FR H-Volatility - page 25

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lna01:
Yurixx:

But when the process is discrete and that discreteness is fundamental, the situation changes fundamentally.

It is only the process of price change that is discrete. If you think of price as an instrument reading, there is no reason to think of the generating process as discrete. If it is continuous, the discreteness of the price change is an additional source of noise, then the concept of operational time will only amplify that noise.

I also agree that the process itself is inherently continuous. Just because we don't trade on Saturdays and Sundays doesn't mean there is no currency rate. It is our tool (instrument) that is rather not very good and gives us ticks (measurements) not evenly. But is it really uneven? Maybe it has a different time and 1 tick is 1 second. Then a conversion to operation time would only improve the representation of this process. I am more inclined that the operating time is better only because the delta there = constant
 
Prival:
But is it really uneven? Maybe it has a different time and 1 tick is 1 second. In that case the conversion to the operation time will only improve the representation of this process. I am more inclined that the operation time is better only because the delta there = constant.
I understand it this way: A tick is a price change, but the price itself exists all the time. I.e. the time interval between successive ticks that set the Close of a bar is not a constant, but the time from Close to Close is a constant.
 

Thought it had long been an open secret - the advantage of operating time...

One step further, and the benefits of Renko time will be revealed to the select few. This is when a time quantum of the market is taken as the time of price change by the value H.

 
What for? As a method of randomising the market, operating time probably has an advantage. That is, if the goal is to convince oneself of the randomness of the pricing process, it is indeed a useful thing.
 
Well, you don't say. Many market processes look like disasters in normal times - a collapse at the time of news releases. As a consequence, many indicators on this section do not work adequately. But if we consider the catastrophe section in the system of operational time, we will not see any peculiarity - the process of price formation does not differ from the usual one for this symbol. It is clear why, we simply stretch the region of interest, because it usually contains a lot of ticks.
 
That's what I like about operating time, Neutron: there are almost, if not quite, no disasters there! Why "almost"? Well, there could be geps, for example...
 
The key point here is: do they look like disasters or are they disasters?
 

Candid, what difference does it make what this thing-in-itself is, "essence as opposed to phenomena" (that's from Kant)? We're doing phenomenology here anyway. But if we can put on such glasses to see this thing in a different way (and try to benefit from it), what's wrong with that?

P.S. By the way, such trick will hardly work with a redhead: she is very fond of long single studs without volume (at night), for about 10 figures... Prival, for you: the redhead is gold.

 
Neutron:

Thought it had long been an open secret - the advantage of operating time...

One step further, and the benefits of Renko time will be revealed to the select few. This is when a time quantum of the market is taken as the time of price change by the value H.


To make it a little easier for the military :-) please, on the X-axis as well as on the Y-axis. What is a "time quantum of the market". Please help me, I spend half a day digging, sometimes to understand the meaning of some phrases. Like volatility is simple - it's volatility. Like in the anecdote sometimes it turns out that a soldier asks you what an orange is? He replies, "Do you know what a tram is? No, he says I do not. Answer. An orange does not look like a tram at all.

To make it easier to understand there are several different representations of this price trajectory.

http://vtsystem.narod.ru/market.htm
http://vtsystem.narod.ru/market2.htm
http://vtsystem.narod.ru/market3.htm

 
Mathemat:

Candid, what difference does it make what this thing in itself is, "essence as opposed to phenomenon" (this is already from Kant)?


And what is the difference between the Ptolemaic and Copernican systems? The difference is the choice of coordinate system. One corresponded to reality, the other did not. Although it described the apparent position of the planets more accurately. And now the question: is it possible to imagine a flight into space in Ptolemy's system?
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