Market theory - page 20

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Yousufkhodja Sultonov:
Why do 2 time intervals have to overlap? They never intersect by definition. For example, let's take a sample of 20 day bars (period 20). We determine the levels by the opening prices. They remain unchanged till the beginning of the next day. If we determine them by closing prices, then we can change them after one minute and/or one tick or not before the end of the current day. It has to be set in the indicator settings.

Well we can do the calculation for two samples for example with boundaries 01.01.2015-20.01.2015 and 10.01.2015-30.01.2015. From 10.01.2015 to 20.01.2015 they have a common overlap zone. This is the overlap zone where you will have different level values depending on which sample they are counted in.

Ok, well let's wait for the indicator and see how it works, then it will be clearer.

 
Дмитрий:

Market elasticity? Tin....

Market elasticity relative to what? And how do you measure the market?

The elasticity of market participants' income relative to the current price. Each point in the price movement is represented by a certain amount of money. By operating on the price difference, we indirectly access or estimate volumes. The practical coincidence of the calculated curve and the actual profit values indicates the correctness of the approach. We need the calculated curve of profit to determine the current market type. If its appearance resembles the projection of a "standing" egg, then we conclude that there is a competitive market and we can trust the market levels. If it looks like an inverted egg, we are dealing with a monopolistic market and the price can stay above or below levels until the bacchanalia ends. After that, the market goes back to normal, perhaps with new levels, which we can easily identify. In the price hierarchy of market levels, Tsopt. and Tsr. are dominant, indeed:

Ts1 = Tsr - (Tsr^2 - Tsopt^2)^0.5 - support line similar to Pivot levels;

R2 = RR + (RR^2 - RR^2)^0.5 - resistance line.

The third type of the market can theoretically occur when a monopolistic seller sells a limited volume of goods at monopolistic prices. Then, the calculated profit line turns into a straight line with one break-even point (line) and this condition is accounted for in this theory. In the real commodities market this case can occur, but in financial markets such as forex, it is unlikely to create such a condition. Therefore, this case is not considered seriously, although, the calculation line itself will automatically turn into a straight line, reporting about what happened if something like that happens in the market, which cannot be excluded. Therefore, the calculated profit line should be displayed as a separate indicator near the market lines (market Pivot levels). I will try to display its approximate appearance on the price chart. It may appear on the price chart as a faintly visible line.

 
khorosh:

Well we can do the calculation for two samples for example with boundaries 01.01.2015-20.01.2015 and 10.01.2015-30.01.2015. From 10.01.2015 to 20.01.2015 they have a common overlap zone. This is the overlap zone where you will have different level values depending on which sample they are counted in.

Ok, let's wait for the indicator and see how it works, then it will be clearer.

In this case you are right. But all the indicators based on using limited amount of historical data suffer from this disease and we have to accept this circumstance. Or, on the contrary, the difference in the readings may inform about other market properties, as in the case of "fast" and "slow" Machs.
 
Vizard_:
Yusuf.

Don't get distracted. Waiting for eurusd_D1_zpt calculations.
There are 240 lines in total to process... an hour of time )))
For now, please contemplate what you have managed to do.
Files:
eurusd_D1_zpt.zip  3 kb
 
Yousufkhodja Sultonov:
For now, please contemplate what you've managed to do.
OK. That's enough. See what you get.
1.Emissions - they removed (in the second screenshot ts1 where there is no point-removed)
2.Ц1 (yellow) is ahead of Opening (white) by 1bar))

Somewhere there is a fault in the calculations...


 
Vizard_:
OK. That's enough. See what you get.
1.Emissions - I removed them (in the second screenshot Ts1 where there is no point removed)
2.Ц1 (yellow) is ahead of Opening (white) on 1bar))

Somewhere in the calculations...


It's just the forecast is accurate and not ahead, it's (17)!
 
Vizard_:
OK. That's enough. See what you get.
1.Emissions - I removed them (in the second screenshot Ts1 where there is no point removed)
2.Ц1 (yellow) is ahead of Opening (white) on 1bar))

Somewhere in the calculations...


Yes, I see that, the level is ahead of the price by 1 bar, especially on reversals. If there is no reversal, the C1 does not give false signals and calmly follows the price, being 1 bar ahead of it. More precisely, the price follows the level of CC1 with a 1-step delay. Is it correct? What are your first impressions, the algorithm stumbled once, which should not have happened. I went back, redid it three times, the result was the same. So some kind of force majeure caused all the calculation formulas to collapse. I will look into the source of the disturbance and tell me the result. True, the precursors of this case appeared beforehand in the form of a strong widening of the levels. Has Ts1 level gone into negative territory? But, Ts1 and Ts2 form Tsopt and Tsr, as I cited above. There's a tricky root consisting of the difference of the squares of these fundamental market prices. I haven't, as yet, thoroughly investigated it. I will find out.
 
Yousufkhodja Sultonov:
Yes, I can see that the level is 1 step ahead of the price, especially on reversals. If there is no reversal, C1 does not give false signals and calmly accompanies the price, 1 bar ahead of it. More precisely, the price follows the level of C1 with a 1-step delay. Is it correct? What are your first impressions, the algorithm stumbled once, which should not have happened. I went back, redid it three times, the result was the same. So some kind of force majeure caused all the calculation formulas to collapse. I will look into the source of the disturbance and tell me the result. True, the precursors of this case appeared beforehand in the form of a strong widening of the levels. Has the level of C1 gone into negative territory? But, Ts1 and Ts2 form Tsopt and Tsr as I cited above. There's a tricky root consisting of the difference of the squares of these fundamental market prices. I haven't, as yet, thoroughly investigated it. I will find out.
It is not negative. Look closely at the table.
No, it can't. You must be confused with the lag-leads.
Go through the formulas...
What do you calculate first? Well, look it up, and then...
and then do your other calculations...
 
Vizard_:
No it is not negative. Look carefully at the table.
No, it doesn't. You must be confused with the lag-lids (forward-backward shift).
Go through the formulas...
What do you calculate first? Well, look it up, and then...
and then you're done with all the other calculations...
There can't be a "lag-lid" error, because I went back thinking I'd made an input error as well, but after all the previous calculated values were confirmed, I was convinced there was something inherently structural wrong. I will now check the algorithm step by step.
 

When I was a student in the USSR (1992), I was given the opportunity to study Karlmark's CAPITAL. It was all about surplus value.

This looks a bit like that. :)))

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