Zero sample correlation does not necessarily mean there is no linear relationship - page 15
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I personally believe that one can look for trends on forex just as well as on HGS realisations.
There shouldn't be any over the entire historical range. If a forex market/country is anything to go by.
Well, unless you count as a trend movements within knees 33...
Trend - buy cheap, sell expensive. ZZ is suitable for this. It is the presence of trends that is used in trend-following TS. Even arbitrage uses the directionality of an asset's movement.
You have an uncanny ability to get off-topic. And it's not the first time.
Yeah...
And you have an amazingly logical illustration. :)
First, BP is shown and the normality of the distribution is looked for.
Then, failing to find the obvious, a trand is introduced.
And all is well.
The question remains - do such manipulations help in the trade?
;)
The question remains - are such manipulations helpful in trading?
That's not me. ARPSS is widely used in financial markets. Removing the trend and seasonal component (if present) is standard.
To me ARPSS is a ready-made model building scheme, a means to quickly analyse BPs, in particular to see the distribution of BPs in different types of preprocessing.
It seems to me to be another level of BP analysis: no errors in formulas, very low labour input and the ability to look at a wide variety of options.
That's not me. ARPSS is used extensively in the financial markets. Removing the trend and seasonal component (if present) is standard.
ARPSS to me is a ready-made model building scheme, a means to quickly analyse BP, in particular to see the distribution of BP in different types of preprocessing.
As I see it - this is another level of BP analysis: no errors in formulas, very low labour intensity and the ability to look at a variety of options.
It remains to answer the same question that you are asking the topicstarter - is there seasonality and trend in forex... What do we mean by noise?
;)
It remains to answer the same question that you are asking the topicstarter - is there a seasonality and a trend in forex... What do we mean by noise?
;)
Nothing from him. Just declaring my line. It is necessary to set the problem correctly, and then to choose a method of its solution, answering the question about the applicability of the chosen method to the set problem. At the same time, one must not suggest a new meaning for well-known terms.
I don't see that approach on this forum very often.
On the subject of correlation, I conclude the discussion on my part with this little joke.
The game of numbers (graphs) continues...
On the subject of correlation, I conclude the discussion on my part with this.
that's it. a fake. 15 pages have been explained to you. It's like a peas in a pod. And you put it in the code((.
1. QC cannot be calculated on arrays of different lengths
2) What you cited in codebytes is probably close to the concept of searching for patterns on history ... in trader terms, that's what I told you about 10 pages ago.
3. ACF is a comparison of BP with itself, not with the slice, not with the number of crocodiles in the Nile River, but with itself
this is what the ACF of a sine wave looks like
That's it. a fake (read fake). 15 pages have been explained to you. Like peas against a wall. You also put it in the code ((
1. QC cannot be calculated on arrays of different lengths
Where did you see arrays of different lengths?!
2 What you cited in codebytes is probably close to the concept of searching for patterns on history ... in traders' terms.
What patterns?!
3. ACF is a comparison of BP with itself, not with the slice, not with the number of crocodiles in the Nile River, but with itself
This is what the ACF of a sine wave looks like.
What's sine waves got to do with it?! Do you even know what you're talking about?
Shit, you have 100,000 bars of EURUSD. How will you calculate the autocorrelation?
You like to compare results with Mathcad. So compare it. Check, the match will be perfect (there will be no discrepancy to the 10th decimal place).
You've cited here a function for calculating QC on two arrays. So, I take the outermost Depth bars and get two arrays of Depth length. I calculate QC for them. After the appearance of a new bar, I do the same thing - calculate QC for the outermost Depth bars. And so on.
So, when I have Depth = 100 and 1000 bars, I first calculate QC for 100 bars starting from 100, then for 100 bars starting from 101, ....., for 100 bars starting from 1000. The total is 900 QC. My fake outputs these 900 AUCs. Only the model is so fast that it instantly reads even 100 000 QC, where for each of 100 000 QC values it is counted for 10 000 of the outermost bars.
Is it clear now?
1. you take a piece of 100 bars and compare it to a piece of 100 bars. there is no other way. QC cannot be calculated on arrays of different lengths.
2. Блин, у вас есть 100 000 баров EURUSD. Как вы будете считать автокорреляцию?
don't blink. for all 100,000 bars. Spell it out ACF is a comparison of BP to itself, not to a piece of itself. It's with HIMSELF.
IS THAT CLEAR?
I can also say ACF is a function, you know, a function, not a number.
and this makes sense?