From theory to practice - page 364

 
Yuriy Asaulenko:

Yeah. Sort of.

And it's all already in Excel. Long time ago

 
bas:
The coin has no correlation. It's written in any statistics textbook.
And you have never tried to calculate the correlation for the market, even though I suggested it somewhere in the first few pages)

Correlation sucks out there. Especially on deltas. But the distribution is good.)

 
Vladimir:

Where did you get the apparent shift to the left of the red line in the frequency diagram?

a. I didn't count the mu, I just put a zero instead.
 
Алексей Тарабанов:

And it's all already there in Excel. A long time ago

How could it not be in Excel when it was there before Excel in Quattro Pro, SuperCalc, etc. The trouble is that when users click on buttons, they don't understand what they are doing.
 
Vladimir:
How can you not be in Excel when there was before Excel in Qattro Pro, SuperCalc, etc. The trouble is that by clicking on the buttons, users stop understanding exactly what they are doing.

What do you do for a living?

 
Vizard_:

exp(v2). Trend change))))


This is a large dimension - 4 trades turn out, all in the plus. On the "small" one the trend has changed 15 times during this time. And this whole picture is a small part of a pattern, even of higher dimension, which is only beginning to form.

 
Wizard2018:

You can trade. In your picture, with my eyes I see four main patterns, profit is inevitable :) I marked the chart as I usually do on the market. I have 14 trades on the plus side and one on the minus side. This is without spread/slippage. If we take into account spread, we will have one or two losing trades. The profit is very small and it will most likely be a loss. But it will not change the overall picture. 12 profitable trades more than compensate for these three small losses. Equity is steadily going up.

Wizard, hi. Can I see how you marked up the chart?
 

Gentlemen!!!!!!!!!

It's coming to a close, isn't it? Finita la comedy, as they say.

I assure you that Erlang's flows are the key.

Here, literally, I just checked this week's AUDCAD quotes.

1. No time intervals help to read the quotes evenly. All the same, on M1, M5, etc. there is no symmetric distribution, even remotely resembling normal, or Laplace. Impossible to get, do what you want.

2. When passing from simple flux to 300th order Erlang flux (something like M5), Laplace distribution for increments is confidently observed.

I haven't checked further yet.

Regards,

Schrödinger's cat.

 
Alexander_K:

2. When going from a simple flow to a 300th order Erlang flow (something like M5), there is a confident Laplace distribution for the increments.

Obviously, if we take a heavily thinned series instead of the original series, we get a smoothed noise-like signal. It's the same as looking at single thinned pixels instead of a picture.

But there are other, more sensible ways of smoothing the original series without such a significant loss of information about price behaviour, if you think about it a bit.

You don't have to get the most primitive and cheesy solution which will lead to loss of important information that will reduce the quality of any forecast to a minimum.

 
Andrei:

Obviously, if instead of the original series you take a heavily thinned down series, you get a smoothed out noise-like signal. It's the same as looking at single thinned pixels instead of a picture.

But there are other, more sensible ways of smoothing out the baseline without so much loss of information about price behaviour, if you think about it a bit.

You don't necessarily have to stupidly grasp the most primitive and cheesy solution for this purpose, which leads to a loss of important information.

The gods only hear their own inner voice.

But it is possible that in a month or two a sudden epiphany will come to him. In fact, that's what the topic is all about).