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Yes, there is a basis for this explanation. The main thing is that this "crowd effect" has a place in the graph.
And in fact it's the most interesting thing in 11 !!! pages.
Here we are talking so much about stationarity and other clever things. But there is still no clear criterion for stationarity (a visual assessment of Prival's last graph, which is supposedly similar to BGS, is not a strict methodology). How to "restationalise" the process is another topic.
I just want to know how to check stationarity. And I need "residual" rows not for trading, but for checking systems (although no, I lie, I will check for professional suitability for trading as well).
Thank you, D500_Rised. Prival, do you have anything like that:
it's fairly well implemented in Eviews.
Structure shift tests are more difficult to implement
-Andrews-Zivot and
-Lumsdain-Pappel
Yes, there is a basis for this explanation. The main thing is that this "crowd effect" has a place in the graph.
Yes, it can. And what's more, there are people who have been using these patterns for several years. With corrections of course.
Here we are talking so much about stationarity and other clever things. But there is still no clear criterion for stationarity (a visual assessment of Prival's last graph, which is supposedly similar to BGS, is not a strict methodology). How to "restationalise" the process is another topic.
I just want to know how to check stationarity. And I need "residual" rows not for trading, but for checking systems (although no, I lie, I will check for professional suitability for trading as well).
Do not be upset. In fact, the concept of "stationary", whatever they say or write, has no clear formulation. And the practice of application... and the practice of application I tried to show just above.
Thank you, D500_Rised. Prival, do you have anything like this:
Dickey-Fuller (or its extended version)-the ADF test
It's fairly well implemented in Eviews.
The more difficult to implement are the structural shift tests
-Andrews-Zivot and
-Lumsdain-Pappel
:о)
to North Wind
As for lowpass filters, I used to entertain myself by trying to predict the filtered signal using all known methods. In a way, of course, it works :o /
You can not just use MA, but a set of pre-calculated digital filters. It is possible that these very extrema do not "stray" much along the scale.
Besides, these peculiarities of candlesticks do not give us much hope for precision, so...
Guys, thinking about this topic. I have a simple problem:
Can someone explain to me in "two words" the meaning of the terms "Stationary BP" and "Non-stationary BP" ?
Due to the lack of this specifics, I can't be sure that I'm thinking about it correctly.
:о)
Grasn, on p. 10 there (I quote myself):
Where did you get that from? If m.o. is constant, then there is no m.o. process and no question of its stationarity, and as a result there is no buttery oil.
The definition that Prival gave is quite rigorous. What's wrong with it?