From theory to practice - page 627
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You're not very good at following the context either. I'm not talking about A_K, I'm talking about the book you referred to as a trader's ABC.
Man, what's that got to do with "trader's ABCs"? Where'd you see that? That's a real turnoff. Some kind of distorted mirror in your head.
It was about the definition of self-similarity. You see? Or are you going to do another stunt?
Question to Alexander about the average and returning to zero.
Yes, in the sum of the increments we have an average of 0 = const . But this zero depends on the size of the observation window. Calculate the sum for a different amount of data and this zero will be moved to a different place on the chart or to the place where the price is at the moment. Now the question is, where is the truth, where is the average that we need at the moment.
Question to Alexander about the average and return to zero.
Yes, in the sum of the increments we have an average of 0 = const . But this zero depends on the size of the observation window. Calculate the sum for a different amount of data and this zero will be moved to a different place on the chart or to the place where the price is at the moment. Now the question is: where is the truth, where is the exact average that we need at the moment?
because the observation window doesn't consist of one area
The historical data is broken down into several parts, and after performing the necessary statistical analysis and forecasting, it is combined back to a single whole.
I gave you a link to a textbook above, it's all spelled out.
Question to Alexander about the average and return to zero.
Yes, in the sum of the increments we have mean 0 = const . But this zero depends on the size of the observation window. Calculate the sum for a different amount of data and this zero will be moved to a different place on the chart or to the place where the price is at the moment. And now the question is where the truth is, where exactly the average that we need at the moment is.
Yes, I gave a chart somewhere in the thread... Actually 0 for the sum of the increments is the drifting start of the price reference point. I wouldn't claim that this is the true average, of course...
If I knew all the answers...
So, I'm running 2 variants in my tester - the sum of increments around 0 and just the price relative to the moving median.
The only thing I have forever is the variance calculation.
Yes, I gave a graph somewhere in the thread... Actually 0 for the sum of the increments is the drifting start of the price reference point. I wouldn't claim that this is the true average, of course...
If I knew all the answers...
So, I'm running 2 variants in my tester - the sum of increments around 0 and just the price relative to the moving median.
The only thing I have forever is the variance calculation.
nothing is drifting.
Start calculating from a specific point in time and then don't change it unnecessarily
"- Done," said Ostap quietly.
Next week it's the Grail on the real. I'm trembling with impatience and some kind of all-consuming passion for money.
"- Done," said Ostap quietly.
Next week it's the Grail on the real. I'm trembling with impatience and some kind of all-consuming passion for money.
Tiki? Or minutes?
Tics ? Or minutes?
I use ticks to work in Erlang flows. I personally have no luck with official OPEN/CLOSE flows. I remain deeply convinced - the time scale in the market is not uniform and to read data in equal time intervals is the worst mistake. IMHO.
Ultimately, in the limiting case of Erlang flows, I am dealing with equitic bars, with the time between ticks within these bars distributed exponentially.
"- Done," said Ostap quietly.
Next week it's the Grail on the real. I'm trembling with impatience and some kind of all-consuming passion for money.