From theory to practice - page 1979

 
Renat Akhtyamov:

Not really.

it's not going to turn the price around.

;)

The main thing is to notice it in time. And they will turn it around without you.

 
Uladzimir Izerski:

The main thing is to notice it in time. And they'll turn around without you.

No, why?

The grail is being turned.

 
Renat Akhtyamov:

no, why?

grail tilting.

Sometimes agrail-like rake is inserted instead of a grail .

 
Alexander_K:

Still, I wonder if anyone can plot the dependence of the current increment on the previous increment for:

1. GSF with Gaussian distribution N(0,1)

It does not depend on the type of distribution. L is logic.

 

Made for:

1. Wiener process without drift with Gaussian distribution of increments



2. Market process for GBPUSD on Seconds TF S6

It's crazy...

Some kind of square...

That's what the dependence of the current increment on the previous one looks like on the phase plane.

The sampling volume is the same.

 
Alexander_K2:

It's a square...

More like a rhombus.

 
Доктор:

More like a rhombus.

Yes.

I don't know how to interpret it yet, but it's beautiful...

 
Alexander_K:

Yes.

I don't know how to interpret it yet, but it's beautiful...

Could be a square, though. BecauseWiener's is supposed to be a circle and there's an ellipse. Apparently the scale on the axes is different.

 
Доктор:

Although it could be a square. BecauseWiener's is supposed to be a circle, but it's an ellipse. Apparently the scale is different on the axes.

It's a circle, of course. I made it in haste, in order to see the Unknown.

 
Alexander_K:

Yes.

Not sure how to interpret it yet, but - beautiful...

Looks like the probability of small increments and large increments being adjacent is higher thanWiener's. Interesting.