Fractals, fractal structures, their graphic images + Canvas - page 8
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Mm-hmm.
Well, if anyone is interested in my opinion, then market fractal should be understood as a set of data in a certain sliding time window. If one finds such a window(s) in which probability densities of prices/increases show the same behaviour over a long history, then such a spatio-temporal structure can be considered self-similar.
In the cartoon it should look like this - the density "fluctuates" relative to the expectation, then the tail pulls out, then the distribution peak shifts to the tail. There should not be any multimodality etc. If such a window is found, then it is a mere trifle to squeeze profit out of it.
IMHO - this dynamic window = period of a trading session.
In the cartoon it should look like this - the density "fluctuates" relative to the expectation, then the tail pulls out, then the distribution peak shifts to the tail. There should not be any multimodality etc. If such a window is found, then it is a mere trifle to squeeze profit out of it.
IMHO - this dynamic window = trading session period.
This picture is observed on all moving windows, just the probability density must be found correctly.
This pattern is observed on all sliding windows, it's just that the probability density needs to be found correctly.
Mm-hmm. I'm a little unsure. I'd like to see it. OK, I'll do it myself sometime.
Mm-hmm. I'm a little unsure. I'd like to see it. All right, I'll do it myself sometime.
Suggest a way to do it. I suggested this option, but it's the problem with tracking density, if it needs to be tracked at all, maybe it will work. I haven't made it yet because I haven't finished the full theory. I'm afraid it may turn out to be a bit confusing.
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Fractals, Fractal Structures, their Graphical Images + Canvas
Maxim Romanov, 2019.03.07 16:40
I developed the first one a long time ago. We create a window of n points vertically, divide it by 2 and start working in the middle. If price has made a step up, then we draw a vertical line up and if price has made a step down, then we draw a vertical line down. If price made a step upwards by 5 points and the next step down by 7 points, we draw a vertical line downwards and make the line a bit darker where the price was 2 times. In other words, we divide the palette into gradients and the more times the price has been at a certain point, the darker the pixels there. When the amplitude of the price becomes larger than the size of the window vertically, we start a new line, to the right of the previous one. You should get something like this:
There are several variants of work: 1- the next vertical line start from the middle or from the bottom if the price is up, or from the top if the price is up, but invert the direction of movement in the next line (if the price is up, then draw down). Ideally, you should get a long line bounded by the vertical dimensions of the screen in pips and folded in several times
2- if on the new line the price has gone backwards, go to the previous line or not. I myself am inclined to go to the previous line, but it's better to make an adjustment and see how it works.
This way we will be able to clearly see how the price visits some points, creating thickening of lines and maybe see the pattern. All operations should be done point by point, if a candle came but price didn't move, then no step was made. In the settings, set the step size in pips, below which the movement is ignored.
The coloring can be done not only with the gradient from light to dark, but also with the colour from old. The more time has passed between two visits of the same point, the more the colour can move around the palette. Since time is not taken into account here, it is better to count steps done. Suppose, if price was at this point 2 steps back, then colours are similar, but if 100 steps, then it shifts from red to purple on the palette.
I even did a ToR for this long time ago, if you need it I'll look for it.
Mm-hmm. I'm a little unsure. I'd like to see it. OK, I'll do it myself sometime.
In the next couple of weeks I'm just planning to finish development of dynamic indicator that measures probability densities in floating windows and in floating timeframes. I want to get something like what you mention to complement a self-adaptive robot.
is a fractal function on a graph
If it looks similar, then it's trading.Where on the graph is the function, especially the fractal function? I see circles and lines with labels on them. And what is being compared with the quotes?
Could it just be the recognition of some kind of pattern?
Where is the function on the graph, especially the fractal function? I see circles and lines with labels on them. And what is being compared with the quotes?
Could it just be recognising some kind of pattern?
Weierstrass-Mandelbrot chart, they put lines on it to memorize the whorls on the chart, which one follows which one.
the chart itself is compared to the quotes, sometimes surprisingly similar, i.e. you can predict the future, sometimes they diverge... but overall it's fun
the Weierstrass-Mandelbrot graph is there, they put dashes on it to memorise the curves of the graph
the chart itself is compared to the quotes, sometimes surprisingly similar, i.e. you can predict the future, sometimes they diverge... but overall it's fun
Pattern recognition and no fractal mystique.
the Weierstrass-Mandelbrot diagram there, they put dashes on it to memorise the whorls of the diagram, which one follows which one.
the chart itself is compared to the quotes, sometimes surprisingly similar, i.e. you can predict the future, sometimes they diverge... but on the whole it's fun
Pattern recognition and no fractal mystique.
But the pattern is fractal.