From theory to practice - page 1262

New comment
 
Martin_Apis_Bot Cheguevara:

what do flats and trends have in common. what are they similar to and what can both work well with the same efficiency?

formulae.

 
Alexander_K:

FormulaE.

how can formulae combine two completely different types of processes?

OK... both have extrema...

In the flat, the price does not break through from the extrema but turns around more often.

on the trend, on the contrary, it often breaks through...

Ok...

it remains to identify the direction of price movement.

OK.

N calculation periods - it doesn't work exactly and there is no sense in building a regression based on it.

Then we should somehow be able to separate the market by direction.

or simply sum up a bunch of bars and calculate the difference and this difference will be the indicator of the residue, which price has not closed and in what volume.

but again, how many bars should we sum up and how should we calculate the difference?

If you constantly add up a bunch of bars, the residue will grow indefinitely in either direction...

 
Martin_Apis_Bot Cheguevara:

what can work well on both with the same efficiency?

I can't speak for the rest, but these are channel strategies.
 
Yuriy Asaulenko:
I can't speak for the rest, and these are channel strategies.

I've had it all implemented for a long time now...

But channels are not everything.
 
Martin_Apis_Bot Cheguevara:

I've had it all implemented for a long time...

OK
 
Martin_Apis_Bot Cheguevara:

N calculation periods - in the trash does not work exactly and it does not make sense to build a regression on it.

Then you should somehow be able to separate the market by movement direction.

Or you can simply sum a bunch of bars and calculate the difference and this difference will be an indicator of the residue that the price has not closed yet and in what volume.

It works. Only not N calculation periods but T(N) where T is time and N is the number of ticks. On this non-linear time scale we can see the periodicity of the market. It is like a nested doll - one cycle nested in the other, and what is a trend for one cycle is a flat for the other. It's simple. But, even I have not yet fully grasped this structuring of the market, but it is definitely there.

 
Yuriy Asaulenko:
I won't say for the rest, and these are channel strategies.

Yuri is absolutely right.

 
Martin_Apis_Bot Cheguevara:

What do flattens and trends have in common? What do they have in common and what can both work well with the same efficiency?
In my opinion, nothing. they are opposite processes.
 
This cyclical market structure is the biggest mystery. People, I think, are not supposed to know about it. That is the Grail.
 
Alexander_K:

It works. Only not N calculation periods, but T(N), where T - time, N - number of ticks. On this non-linear time scale we can see the periodicity of the market. It is like a nested doll - one cycle nested in the other, and what is a trend for one cycle is a flat for the other. It's simple. But, even I haven't understood the structure of the market, but it is definitely there.

So your characteristic estimation of the market and highlighting its sections, so to speak, is in fact identifying the speed of the market?

I have also implemented it. I already have it.

I will tell you right away :

the first crisis market movement, it's called some kind of animal)) and you'll sell your deposit. it's inevitable.

As for the position of the first crisis, it may be called some kind of an animal or something like that. it's inevitable.

1...125512561257125812591260126112621263126412651266126712681269...1981
New comment