How can I tell the difference between a FOREX chart and a PRNG? - page 5

 
gpwr:

If you want to be scientific, you can plot the average price movement (or bar height) depending on the time of day. Or easier by eye: look at what EURUSD does during the European and American sessions and compare this behaviour to the Asian session, for example. Didn't you know that?

Yes, the volatility increases. So?

I have not met a TS that successfully exploits this.

And again, why the daily volatility variation to the daily charts?

 
Demi: How do you distinguish real quotes from PRSFs?
The same way you can tell the difference between SPF and SPF by statistical analysis. Visually, you can't, these experiments are three hundred years old.
 
airbas:
Behaviour is the nature of movement.

what are the numerical characteristics of currency "behaviour"?
 
airbas:
Just like distinguishing MF from PSF by statistical analysis. Visually, you can't, these experiments are three hundred years old.

There's daily data. How can you tell the difference by statistical analysis? What test?
 

Yes any, at least autocorrelation. The issue is that you take a graph over, say, 10 years and want to find one universal pattern, and there are very few, either floating or none at all. Whereas local patterns are present.

"Behaviour" is, say, trendiness or recoverability. There are many numerical characteristics, you can choose any one to your liking.

 
airbas:
Behaviour is the nature of movement.
given to us in feeling.)
 
airbas:

Yes any, at least autocorrelation. The issue is that you take a graph over, say, 10 years and want to find one universal pattern, and there are very few, either floating or none at all. Whereas local patterns are present.

"Behaviour" is, say, trendiness or recoverability. There are many numerical characteristics, you can choose any one to your liking.


There isautocorrelation in the above charts, just as there is in the forex charts.

Let's say trendiness and reversion are also there - I even drew channels on purpose.

 
gpwr:

If you want to be scientific, you can plot the average price movement (or bar height) depending on the time of day. Or easier by eye: look at what EURUSD does during the European and American sessions and compare this behaviour to the Asian session, for example. Didn't you know that?



You persist in talking about this one))) http://forum.alpari.ru/showthread.php?t=70386&page=44 post number 439.

Also you stubbornly do not answer Demi about the days.

PS: Although dayshows have high-low stats too. And there are regular bank operations, weekly monthly quarterly.

 
Demi:
PRNG and forex instrument chart (fixed multiplier). The number of observations is the same. Which graph of the forex instrument?

No, it doesn't work like that. We are not a painting club here. It is impossible to distinguish SB from real markets without using special statistical tools. So either publish at least a dozen charts in CSV format, at least 100,000 observations in each, or the conversation will continue to be purely speculative.
 
C-4:

We are not a painting enthusiasts club here. It is impossible to distinguish SBs from real markets without the use of special statistical tools.

We're not running a guessing game here. What special statistical tools? What tests? What indicators?

The topic is how to tell the difference between a graph and a chart?