Distribution of a continuous value - page 3

 
Of course I didn't call the topic correctly, I should have just called it "rebounding from channel levels" or something like that.
 

It is worth noting right away that a breakdown of a lower level does not mean that the price will move upwards and vice versa.

This is how the price behaved (17.07.2018)


Well, you have to decide where to move, right? Probably, but not necessarily, you have to look here...


 

Channel:

Channel during the return period inwards and up to the middle:

Price:

Price movement during the period outside the channel:


 

Reworked the whole approach.


I'm attaching a data file for anyone interested to look at. Maybe someone will find or suggest something interesting!

 


 


 
Evgeniy Chumakov:


Good! Let it be non-random, I have renamed the branch. I should also remind you that, unlike Alexander, I work with minute charts.

+ To common sense))
 
Yury Kirillov:
Dear! In order this branch does not become a dumping ground for unfinished mathematical ideas I suggest the following:

- To formulate your mathematical conclusions at least in terms of "and then we buy (sell)", because we are not here in crosses

You are going to win zeros, but you need to make money and accordingly we need to buy and sell.

- Perhaps even at the beginning you should consider the influence of such topics as optimal deal volumes, trading sessions,

news (and holidays), Level2, execution delays, slippages and many other things. For, Dear, even without the use of high,

The Expert Advisor and the robot can be written in five minutes, or you can Google an Expert Advisor on an abstract price chart.

will give you millions in interest a year. Especially if you test with zero spread and zero other transaction costs.

- Do not publish screenshots of charts and calculations that show only that on X day there was a solar flare (on the price chart)

and at the same time there was a polar luminosity (a significant shift in statistical characteristics). It is always possible to find on a price series

over several years a number of moments (times, not probability-statistical moments) when the craziest

mathematical theory. As in any scientific experiment, a statistically significant probability of repeatability is important.

And especially repeatability in the future, which as I dare remind you is "yet to be determined".

You are trying to determine which moment (not time, but in the statistical sense) is more like a grail bell, without realising,

that all your grails are upside down and can only drain. And draining regardless of the presence of thick and thin tails, guts, horns and hooves.

Drain only because you are looking perhaps for the wrong thing and perhaps the wrong place, perhaps a black cat or an alien intelligence.

And you have to look for where it is cheaper to buy and where it is more expensive to sell.

And in conclusion, pictures of grails:

The wrong grail (for you can't keep the profits in it - they will drain out):


The right grail:


With respect for your findings! Write again.

First: the distribution bell goes well beyond 3 sigmas.

Second: you are wrong)

Third: what you've described here is hilarious.))

Especially funny that you're an intuit rather than a practitioner)))

Never earned money but you understand that it's not so simple, and just do not "bite the bullet" as most do - even this is commendable).

 
and it has been a rubbish dump since the first posts)))
 
When the programmer is smoking, it's not as beautiful as this))))