Cyclical patterns in the market - page 16

 
Nothing lags or overdraws, you can shift forward a quarter of a period and get inflection points into the "future", the only thing is that it jumps with the bollards, we should work with that too.
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Joperniiteatr:
Nothing lags or overdraws, you can shift forward a quarter of a period and get inflection points into the "future", the only thing is that it jumps with the bollards, we should work with that too.

Ok, I will look at it tomorrow, maybe something interesting.
 

Sometimes the sailor formula works quite accurately, predicting the true range of future fluctuations, sometimes it doesn't. I wonder when it doesn't work, probably it doesn't work when there is a real trend in the market. I have a couple of ideas how to apply it, but I am not going to tell you about it yet, I will check it first.

 
But then again often the actual fluctuation range is less than that predicted. So it is a minority, i.e. more than 50% of the time, so it is possible to trade in this range, for example using averaging, and suffer losses if it goes out of the range.
 

By the way, about the SB I want to add something. Here is the chart


This is a H1 chart of GBPUSD. But it's not a real chart, it's a synthesized one. Based on the volatility forecast I made a price movement prediction indicator. That is, each subsequent bar is calculated on the basis of the previous one. What can we see there? The same as regular chart, i.e. support lines, resistance lines, trends, flat, TA patterns (double bottom and top).

 

What conclusions can I draw from this graph?

I know the algorithm and I know that it exists, but I cannot calculate it just by looking at the chart. That is, there is a definite development law and all future movements, roughly speaking, are predefined by past movements and there are errors in calculations, that is, a forecast of one bar has an error, forecast of the next bar has an error and the previous bar has an error in it. Thus the error is accumulated and leads to sharp fluctuations and fading. So the question is whether it is a random fluctuation mathematically or it is a regularity. If it is a regularity, then by restoring the algorithm for constructing this graph, it is possible to create an algorithm for constructing a real graph in the same way.

 
If there is an algorithm, it is possible to do the reverse, from the last candle get the first one.
 
Telo:
If there is an algorithm, it is possible to do the reverse, to get the first candle from the last one.
Not always.
 
Telo: ... But then again often the actual range of fluctuations turns out to be smaller than predicted. ...

Switch to operating time rather than astronomical time. If you don't know why, try to thoughtfully answer the question - why do you exclude some bars from your price analysis, e.g. Saturday and Sunday ))

 
Telo:

Sometimes the sailor formula works quite accurately, predicting the true range of future fluctuations, sometimes it doesn't. I wonder when it doesn't work, probably it doesn't work when there is a real trend in the market. I have a couple of ideas how to use it, but I am not going to tell you about it yet, I will check it out first.



so also the distribution is not normal, thick tails, narrowing dispersion not like in sb, stretched maybe.