First sacred cow: "If the trend started, it will continue" - page 57
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Timbo got everyone into a flurry. I think the most formal basis for analysis is the frequency and phase analysis of the market. A few posts earlier in this thread I gave two spectral analyses of two adjacent H1 days. The most interesting question is: where is the previous day's information that led to these changes? Caterpillar believes, and it is built on this, that changes in trends accumulate and occur in the high frequency2 part of the spectrum, which then forms what we will see as a trend in the future.
Timbo got everyone into a flurry. I think the most formal basis for analysis is the frequency and phase analysis of the market. A few posts earlier in this thread I gave two spectral analyses of two adjacent H1 days. The most interesting question is: where is the previous day's information that led to these changes? Caterpillar believes, and it is built on this, that changes in trends accumulate and occur in the high-frequency2 part of the spectrum, which then forms what we will see as a trend in the future.
can you elaborate? the logic - what does it all follow from
Случайные блуждания могут быть разными по своей природе и соответственно по свойствам. В статистике довольно неплохо исследованы различные виды случайных процессов. Некоторые из них статистически предсказуемы (с вероятностью больше случайной), другие нет. Рекомендую немного вникнуть в тему, она довольно любопытна и по сути не очень сложна. Для начала википедия вам в помощь.
Yes, I just understand about the entropic properties of the series. The resulting "trends", i.e. their properties are just as applicable in trading. It's hilarious the characters who only want to trade when they know why something happens :)
Timbo втравил всех во флуд. Наиболее формальною основу для анализа, как мне кажется, дает частотный и фазовый анализ рынка. Несколькими постами ранее в этой теме я привел два спектральных анализа двух соседних дней Н1. Наиболее интересный вопрос: где та информация предыдущего дня, которая привела к таким изменениям? В Гусенице считают и на этом построено, что изменения в трендах накапливаются и происходят в высокочастотной2 части спектра, которая затем формирует то, что мы увидим в виде тренда в будущем.
It's just the Caterpillar moving... in your mind...
Can you elaborate? The logic - what it all follows from
The pictures are obtained with the Ilyukhin spectral analyser. On the first one we see some obvious humps, which corresponds to the period length of the corresponding swing. If you put it in the TS, it will give the maximum profit, but it will fade very quickly. This confirms another spectrum that has given humps elsewhere, i.e. we need other wipers to make profit again - we need to adapt to the market. I looked more closely at the Caterpillar and found that the SSA lines shown on my charts are smoothed curves derived from detrending BP. As you can see everything is fine: the yellow one is window 14 and the red one is window 56.
Веселят персонажи, которые хотят торговать только тогда, когда знают, почему что-то происходит :)
Yes, responsibility for one's actions and a tendency to look for "reasons" are inversely proportional.
The pictures are obtained with the Ilyukhin spectral analyser. We can see several clear humps, which correspond to the period length of the corresponding wrist. If you put it in the CU, it will give the maximum profit, but it will fade very quickly. This confirms another spectrum that has given humps elsewhere, i.e. we need other wipers to make profits again - we need to adapt to the market. I took a closer look at the Caterpillar and found that the SSA lines shown on my charts are smoothed curves from detrending BP. As you can see everything is fine: the yellow one is window 14 and the red one is window 56.
The adaptation may or may not be the right one. There will always be a lag, but you can try it :) The price series is too heterogeneous - there is a mixture of completely different processes acting non-periodically. The price series is too heterogeneous - it's a mix of absolutely different processes which act irregularly. It is possible to determine some discrete segments with "studied" processes and the probability to match them while they are not over, but it is impossible to keep abreast of everything that happens in the market.
Толпа хочет знать причины.
:) :) :)
- Where do I go from here?
- Where do you want to go?
- I don't care as long as I get somewhere.
- Then you don't care where you're going. There's got to be somewhere.
"Alice in Wonderland by Lewis Carroll
The adaptation may or may not be the right one. There will always be a lag, but you can try it :) The price series is too heterogeneous - there is a mixture of completely different processes acting non-periodically. It is possible to determine some discrete segments with "studied" processes and the probability to match them until they are complete, but it is impossible to keep abreast of everything that happens in the market.
I once read that there are some parts of BP, where the modern methods cannot determine if there is a trend or not. I agree with you completely. All TA history is built on recognizing patterns when they emerge, which gives a statistical advantage. And then it is a question of MM or TR. But we need methods that allow us to recognise a pattern as early as possible and with maximum probability. If we assume that the market is non-stationary, then we recognize that our patterns may or may not occur. Besides it is desirable to have some kind of mathematics to help us in this and not some candlestick patterns with unknown statistics.
My experience tells me that if a trend has started, it is better to follow it to the end, although it is not certain that it will last. I spent a long and tedious week after week, month after month breaking my eyes and brain trying to find the perfect trend indicator. Behind these indicators I lost the price completely. Then I removed all the goddamn induki, applied to the trend definition, narrowed down the scale and now the ideal indicator - the chart itself (bars). If High and Low of the current bar are higher than those of the previous bar, the trend is ascending, if less - descending. A subtle point - the appearance of an internal bar indicates the end of the trend, as well as the change in the dynamics of highs and lows of the bars. That is all. Then we take a TF or several smaller ones (the system of three screens) and look for entry points.
There is one more moment - intermarket relationships can be used as a confirmatory indicator of the current trend. It is also possible to use COT. Or something else. That is, it is important to have a fundamental basis for the trend.