From theory to practice - page 457
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It is high time - make way for us, the young!)
In Tajikistan, 2017 was declared the year of youth. But, unfortunately, it has passed and become history. Nothing lasts forever on earth. In my opinion, we should not divide society into young and old.
In Tajikistan, 2017 was declared the year of youth. But, unfortunately, it has passed and become history. Nothing lasts forever on earth. In my opinion, you cannot divide society into young and old.
What do you mean you cannot divide it? It divides itself - naturally. As well as by many other criteria.
"If only youth could know! If only old age could!"
"If only youth knew!"
If only the leaves knew
How long it takes to fly to the ground,
And then lie there
This week we will find out if the ACF has to be taken into account or not.
In the graphs, the ACF is on the right.
If it doesn't fit, I'll investigate non-gentropy.
This week we will find out if the ACF has to be taken into account or not.
In the graphs, the ACF is on the right.
If it doesn't fit, I'll investigate non-gentropy.
Actually, it's not ACF in any way on the diagrams.) It's like - I confuse kings with aces, and I confuse duplets with openings. (с)
All the over-examining of options?)) Because there are a lot of variants, good and different, - enough for a long time.
Actually, it's not the ACF on the chart in any way.) It's like - I confuse kings with aces, and I confuse duplets with openings. (с)
All the over-examining of options?)) There's a lot of good and different variants, that's enough for a long time.
And what is it?!
Already built into VisSim functions are questioned... However!
And what will happen to the non-gentropy that has yet to be explored?
What the hell is that?!?
I will write in this thread from a neighbouring one
Please understand this question - I'm not the weakest physicist on planet Earth, but honestly - I'm not smart enough to solve this problem. You need allies and helpers. If there are none, all is vanity and nonsense. A man can't beat the market alone...
I read this forum a lot, you want to study market quotes as an electrical (physical) signal without analyzing the nature of the signal, you often write about distribution and sliding window... imho not there, I have loved physics since school, but precisely because it is a science of the physical world - that is, it is tied to a physical process and each process is considered individually, another issue is that many physical models are repetitive
Let's go back to the markets - why should your moving window characterize the market? there is a "market time" and a news time, why do you want to consider it as a single process in a 1440 minute sliding window? - the charts show that most of the price movement is accounted for by news and session times, this should definitely be taken into account.
i like simple examples, your model resembles the analysis of sales in a shop, but in a day, an average of 1000 units of goods sold per day, so 1000/24 = 41.6 units per hour, and the fact that the shop operates 8 hours a day, well it does not matter
Well, what to look for, looking for myself, and all looking, I've already mentioned when communicating with someone from the forum, the site 6ETrader, there is a good article"Dodeitredeli in the stock exchange? But everything could be different if you started ... ", this man I knew personally, communicated with him 5 years ago in Skype, then some time I watched his video lessons and read his site (the site now gone), he was a real trader at that time (euro futures 6E), and this simple article, in fact, is a description of the market - all you can find there is a strategy, not the physical meaning
So what's the point, you either have to force yourself to become a player or give it all up .... hmm, probably not so much for you as for me ))))
I've given a lot of energy to the market - I guess it's time to take stock now...
From the facts:
1. tick quotes come in as a kind of simple flow with p=0.5
2. To "see" a real distribution of tick increments, one should work with the sample volume of at least 1371 values, and they must be REAL, not pseudo-quotes.
3. this is achieved by working with a sliding window of at least 24 hours.
4. we practically have a Laplace distribution for the increments. Laplace motion! Do we know much about this process? No - research has just begun...
5. Sum of NE with Laplace distribution - well, actually a normal distribution with caveats.
6. It turns out that Warlock is right - we need to work with the sum of the increments in the sliding window.
7. But! There is still non-stationarity in the process. All the same, when you exit the variance channel, you need to look at some parameter - like ACF - whether or not you can enter the trade.
8. Why ACF and not entropy? Don't know - just researching...
9. There is nothing to do in the market without a parameter such as ACF or entropy. It is the law!