How can I tell the difference between a FOREX chart and a PRNG? - page 2
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Took the generator from the excel. It has an even distribution, in my opinion.
But nevertheless a schoolboy with a ruler would hardly be able to distinguish, for example, the first graph from the forex one.
Gentlemen! I suggest we play the following game: Dmitry will prepare 40-50 charts in CSV format, some of which will be random stray charts and the rest will be real price charts. We will try to guess which of these charts are random and which are real. Actually guessing statistics will solve all the issues and put points in the battle of PPP vs Market.
I volunteer to be the first to become such a guesser)
Of course, time, price scale and other explicit attributes should be veiled.
It's the appearance of the charts that needs to be brought in line.
Better a common algorithm.
It's the appearance of the graphs that needs to be brought into line.
A common algorithm is better.
Time can easily be replaced by a universal one for all charts, real prices can be multiplied by arbitrary fixed multipliers for each real instrument. Moreover, it is better to take instruments which are not common, e.g. some shares.
http://smart-lab.ru/blog/30486.php
the same experiment was conducted here, the result is the same 50/50
Took the generator from the excel. It has an even distribution, in my opinion.
But nevertheless a schoolboy with a ruler would hardly distinguish, for example, the first graph from forex.
Have you seen it?
Have you read mytopic about the chart direction? The price is directed, one of the most important differences from the random walk. It is such a special kind of influence on traders' brains - the unexpectedness of price changes.It would be interesting to check. There is a random sequence and there is some intervention based on the Maxwell demon principle (a partition is put in at the right moment). Is it possible to find these interventions using statistics?
That is, in relation to the market, is it possible to calculate the dummy with the help of statistics:)
Vizivali?
Have you read mytopic on chart directionality? Price directionality, one of the most important differences from random wandering. It is such a special kind of influence on traders' brains - the unexpectedness of price changes.