Can the SB chart be distinguished from the price chart? - page 4

 
Dmitry Fedoseev:
And why is it SB - normal or uniform distribution, but the price chart is not?

I have written why.

And a normal and uniform distribution assumes that the underlying factors are independent. This is not the case for price. A change in price - causes a change in the behaviour of market participants. Roughly speaking - the price went in one direction on the news - and everyone rushed there. And when the price reached a certain limit, people started to fix positions - the price moved in the other direction - and again, most immediately began to flip. All this leads to a law of price distribution that is far from normal.

 
Georgiy Merts:

I have written why.

And a normal and uniform distribution assumes that the underlying factors are independent. This is not the case for price. A change in price - causes a change in the behaviour of market participants. Roughly speaking - the price went in one direction on the news - and everyone rushed there. And when the price reached a certain limit, people started to fix positions - the price moved in the other direction - and again, most immediately began to flip. All this leads to a law of price distribution that is far from normal.

And where is the refutation that quotes are random? And where is the proof that the entire life process of quotes will eventually not converge to normal. And in what dimension did you measure it in the first place?)

And who said we have an infinite random process which will converge to normal?
 
Vizard_:
It's OK, you can do it evenly)))

It's not promising again... it's not about distribution and SB, it can take on any density...

 
Vizard_:

The above mentioned was correct. See the differences in the picture. Tails. You generate extra, mix it in,
you get a vr that doesn't differ from the price. It is not clear why all this is needed)))


Did I understand correctly that the order of your pictures corresponds to the order of Novaja's pictures :?

 
Novaja:

Actually the question in the thread.

Two charts, which is the SB, which is the price chart?

OHLC archives - let's try to tell the difference. Visually, there is no way.

 
What if I take the real daily prices of different days, and then slice this data into sessions. Then I make a new graph from the sessions of different days. And if I also mix the increments within the session, would that be SB?
 

Isn't the sine wave normally distributed? Also SB? :D

Asaulenko's market is a sine wave, he trains a neural network on it and predicts it. That's why he does not care where the market will go...

 
Georgiy Merts:

I've written why.

And a normal and uniform distribution assumes that the underlying factors are independent. And that is not the case for price. A change in price - causes a change in the behaviour of market participants. Roughly speaking - the price went in one direction on the news - and everyone rushed there. And when the price reached a certain limit, people started to fix positions - the price moved in the other direction - and again, most immediately began to flip. All of this leads to a law of price distribution that is far from normal.

Let's say we flip a coin, if heads are heads up, if tails are tails down. Another 5 coin toss, if all are heads, we will add 5 pips from the first coin - a kind of news simulation, until three eagles come out. There will be a spike in volatility. Where is the abnormality here? Why is such a process in a real market abnormal?

 

I.e. we have proved through the distribution of quotes that they are not a sine wave, but also not a random wandering

But then what is it? Since the cycles are gone and randomness hasn't come in yet? Some kind of transition period in the market has started

 
Vizard_:

Yes, but only on an associative level. The graphs are highly compressed. Guessing game)))
Guessing or not, Nova will tell...

made a mild accident into a violent one, which doesn't make it any less accidental, it just makes it easier to swear in other words

and someone will even pretend that it's no longer a random wander in front of him