there is nothing in common with SB in equities.
Speed*acceleration is the directional criterion. If the speed decreases, one can expect either a stop or a reversal, while if it increases, the movement will continue. In other words, if the product of velocity and acceleration is >0, we open in that direction, <0, we close and wait until there is >0 in some direction.
Nose to the wind in general.
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C-4, 2013.07.15 13:01
...Suppose you are driving through a city. You turn left or right or go straight through an intersection. How does your path determine your future trajectory...?Forum on trading, automated trading systems and trading strategies testing
Market Significance
C-4, 2013.07.15 15:04
How would you perform this task: determine the most likely movement of a motorist at the moments when he approaches intersections. Assuming that his optimal route, with a high probability, is not the shortest distance between the points of departure and destination.Forum on trading, automated trading systems and testing trading strategies
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C-4, 2013.07.15 15:20
I'm not comparing a motorist to a trader. I'm comparing the motorist to the market....Forum on trading, automated trading systems and testing trading strategies
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C-4, 2013.07.15 15:32
I, like any other motorist, will try to choose the route that I think is best for me. And even if I assume that it coincides with the route shown by a navigator, it's far from certain that I won't deviate from this route while driving...Forum on trading, automated trading systems and testing trading strategies
Market Significance
C-4, 2013.07.15 16:22
In the private case of a car, there are always loopholes to predict its future movement. For example, it is even easier to make a prediction based on the vehicle's occupied lane...A much more correct example would be if you compare the market and the individual trader to a flock and the individual sparrow in the flock.
Each sparrow tries to predict the direction of the flock (it is easier to survive together, it is easier to swoop from the gnat cloud), while each sparrow individually chases its own gnat. Those who guessed the direction of the flock goes to the centre where the highest density of midges (which means you will be fed). Who is on the edges of looking where to fly where more midges (but from a flock of not repulsed). So in general the flock is like a huge creature chasing another huge creature by a flock of gnats.A much more correct example would be comparing the market and an individual trader to a flock and an individual sparrow in a flock.
Each sparrow tries to predict the direction of the flock (it is easier to survive together, it is easier to swoop from the gnat cloud), while each sparrow individually chases its own gnat. Those who guessed the direction of the flock goes to the centre where the highest density of midges (which means you will be satiated). Who is on the edges of looking where to fly where more midges (but from a flock of not repulsed). So all in all, the flock is like a huge creature chasing another huge creature by a flock of gnats.