Can the SB chart be distinguished from the price chart? - page 23

 
Vizard_:

Cotier - thinned out. SB - dhs. Roughly speaking, of course (the charts are highly compressed).

Right, SB is uniform. That's great.

 
Oleg Papkov:

Put yourself in the shoes of a market maker of one rank. Why does he hang out there and market maker?

He is chasing stops and pending orders of the gaping ones.

He chases market orders too.

 
Andrei:

Market orders are also chased.

It chases attachments, what has already materialised, and what it has fixed and sees. He sees open orders, pending orders and stop losses, the whole set of market orders and orders. By placing liquidity he does not want to be in a loss for a long time. The goal is to be in profit like everyone else.

 
Vizard_:


It's not clear, it dampens the fluctuations weakly, and if you tweak it further, will there be a strong lag?

 
Novaja:

It's not clear, it doesn't damp out the fluctuations very much, and if you tweak it, will there be a big lag?

Anything worse than a Kalman filter is hard to find. But, if you want to, you can do that too. The main thing is an unbridled thirst for knowledge).

 
Yuriy Asaulenko:

Why is that? The criteria of random processes are satisfied by everything, including aircraft schedules and broadcast programmes, if you don't know them and can't find out in any way.

I've said it before. There are quite scientific methods for testing hypotheses. Use them and you'll find that the course of a price does not satisfy any of the distributions studied. All random distributions are based on the assumption that the factors determining them are independent. And indeed, if all market participants would act without looking at each other's actions - the price movement would follow one of the random distributions. In practice, it is the other way around. Market participants are always watching each other, at least indirectly through price movements, and often directly through fundamental data and news analysis.

 
Georgiy Merts:

I've said it before. There are quite scientific methods for hypothesis testing. Use them and you'll find that the price course doesn't satisfy any of the studied distributions.

And why (why on earth) should random processes satisfy anything studied, a distribution, say? SPs may not have any distribution at all.

SP is characterised by only one parameter - the degree of your ignorance. It may be quite deterministic, but to you it remains random.

 
The price chart is contagious and there is no way to distinguish))))) the SB chart, you can only cure))), but with no guarantee of results)))
 
Yuriy Asaulenko:

And why (why on earth) should random processes satisfy anything learned, a distribution, say? SPs can have no distribution at all.

SP is characterised by only one parameter - the degree of your ignorance.

What do you mean "have no distribution"? Yuri, that's like saying "A rectangle may not have any shape" or "An angle may not have any value at all". The law of the distribution is the relationship between values of a quantity (price or price increments) and their probabilities. And the statement that "a random process has no distribution at all" means that its values have no probability. Therefore, there is no random process.

 
Georgiy Merts:

What do you mean by "have no distribution"? A distribution law is the relationship between the values of a quantity (price or price increments) and its probabilities. And to say that "a random process has no distribution at all" means that its values have no probability. And hence there is no random process at all.

Here's an example. SB has no distribution at all.