FOREX and ECONOMETRY. Theory, practice, forecasts and implications - page 12

 
Roman Shiredchenko:

OOO!!!! Hi. Yeah I've been moving around here.... What's the deal with the tumblr pulse... ??? stalled? I'll find it later .... just can't seem to get a scalp yet... haven't had the time... going...

I'm in the market...

Ok.

Barabashkin walked away from my momentum prediction suggestion and went his own way.

 
Renat Akhtyamov:

Ok.

Barabashkin walked away from my pulse prediction suggestion and went his own way.

Right. I'll ask around... I'll text you what I'm working on... there's a lot I've done already. You need research.... I'll do it myself.
 

In general, I have come to the conclusion that the actual quote history is about nothing. Only quote history statistics are of interest, i.e. only history parameters, which speak about market reaction to events. If you have such statistics, every new day and every deal closing - everything starts from zero. Everything is zeroed out. Only history statistics remains. There is no history as such - only statistics. IMHO, I am not claiming anything, but in practice this approach is very effective.

Then again, if you look at autocorrelation functions and Fourier spectra, it's probably true - history has no effect on the future. Only statistics influences the market reaction to stories. It, the statistics, apparently, cannot change much quickly.

 
The mathematical essence of divergence needs to be defined. Why does it sometimes appear? I mean if it was always zero, it would hardly occur or vice versa.
 
Movlat Baghiyev:
Divergence is what I think we should start with. The mathematics of divergence needs to be defined. Why does it sometimes appear? I mean, if it were zero all the time, it would hardly occur or vice versa it confirms the zero theory...
Look at Brownian motion. Theory of zero is talking about nothing.
 
Yuriy Asaulenko:
Look up Brownian motion. Theory of zero is a conversation about nothing.
I'm not talking about that theory... I'm talking about the theory that Renate put forward...
 
Movlat Baghiyev:
I'm not talking about that theory... I'm talking about the theory Renat put forward...
That's what I'm saying. Coming to zero means nothing.
 
Yuriy Asaulenko:
I mean the same thing. Coming to zero means nothing.

I got the indicator wrong.

In red is the accumulation of deviation

In principle, I have decided on the depth of sampling:

Hypothesis - if the price deviates from the current one upwards, then sales prevail in the market, if it goes downwards, then purchases prevail.

It means that above zero you can color blue - buy, below zero - red - sell.

Let me try to write a formula

 
Renat Akhtyamov:

I got the indicator wrong. I'm correcting myself. I'll show you the result soon.

In red is the accumulation of deviation.

In principle, the sampling depth is determined:

I will try to write a formula

Algorithm, please.) Better just a verbal description. Just principles.

ZZY Selling - buying - there is no such thing in Forex. We do not know the difference between the chart and the tumbler. And so, how much is sold, exactly how much is bought.

 
Yuriy Asaulenko:
Algorithm in the studio)). Better just a verbal description. Just principles.
No problem. I'll describe everything. I'll just make it readable.