_Market description - page 22

 
Mathemat >> :

It is clear that risks are being laid on. I wonder if we will ever have statistics like this available?

Everything happens someday... but when... :)

 
Reshetov >> :

No aye-aye. They're hedging the risks of investing in an election show.

You read my mind.

I've been meaning to show the forum people what a right hedge is.)

 
Mathemat писал(а) >>

Will we ever have such accessible statistics?

In our country we have only "sawyers", and if money is given out, it is on a factual basis ))

 

Ugh... so far nothing on the wavelets... really continuing into the future Mexican hat is problematic (for me at least)... but maybe just not enough experience?

Valio >> :
. .

I've been doing that ... I can throw my old DLL for Codebase to you,

>> I'm not looking for a DLL. More like advice... but you can attach it here... whoever needs it will find it and download it...

Anyway, my idea was to use wavelet transforms to analyse the spectrum of the flats... to see if there's a pattern in the spectrum that indicates the end of the flat corridor... so to speak...

Question: what methods can be used for searching such regularities? (such a perversion :))



 
Vinsent_Vega >> :

Ugh... so far nothing on the wavelets... really continuing into the future Mexican hat is problematic (for me at least)... but maybe just not enough experience?

it's not the DL I'm after... more like advice... but you can attach it here... whoever needs it will find it and download it...

Anyway, my idea was to use wavelet transforms to analyse the spectrum of flat areas... to see if there was a pattern in the spectrum that would indicate the end of the flat corridor... so to speak...

question: what methods can be used for searching such regularities? (such a perversion :))



Fora tends to 2H volatility.If the market is much less than 2H volatility over a certain period of time,then there will be compensation by a trend movement and vice versa.

 
FOXXXi >> :

If the market is much less volatile than 2H in a certain period of time, the market will compensate by a trend movement and vice versa.

and 2H is what? a two-hour move?

And if you could justify please... >> where are these conclusions coming from?

 

It's probably based on this thread, Vincent. But I haven't really understood the material myself.

 
Vinsent_Vega >> :

and 2H is what? a two-hour?

and if you could justify, please... >> where are these conclusions coming from?

We take induced crosses-numbers. we set the height of a cell for example 50 points. for statistics, kol-n of rows should be not less than 100. we count a total of received cells. then count the number of rows. rows is change of direction of movement. the more rows the less persistence.Dividing the total number of cells on the number of rows and we get two. ie, in one series will be on average two cells, and the market will tend to this value. Suppose for the last 30 rows we got three cells in the row, no matter how tight, but the number of rows in the future will increase, ie there will be flit moves, to reach a double.

 

to Mathemat

thanks for the link... it's an interesting topic... I saw it once before but had forgotten it completely... will look into it...

 
FOXXXi >> :

Count the total number of cells obtainedSo count the number of rows. Rows are a change of direction. The more rows, the less persistence.Let's assume that for the last 30 rows we received three cells in the row, no matter how tightly, but the number of rows in the future will increase, i.e. there will be flute movements to achieve a double.

Interesting, of course, your reasoning... But I've never worked with crosses, so it's hard to understand how it all can be applied in practice...


and I can't figure out what the wavelets have to do with it yet...