Fractals, fractal structures, their graphic images + Canvas - page 5

 
Maxim Romanov:
By the way, my self-adaptive robot is built according to the fractal principle, i.e. it uses a pattern, but changes the scale of finding this pattern and it adapts perfectly to any instrument. On forex since 2008 with the same settings for 28 instruments it is stable and on the fund since 2013 on 28 stocks with the same settings it works out stably.
That's the appeal of identifying the fractal structure of the market, if it exists, of course. We find a fractal that has already been formed on a small timeframe, which starts a new large fractal in a larger fractal structure of the quote, the identification of which is a forecast of the future price behavior.
 
A fractal does not have to have any shape or regularity. Pure chaos is fractality itself, absolute self-similarity - equally chaotic on whatever scale of magnification you consider it.
 
Alexander_K:

Hi Alexey!

Yes, this is the right direction. It's not a self-similar structure, but rather to identify the market by working on different time scales. I am still of the same opinion - time is primary in the market. Time to observe the process, time between the quotes, etc. It all forms some sort of space-time structure. Maybe 3D-modelling in dynamics will help to understand it...

P.S. Looking at your work - everything seems right and canonical so to speak. (1) I hope to see your personal trading signal. Good luck!

Yes, you need to look for structure supported by solid statistics.

(1) I have not yet reached the level of signals and robots. Working in the nuclear industry I got used to making only quality - reliable products, there unreliable product or action leads to Chernobyl.

 
Dmitry Fedoseev:
A fractal does not have to have any form or regularity. Pure chaos is the very fractality, absolute self-similarity - equally chaotic on whatever scale of magnification one considers it.

However, the market is far from being chaotic. It is like an atomic energy structure - a set of potential pits with transitions between them.

 
Aleksey Ivanov:

Yes, you have to look for a structure backed up by solid statistics.

(1) I have not yet grown up with signals and robots. Working in the nuclear industry I got used to making only quality - reliable products, there unreliable product or action leads to Chernobyl.

I respect that. I used to make projects for nuclear power industry - I know your extremely high demands, very tough internal standards. Tired of handing them in :)))

 
Dmitry Fedoseev:
A fractal does not have to have any shape or regularity. Pure chaos is the very fractality, an absolute self-similarity - it is equally chaotic no matter what scale of increase one considers it.
Pure chaos can probably never be saddled and made to work for itself. It's like making a pact with the devil for some kind of preferences; in the end, he will cheat and take his revenge with the old woman anyway.
 
Aleksey Ivanov:
Pure chaos cannot be saddled and made to work for itself. It's like making a pact with the devil for preferential treatment; in the end, he'll cheat and take what's his with the old woman anyway.

My point is that even if the market is fractal, there may be no benefit in understanding it.

 

OK.

If we conditionally consider price behavior in a potential pit (flat) to be a fractal and take it as a dogma that one cannot make money on this process (though I'm not sure about it personally) - then there is the only way to make money.

Determine this space-time structure of the market, i.e. the notorious set of energy levels (potential pits) and earn only on transitions (trends) between them.

 
Dmitry Fedoseev:

My point is that even if the market is fractal, there may be no benefit in understanding it.

It is not impossible.
 
Maxim Romanov:
In other words a fractal is an unstable position that switches from one state to another in order to compensate for the remainder of the division. For example the Fibonacci Ratio tends to 1.618... but never reaches it, which is where the fractal self-similarity comes in.
The market has this too. In essence, the market is designed to distribute funds as evenly as possible between participants. And if there is no change in the number of participants and the volume of funds, then after a certain number of iterations the funds will become scarce. But there is an emission in the market (the currency is always simulated) and the number of participants changes, which interferes with the equilibrium distribution of funds and each time it causes imbalances.

In the markets, there are always situations where one fractal "absorbed" the formation of the opposite fractal structure, ie conditionally formed "gray zones" ( fractal areas) and here we can and need to monitor the dynamics of the prevailing trend, the complexity of analysis of gray zones that correction of one fractal structure may be extremum of the opposite fractal. On currency pairs the increased volatility may reach 95% in the correction, i.e. it is necessary to choose the TF for analysis taking into account the statistical average noise.