Can the SB chart be distinguished from the price chart? - page 17

 
secret:
Told you many times already - the shape of the distribution of the increments has nothing to do with returnability.
The indicator of the reversibility is the correlation of neighbouring increments.


secret:

The smaller the area at the edges (and more in the centre), the greater the return (from the edges to the middle).


So what to believe?))

 
Novaja:

So what to believe?))

At the very least, read the answers in full:

secret:

The smaller the area around the edges (and more in the centre), the more return (from the edges to the middle).

The question is that this does not apply to the market, such processes simply do not exist there. It refers to physics, for example (some kind of particle concentration).

 
secret:

The smaller the area around the edges (and more in the centre), the more return (from the edges to the middle).

The issue is that this does not apply to the market, such processes simply do not exist there. It is related to physics, for example (some concentration of particles).

How it does not exist? Of course they exist. And it is a pleasure to play on them. And I am not the only one - recently Volchansky's topic was about scalping, as far as I understand a working trader. On larger timeframes there is some too.

 
There are, of course, return processes in the market. There are none whose recoverability is described by a price distribution. And to use the distribution of increments to estimate returns is the height of ignorance.)
 
secret:
Of course there are reversible processes in the market. There are no such processes, the returns of which are described by the distribution of prices. And to use distribution of increments to estimate returns is the height of ignorance.)

There is a return, and depending on the strategy, provides between 3-4 and 10 trades a day - all the time. There is a return, but no distribution? - It doesn't work like that. If there is a rebound, it should generate a distribution. But it's like in the anecdote: we have an ass, but we don't have such a word.

I've lost the picture on my computer. And somewhere on a forum a long time ago I posted it.

 
Yuriy Asaulenko:

There is a return, and depending on the strategy, provides between 3-4 and 10 trades a day - all the time. There is a return, but no distribution? - That's not how it works. If there is a rebound, it should generate a distribution. Otherwise it is like in the anecdote - there is an ass, but there is no such word.

I think the highlighted phrase is the main one.

 
Novaja:

I think the highlighted phrase is the main one.

It is wrong in principle.

 
Novaja:

How should it be? The other way round?

I don't know.) What's the other way round?

I remember an anecdote.

There is a conference of meteorologists.

Speaker: "Thanks to implementation of new mathematical models we managed to increase reliability of forecasts by 40%.

A remark from the audience: And you predict the opposite, you will get 60% at once.

 
Yuriy Asaulenko:

There is a return, but no distribution? - It doesn't happen that way.

I said 'not described'.

Example: the price distribution is close to uniform. And an even distribution of prices means there are no returns.

 

One love...

The theme of distributions is eternal and endless.