Fractals, fractal structures, their graphic images + Canvas - page 17

 
Maxim Dmitrievsky:

the article does not claim to be original, in particular this Russian version about recurrence plots, which have long been described and have a primary source. But on the whole the topic is interesting.

Maybe Nikolay will draw them in Kanvas, they look cool )

Man, I can't see what to latch on to yet.

I can't see the self-similarity of the price structure.

And, as they say, "all coincidences are coincidental".

I do not want to reject fractals at all, but I am willing to put them on a distant shelf.

 
Nikolai Semko:

Man, I can't see what to get hold of yet.

I can't see the self-similarity of the price structure.

And, as they say, "all coincidences are random".

I do not want to reject fractals at all, but I have a desire to put them on a distant shelf.

:) And you will not. The market, in the classical sense, is not self-similar, I'm already tired of writing about it. Perhaps we need to move to other space-time continuums...

 
Nikolai Semko:

Man, I can't see what to get hold of yet.

I can't see the self-similarity of the price structure.

And, as they say, "all coincidences are random".

I do not want to reject fractals at all, but I would like to put them on a distant shelf.

It was not even a small footnote that self-similar structures are difficult to predict, if predicted at all.

the main difficulty is that self-similar doesn't mean identical but similar by some criteria

the most recent fractals:


To see that it really is a fractal, one part of it (to the left of the blue dot) has to be mirrored and superimposed on the right one.

It's like those holograms in the pictures - you have to stare into the nonsense for a long time to see the camel


 
Maxim Dmitrievsky:

It's just that they didn't add even a little footnote that self-similar structures are also hard to predict, if predicted at all.

the main difficulty is that self-similar does not mean identical, but similar by some criteria

the most recent fractals:


To see that it really is a fractal, one part of it (to the left of the blue dot) has to be mirrored and superimposed on the right one.

It's like those holograms on pictures - it's necessary to stick into nonsense for a long time to see a camel


We are already seeing this in history.
But how would one learn at least at the initial stage to detect them (at the stage of formation of the second fractal)?
Ps: I would turn the second fractal clockwise by 180 degrees.
 
Roman Kutemov:
We already see this in history.
But how would one learn to detect them, at least at the initial stage (at the stage of forming the second fractal)?

I don't know, my perception is intuitive, not systematic. If you can see similarities, you can continue into the future by mental extrapolation.

 
Roman Kutemov:
Ps: I would turn the second fractal clockwise by 180 degrees.

Yes, that's what I meant, it doesn't matter which way, as long as it's upside down

 
Maxim Dmitrievsky:

It's just that they didn't add even a little footnote that self-similar structures are also hard to predict, if predicted at all.

the main difficulty is that self-similar does not mean identical, but similar by some criteria

last phrases:

These similarities are found quite easily and fairly quickly. But the problem is that we expect, once we find them, the similarity to continue. But as a rule the probability of continuing such similarity is less than 50%.

Maxim Dmitrievsky:


To see that it is real fractal one part of it (left of blue dot) should be reversed and placed on the right one.

It is like those holograms in pictures - it is necessary to stare into nonsense for a long time to see a camel.

Apart from the camel I can also see mountains with the word Chelyabinsk, a Father Christmas, a Christmas tree and a bag of presents. :))

 
Nikolai Semko:

These similarities are found quite easily and fairly quickly. But the problem is that we expect, once we find them, the similarities to continue. But, as a rule, the probability of such similarities continuing is less than 50%.

Apart from the camel, I see some kind of Father Christmas and a couple of Christmas trees - a big one and a small one. :))

Usually looking for the end of such a structure, in anticipation of a reversal. And the target is always on the centre (the green dot). Doesn't always work, yes, I have to play with stops, re-set. I don't know how to automate either.

The blue dot... yep, color-blind.

not a camel there, yeah, I just remembered that I saw a camel a long time ago :) Didn't even get a good look at that one.

 
Maxim Dmitrievsky:

usually looking for the end of such a structure, in anticipation of a U-turn. And the target is always on the centre (green dot). Doesn't always work, yes, I have to play with stops, re-set. I don't know how to automate it either.

Not a camel there, yeah, I just remembered that I've been watching a camel for a long time :) Didn't even get a good look at this one.

100% camel, the mountains, "Chelyabinsk", Father Christmas, a fir tree, a bag of gifts. I can easily see pictures like that.

 

If we consider prices as multifractal, we should build their multifractal spectrum. I don't see much point in doing this, as the result only depends on how many and which flops/trends are in the calculation window.

Prices are not a time series with a fixed lag, but rather have continuous time. Therefore it is better to count not with the RS method, but with a method close to Pastuhov's H-volatility. Essentially, this means plotting the sum of the moduli of price gains on the zigzag as a function of the zigzag parameter.