From theory to practice - page 576
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Now I put other data into the formula and it's the other way around - break the upper channel buy, the lower one sell.
Zhenya, so many good deals.
Tell me, what is not working?
Alexander! Excuse me, but you can use this file for the histogram...
Eugene, make a separate column sum return, I'll calculate for you, and as it is copied all data in one line and it is necessary to clean each line.
Eugene, make a separate column sum return, I'll calculate it for you, but this way all data is copied into one line and each line has to be cleaned.
Libreoffice doesn't look very good with xy,(above), so I made a solid (below). Converted the data to integers, multiplied by 100.
Libreoffice doesn't look very good with xy,(above) so I made a solid (below). Converted the data to integers, multiplied by 100.
Alexander! Are you still on the forum? If you don't mind, please describe the algorithm point by point, starting from the moment of sum of gradients. To be honest, it's not always clear. Because I'm talking about the sum of the increments or the sum of the increments minus the first value. I still don't understand how I should do it.
Correct me if I got it wrong somewhere.
1) Speed = Abs(Sum of increments) / number of real quotes
Lambda = Sum of increments (Absolute) / Observation window
3. Time = Observation window
4. Dispersion D = Sqrt(Velocity * Lambda * Time)
5. The variance channel is paired with the sum of the increments or just the price increment. What do you mean by the graph?
You also said something about the cube root.
Alexander! Are you still on the forum? If you don't mind, please describe the algorithm point by point, starting from the moment of sum of increments. To be honest, it's not always clear. Because I'm talking about the sum of the increments or the sum of the increments minus the first value. I still don't understand how I should do it.
Correct me if I got it wrong somewhere.
1) Speed = Abs(Sum of increments) / number of real quotes
Lambda = Sum of increments (Absolute) / Observation window
3. Time = Observation window
4. Dispersion D = Sqrt(Velocity * Lambda * Time)
5. The variance channel is paired with the sum of the increments or just the price increment. Meaning what is on the graph?
You also said something about cube root.
1. Rate = Sum of increments (Absolute) / time
Lambda = Sum of increments (Absolute) / number of real quotes
3. Time = Observation window
4. Standard deviation D = Sqrt(Velocity * Lambda * Time)
5. My graph has expectation +- stdeviation*quantile.
About the cube root...
I tried to read the standard deviation as SUMM(ABS(returns))/DEVEL(N,0.3333333) or even SUMM(ABS(returns))/DEVEL(N,0.4) instead of SUMM(ABS(returns))/DEVEL(N,0.5).
It seems to work better, but I'm not sure yet. I'll have to have a look and read more...
I agree, I'm even sick of increments.
What's my vision of illogical approach, I read Graham's book "Concrete Mathematics" a couple of months ago, what did I learn? Well, that with a large number of numerical series, there is always or almost always a law of formation of this series
about increments:
take any TF, the rate of the same exhausted Eura is quite low (this is not a stock that can "fly within a trading day" up to 100% ...), and I do not want to open a MT, but it is not difficult to make a script that calculates how many increments of 1,2,3...100 pps for each TF, I am sure we will get finite numbers distributed around several values
...or even if you strain these values with erlang flows.... well, because here I wanted to consider every 3rd, no 7th, no 300th bar ... of a numerical sequence that was originally continuous! - the price is quoted continuously, right? why (on what basis?) here we go and do such perversions....
I don't know, the approach isn't "anywhere near" the market at all, the same 18 Yusuf formula at least somehow takes into account the continuity of the time series, takes into account that prices are subject to exponential growth movements in some periods... well at least formula 18 has some connection to the market
but a set of large series of prime numbers - increments... these are just numbers and all this manipulation is mathematical masochism, which has already started to give pleasure
like this ))))