From theory to practice - page 992
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In principle. Yes.
You didn't know before?
It's been a long time since I've had
not just in price, but in lots like this.
I had to convert both to double and compare, so I figured it out.
or
Alternatively, one minus the other minus the threshold.
let's say 0.01 and 0.01000001, the difference should be less than 0.001, then equal
Returnees are certainly a good thing. Even if the distribution isn't exactly Laplace.
But... There is such a grey truth in life :
It's the "relative fluctuations" of the indices of the major majors.
You can see with the naked eye that 80% of the time they are basically doing each their own thing.
But there comes (periodically all the time) X hour, when the evening ceases to be languid and the traffic flows in the same direction.
Does anybody have any idea how to catch such moment quickly ?? have a bunch of graphs M, and catch synchronous movements N (close to M) of them
Not quite the right distribution. You are in the dark or deluded from this point.
Not quite the right distribution. You are in the dark or deceived from this point.
The distribution (if in terms of ter.ver, mat.stat) does not matter at all - I am not testing any hypothesis.
What is needed is a specific market "whistle": Simply the "simultaneity" of movements must be detected. Not a 1:1 correlation of individual values, but something MxN.
PS/ By the way, even "correlation" (as it is considered) does not apply to price series at all. I don't know how, but their similarity must be evaluated differently, without RMS.
Distribution (in terms of ter, matstat) is of no concern at all - I am not testing any hypotheses.
We need a specific market "whistle": Just need to detect the "simultaneity" of movements. Not a 1:1 correlation of individual values, but something MxN.
PS/ By the way, even "correlation" (as it is considered) does not fit price series at all. I don't know how, but their semblance has to be evaluated differently, without the RMS.
The whistle does not come by itself. It has to be coaxed out.
All right, I'm going to rest.
Fairy tale under your pillow.
The whistle does not come by itself. It has to be forced out.
All right, I'm going to rest.
Tale to tell under your pillow.
V3-N1 is not an advantageous signal, V1 is a fluke.
but N3-V3 or N1-V1 is trending, from a pullback
but there's a risk of multiple overshootsV3-N1 - not a favourable signal, V1 - accidental
But N3-V3 or N1-V1 is by trend
No time to go.
2 minutes.
Each TF has its own life.
The older one steers the younger one.
We see correctly.
Distribution (in terms of ter, matstat) is of no concern at all - I am not testing any hypotheses.
We need a specific market "whistle": We just need to detect the "synchronicity" of movements. Not a 1:1 correlation of individual values, but something MxN.
PS/ By the way, even "correlation" (as it is considered) does not apply to price series at all. I don't know how, but their semblance has to be evaluated differently, without RMS.
market equity rules there.
as it was written here casually about clearing, to estimate the time
might as well coincide with the X hour...
Returnees are certainly a good thing. Even if the distribution isn't exactly Laplace.
But... There is such a grey truth in life :
It's the "relative fluctuations" of the indices of the major majors.
You can see with the naked eye that 80% of the time they are basically doing their own thing.
But there comes (periodically all the time) the X-hour, when the evening is not so gloomy and the movements are in the same direction.
Who has an idea how to catch such a moment? have a bunch of graphs M, and catch synchronous movements N (close to M) of them
Counted the chart lines, it came out to 11. And that's after only the major currencies were chosen from the major currencies. I wonder which ones made the list? Did the USD get in?
Majors (not currencies, but pairs that are with USD and not exotic) plus gold and silver.
The USD index is shown through them and they are presented in its background (it is black there). So, it is possible to read in two ways - as fluctuations of rates (each line corresponds to its pair, but scaled down) and as correlation of currencies.
Silver, by the way, behaves untypically among others. It is clearly more speculative.
majors (not currencies, but pairs that with USD and not at all exotic) plus gold and silver.
The USD index is displayed through them and it is shown on its background (it is black there). So, it is possible to read in two ways - as exchange rates fluctuations (each line corresponds to its pair, but scaled down) and as the correlation of currencies.
Silver, by the way, behaves untypically among others. It is clearly more speculative.
If so, it would be useful to move from rates in currency pairs to the purchasing power of currencies to identify the hour X. It then becomes better seen how much less fluctuating the strength of the USD compared to the others, and how when its strong movement occurs, it drags all the other currencies along with it.
By the way, here is a picture of one trading day, with the same meaning of the charts as you have, only there are more of them. The USD/USD is the sum of relative (since the beginning of the day) changes of VAL/USD, and its chart is also black. On the horizontal line, there are the numbers of fifteen-minute periods from the beginning of the day.