Rate of price change, how to calculate - page 5
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this topic comes to mind
https://www.youtube.com/watch?v=QUvGdRwKglU
I wanted to ask the community who calculates the speed of price change.
Mostly it's the news candlesticks.
One application is the action of the EA when there is a strong price change over a short period of time
For example: Strong news comes out and it's quite reasonable to either remove the take - and then set a new one according to the situation, or move the take far enough
Because it is annoying to get a take of 20-30 100 pips and then watch the price make another 5 10 or 20 take distances.
Draw a trend line and build a tangent from its start at the top (if price is rising).
Then we should introduce the notion of "piecewise" ergodicity for the market. As a matter of fact, various "followers" of the diagram based on the search of similar segments in the past are unconsciously (or maybe consciously) trying to carry out this principle. Although, in fact, when selecting by literal "similarity" the statistics is too weak for reasonable continuation. Some more abstract criteria are needed. Here division into flops and trends is probably able to provide statistics, but the problem with the criterion of division :).
Nikolai, the subject of classifications is no less esoteric than contextualisation. Actually maternal relatives. My point is that a successful classification of contexts can be a determining factor not only in the profitability of a single system, but of an entire class of systems. Accordingly a successful "criterion of division" is a field (of gold and brilliants or poo). Well and ... desire to leak on a forum its deposits few (unless low-concentrated.).
I mean that your idea is absolutely correct, and "zero" reaction of forum on it is understandable and by no means follows from its "stupidity".
By the way, hi. Glad to see you on the forums in good health.
Hi, by the way. Good to see you on the forums in good health.
Nikolai, the subject of classifications is no less esoteric than contextualisation. Actually maternal relatives. My point is that a successful classification of contexts can be a determining factor not only in the profitability of an individual system, but of an entire class of systems. Accordingly a successful "criterion of division" is a field (of gold and brilliants or poo). Well and ... desire to leak on a forum its deposits few (unless low-concentrated.).
I mean, your idea is absolutely correct and "zero" reaction of forum to it is understandable and does not follow from its "stupidity".
Regarding concentration ... .One could argue that graality is nothing more than market inefficiency. With such a number (and probably quality) of miners, it seems almost axiomatic that any strong inefficiency will be quickly discovered and exploited. And since you can't make money out of thin air (which may be possible, but only in a small way, within the bounds of the uncertainty principle :)) ), the market will destroy the inefficiency immediately. Perhaps by creating a new one. Or even by recreating the old one. By the way, the latter will give piecewise ergodicity.
Based on this reasoning, we can safely assume that there is an objective limit to long-term returns in the market, and this limit is not too high. That is, if we take a little more from the market than the banks give (the risk premium is not contrary to nature), the Universe will not be angry with us :)
If we are willing to settle for low-concentration food, then the real problem becomes proving the stability of its source. In other words, is there a limit below which the market no longer seeks to correct inefficiencies?
... correct inefficiencies.
Please explain to me, the unintelligent, what is inefficiency and, by extension, what is market efficiency.
Hi Vladimir. Likewise :).
On the subject of concentration ... . one could argue that gravity is nothing more than market inefficiency. With such a number (and probably quality) of miners, it seems almost axiomatic that any strong inefficiency will quickly be detected and exploited. And since you can't make money out of thin air (which may be possible, but only in a small way, within the bounds of the uncertainty principle :)) ), the market will destroy the inefficiency immediately. Perhaps by creating a new one. Or even by recreating the old one. By the way, the latter will give piecewise ergodicity.
Based on this reasoning, we can safely assume that there is an objective limit to long-term returns in the market, and this limit is not too high. That is, if we take a little more from the market than the banks give (the risk premium is not contrary to nature), the Universe will not be angry with us :)
If we are willing to settle for low-concentration food, then the real problem becomes proving the stability of its source. In other words, is there a limit below which the market no longer seeks to correct inefficiencies?
Sounds about right. Regarding the last paragraph:
In theory, the search for such a limit is interesting. The question is whether it is worth the cost (in private practice) ? I, for example, tend to think that it is more profitable to devote effort to building an autosystem to find and exploit any (temporal and permanent) regularities, rather than to prove stability (or even life time estimation). One can simply accept as an assumption the idea that strong (high profit) inefficiencies on average live less than weak ones. Such an assumption is easier to check statistically. // not tested. just a logical assumption.
Please explain to me, an unintelligent person, what is inefficiency, and consequently what is market efficiency.
You could start with wikipedia