From theory to practice - page 483

 
Alexander_K2:

Looked at the ACF for the increments (recall that this is the sum of the products of the increments in the sliding window - more precisely in the branch at Automat) in window =1440.

It seems to me that you are underestimating its strength in vain.

And your trades are essentially a copy of mine :)))

Which instrument does your chart illustrate?

 
Evgeniy Chumakov:

And this is what the sum of the increments over the observation window looks like.

And the values are almost always (sometimes slightly out of intervals) within the given interval that I need. However, it is worth noting that this does not give anything.

Which tool does your graph illustrate?

 
Uladzimir Izerski:

Which tool does your graph illustrate?

EURUSD
 

I basically understand what Alexander is looking for, something like speed, inertia, etc. to understand when the best entry point is. There's no telling how long the price might last.

By the way, what I'm investigating now doesn't need any variance calculations or anything like that at all.

 
Evgeniy Chumakov:

I basically understand what Alexander is looking for, something like speed, inertia, etc. to understand when the best entry point is. Otherwise there is no telling how long the price might last.


Exactly.

The variance, no matter how it is calculated - by standard classical method or non-parametric one like mine - does not save. Going beyond it and returning to the average only guarantees 0% profit, which has been proven in practice.

 
Here's more data for GBPUSD, just as I posted for the euro.
Files:
 
Evgeniy Chumakov:

I basically understand what Alexander is looking for, something like speed, inertia, etc. to understand when the best entry point is. You don't know how long the price can go on.

By the way, what I am researching now does not need dispersion calculations and so on at all.

There is such an unpleasant thing as being fixated on certain factors, most of them wrong. It is hard to get away from them. Most of the people on this forum are sick.

 
The best physicist is Dr Emmett Brown )))
 
Evgeniy Chumakov:
The best physicist is Dr Emmett Brown )))

I won't be typing any more letters today. I'll just read. ))))

 

USDJPY 27.08.2018 05:33 GMT+3