From theory to practice - page 614

 

Question to experts of What? Where? Theorists. We have the following price movement model (picture below)

How to apply the theory to this model? The increments are all the same equal 0.0010 , only the time between points is different.


 
Evgeniy Chumakov:

Question to experts of What? Where? theorists. We have the following price movement model (picture below)

How to apply the theory to this model? The increments are all the same equal 0.0010 , only the time between points is different.


Renko indicator
 
It's not hard to predict that the result will be zero)
 
secret:
It's not hard to predict that the result will be zero)

With a zero spread, anything +/- anything is possible. That's where the usefulness will really be zero).

 
Alexander_K2:

If I were you, I wouldn't be investigating price increments, but rather the direction of price.

In forex we are asked "where the price will go", not "by how many pips".

People came up with binary options. They offer to answer the question:
"Which way the price goes", no matter how many pips.

If they had binary options where they asked people:
"how many pips the price will change, no matter which way it goes", you'd have success there.



 
Eh! Alexander should have promised the grail. Now he will be rebuked every hundredth page for not having the grail.
 
danminin:

If I were you, I would not investigate price increments, but price directionality.


Open your own branch "From Theory to Practice" and research in your own place.

 
Evgeniy Chumakov:
Eh! Alexander promised the grail in vain. Now every hundredth page will reproach him, that there is no grail at all.

:)))

I'm going to do a little research on anomalous diffusion.

I am convinced that a non-standard problem requires non-standard methods of solution. "Ears and anomalous diffusion - what could be more mysterious? And all sorts of Hursts, ACFs, to hell with it!

 
Alexander_K2:

:)))

I'm going to do a little research on anomalous diffusion.

I am convinced that a non-standard problem requires non-standard methods of solution. "Ears and anomalous diffusion - what could be more mysterious? (And all Hearsts, ACF - to hell with it!

))

And you so defended, kolhoznikov drove away from the trough).

And I like the branch. It's fun and I have noted a lot of useful ideas.

Here I drew an indicator on the ideas. I'm still thinking about how to filter the signals.

EURUSDM_15_.

 
Uladzimir Izerski:

))

And you were so defensive, you drove the collective farmers away from the trough).

I like this thread. It's fun and a lot of useful ideas.

I think some dough will turn up.

I just feel sorry for the time wasted on junk like AKF and Hearst. They don't give you anything... And on the forum Prival confused everyone with this lousy ACF, and he forgot to show his state :)))

One thing I can say: trading in the channel is the only sensible solution. It's debatable whether to go with the trend or against it... I personally am a supporter of counter-trend trading.

The main thing is to see the "tails". And the quantile before the sigma must be dynamic. But how can we define the type of the current distribution? It is difficult and resource consuming using standard methods. And within the framework of anomalous diffusion this question is solved by itself - there is no such a notion as "quantile" and the support/resistance lines are determined as if by themselves. Self-tuning, so to speak.