Can the SB chart be distinguished from the price chart? - page 11

 
Maxim Dmitrievsky:

it is enough to learn how to interpret some of the properties above and you can already earn something, at least not automatically, but by understanding what self-similarity and memory are

That is why the analogy with SB is useful, instead of denying that the market is not SB

I think the market is a hell of a mixture of random and directional movements. And here I am agonising over the factor that separates these movements. All my cool, scoring trades are exclusively on SB. As soon as the deepest trend - I go down. I cannot understand this watershed - nothing helps, no coefficients.

 
Alexander_K:

I think the market is a hell of a mixture of random and directional movements. And so I'm struggling with the factor that separates those movements. All my good, good trades are exclusively on the SB. As soon as the deepest trend - I go down. I can't understand this watershed - nothing helps, no coefficients.

I've done such systems too, using oscillators with different periods. This is how it will be all the time on a persistent no-reponse market. I don't know how to migrate in such a situation.

Trading is more or less possible with understanding Elliott Waves and fractals and with my hands, not always. Algotrading in my opinion is other algorithms that do not predict

I think you're always looking for a balance between the number of trades and the probability of getting screwed - and you never find it.)
 
Alexander_K:

I can't understand this watershed - nothing helps, no coefficients.

You won't understand it, because there is no such a division, there is a sequence of market states - trend and flat, and trend moments are less frequent than flat ones

there's only observation and statistics.

Recently I've been trying to decide what I'm searching for and where it should be applied: for now I've decided if TS is intraday, it means I'm interested in price movements during the day - I've created timeframes that are generated from the beginning to the end of the day and then I take a new day as a new reference point and go again... Then I moved to a logarithmic chart relative to the start of the day modulo, there appeared repetitive movements (up to a pip) within the day, and there are not so many variants of movement within the day. The first part of the week is usually a flat, then the news and maybe a trend, and then the price will wait for the news again.

 
Alexander_K:

I think the market is a hell of a mixture of random and directional movements. And so I'm struggling with the factor that separates those movements. All my good, good trades are exclusively on the SB. As soon as the deepest trend - I go down. I cannot understand this watershed - nothing helps, no coefficients.

Forum on trading, automated trading systems and trading strategies testing

My Thoughts on Random

Oleg avtomat, 2012.12.11 23:19

The view of the market as a purely random phenomenon is wrong, fundamentally wrong. But this view, the primary reference point, determines the approaches to its understanding and description based on probabilities and randomness, hence the bias associated with the priority of applied statistical tools, which cannot be an adequate tool for reflecting the essence, mechanics, of the phenomenon under study. Yes, randomness is present, but its role is far from dominant.

 

These are increments, I think it will go visually easier here, the same riddle if you don't get bored))

 
Novaja:

these are increments, i think it will go easier visually here, same conundrum, if you don't get bored))

most likely the left graph is a price series because there are periods of activity and declines in activity. and symmetry relative to the zero line because price series trade in both directions (bulls/bears)

the right chart is too small scale, probably the same picture there

 

D1:


H1:

M5:

M1:


 
Igor Makanu:

D1:


H1:

M5:

M1:


Good screenshots, it's clearer to everyone now))

 
Novaja:

Good screenshots, it's clearer to everyone now))

Files:
 
Vizard_:

Give us the right answers already.

There will be no right answers, the Close price itself is quite random as it is linked to a discrete time (TF), and all it can show ... well, probably the activity of trade participants, and what were their goals? some of the goals may go to the next bar, and maybe even to several bars, and the time of a bar is always discrete - it has a finite value and it does not have to coincide with the goals of trade participants