Market phenomena - page 6
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I see that we have different concepts of processes, so let's not talk about that. Let's talk about methodology. The question is straightforward - discrete distributions of what? i.e. you first need to understand what you are looking for, and then look for it. In this case, the cart before the horse.
On the other hand, phenomena are the cart before the horse.I mean the distribution of the quotation process. I think it's a discrete distribution, which one is a complicated question. I could be wrong, it's not that simple.
Farnsworth:
I've encountered this "thinning" phenomenon when dabbling with changing the distribution of increments and candle sizes. At first I thought it was just the effects of my transformations, but now I don't think so, and in a way I'm as surprised as you are. I suppose no transformation of candlesticks was done before the histogram was drawn?
I did not use candlesticks. Just OPEN, and the process of OPEN[n]-OPEN[n-1] increments. It will be interesting to see your phenomenon.
A quote is far from a self-similar fractal
I didn't use candles. Just OPEN, and the process of OPEN[n]-OPEN[n-1] increments. It will be interesting to see your phenomenon.
Unfortunately, I haven't saved the results in the form of screenshots or ready-made codes reproducing this phenomenon (the phenomenon appeared as a side effect in my research).
At first I noticed this thing in the histogram of distributions of sigmoid-transformed data, but then I found it on H(n)-L(n), and H(n)-H(n) and L(n)-L(n).
"You just do not know how to cook them", how self-similar they are, try not just cut any TF you like on the time axis, but analyze how multiple timeframes behave, for example H1,H2,H4 and the price will always tend to the middle of the range on each TF. If I interpret this phenomenon correctly, it turns out that in the market there is always one who wants to sell and one who wants to buy, and the only question is when and who will buy and who will sell
Not technically, but as an artist to an artist, yes, they are self-similar :o)
The phenomenon that I want to post may or may not be known to anyone, or may not be known to everyone. In any case, I haven't seen it mentioned anywhere. Let's take EURUSD M15 (Alpari data for about 10 years) and look at its increments.
For 10 years, Alpari's data is partly 4-digit (reduced to the 5th digit), and partly is really 5-digit. Do you have a histogram of increments in increments of 0.0001 or 0.00001?
And for which increments do "dips" appear on the histogram?
Over 10 years the alps have some of the data 4x digit (reduced to the 5th digit), some of it is actually 5 digit. Do you have a histogram of incremental steps of 0.0001 or 0.00001?
The 5th digit was introduced not so long ago (maybe a year or even less) and generally speaking it doesn't affect the result. You can see it in the dynamics of the alpha and omega processes, if you look at them carefully. The step of the histogram is greater than 0.0001, I can't say exactly now, but the phenomenon appears at the number of sites 500, i.e. roughly speaking Max(Open)-Min(Open) divided by 500. This would hardly even have an effect if the variable were continuous.
PS: "Histograms" are not drawn by me, but by MathCAD. You might be surprised, I also know how to build them. I don't think you need to look for a histogram construction error, just check on the data.
The 5 sign was introduced not so long ago (a year maybe, maybe even less) and generally speaking it doesn't affect the result. You can see it in the dynamics of the alpha and omega processes, if you look at them carefully. The step of the histogram is greater than 0.0001, I can't say exactly now, but the phenomenon appears at the number of sites 500, i.e. roughly speaking Max(Open)-Min(Open) divided by 500. This would hardly even have an effect if the variable were continuous.
PS: "Histograms" are not drawn by me, but by MathCAD. You might be surprised, I also know how to build them. I don't think you need to look for a histogram error, just check on the data.
I checked - there was nothing like that :) That's why I'm asking how you built, rounded etc.
I mean the distribution of the quotation process. I think it is a discrete distribution, which one is a complicated question. I could be wrong, it's not that simple.
What is a quotation process?
I checked - there was nothing like that :) That's why I'm asking how you built, rounded etc.