Looking for patterns - page 61

 
Alexander_K2:

Perhaps... I don't know... In any case, years later, I find something of what the Wizard tried to tell me quite curious. But there's no one else to ask... As usual, I told him something like, "Mind your own business, you pencil pusher," and he was gone. Ugh...

Looks like the man's a ranger-bar trader. And that series of increments he threw at you is ranger-bar claws.

the grey line is somehow a certain weighted average price. the top and bottom are lilac lines, probably 3 standard deviations away.

when the price breaks through the support line, it becomes a resistance line.

at the bottom there are some volumes, I don't know if they are ticks or what.

 
danminin:

it looks like the man is trading on ranged bars. and that series of increments he threw at you are ranged bar clauses.

the grey line is somehow a certain weighted average price. the top and bottom are lilac lines, probably 3 standard deviations away.

when the price breaks through the support line, it becomes a resistance line.

at the bottom there are some volumes, I don't know if they are ticks or what.

Yeah, looks like it.

 
Alexander_K2:

Well, it's not that simple... I was looking at THEIR series of increments. They look like this:

The price series is usual - nothing special, only bars are formed in a peculiar way. But the increments between OPEN (or CLOSE - I don't remember anymore...) bars have that unusual appearance.

What is abnormal about these series? They are absolutely ordinary series of increments.

 
Alexander_K2:

Perhaps... I don't know... In any case, years later, I find something of what the Wizard tried to tell me quite curious. But there's no one else to ask... As usual, I told him something like, "Mind your own business, you pencil pusher," and he was gone. Ugh...

Alexander, don't be upset, the "Wizard" was trying to sell you on his mistake. When I checked the data source of TS of this branch, I downloaded EURUSD 15 min data of Alpari 1993-2020 by chance and checked conclusions of https://www.mql5.com/ru/forum/134424#comment_3415668 about detecting two processes by the appearance of the second distribution curve on the frequency histogram by a fragment of it. In short - nonsense. The largest jump in the Close rate in the period from 01.06.2001 to 01.06.2011 was in 15 minutes, from 16:00 to 16:15 on 18.03.2009, from 1.3111 to 1.3333, by 222 points; it is not a bust. So the histogram drawn by MathCAD on such data was about 450 points. Therefore, when the number of points in the histogram goes to values greater than 400 (500, 600, 700) and there are parasitic points - rare (five digits) sizes of increments, because Alpari sometime a year before 2011 just moved to 5 digits of quoting. The "Wizard" himself doesn't even remember at what range he built the histograms:

Start of quote

Sergey2011.07.06 13:44#57AR

Avals:

For 10 years alps, some of the data is 4-digit (reduced to the 5th digit), some is really 5-digit. Do you have a histogram of increments in 0.0001 or 0.00001 increments?


The 5th digit was introduced not so long ago (maybe a year or even less) and generally speaking it doesn't affect the result.You can tell by the dynamics of alpha and omega if you look at them closely. The step of the histogram is greater than 0.0001, I can't say exactly now, but the phenomenon appears at the number of sites 500, i.e. roughly speaking Max(Open)-Min(Open) divided by 500. It would hardly even have an effect if the variable was continuous.

PS: "Histograms" are not built by me, but by MathCAD. You might be surprised, I know how to build them as well. I don't think you need to look for a histogram construction error, just check on the data.

End of quote
Феномены рынка
Феномены рынка
  • 2011.07.05
  • www.mql5.com
Решил вот такую веточку организовать, надеюсь, коллеги поддержат (из тех кто не очень жадные до знаний :о), и так же будут выкладывать какие то наб...
 
Vladimir:


Unbelievable!

Vladimir, are you saying that it was some kind of pattern (or a mistake in the filter?) exactly in the quote stream from Alpari? Yes, yes, that Wizard was working with data exactly from Alpari...

Now that's a yes! You are debunking one of the secrets of the market that has only been discussed behind the scenes under the strictest of secrecy!

Of course, I partly know who you are, but ... What you've told me about yourself is obviously not enough.... You seem to be a real market warrior.

I don't doubt for a second that you already have the Grail. If not - I ask you to participate in my research of my own market time, in order to reveal the Palm stream, which should be used for trading. If you are interested in this issue - I will email my data in this area, with a request that you check it out.

 
Alexander_K2:

Unbelievable!

Vladimir, are you saying that it was some kind of pattern (or a mistake in the filter?) exactly in the quote stream from Alpari? Yes, yes, that Wizard was working with data specifically from Alpari...

No, I'm saying that the points on the histogram, taken as points of the second process, came from the first, and the second is not on it. Read the whole thread to which you yourself are referring. Another version was suggested there, called interference. Or that is the name of the effect of parasitic dots appearing. The border of histogram splitting in 500 parts corresponds just to the transition from the step of 1 point to smaller values. I have no grail, but I do my own research.

 
Alexander_K2:


THEY argue that the quotation process we see is the sum of the two sub-processes.


Naturally, because there are two currencies in relation to each other.

Increase in the ratio of two currencies = (Increase in currency A) + (Increase in currency B * -1)

 
No one is looking for a pattern anymore... They must have found it, and then they're out of the woods... No one wants to share the grail...
 
Alexander_K2:
No one is looking for a pattern anymore... They must have found it, and then they're out of the woods... No one wants to share the grail...
You don't look for patterns, you look for exceptions, then the cuckoo will come back
 
Vladimir Baskakov:
One should not look for regularities but for exceptions, then the cuckoo will come back

:))) Grandpa, you're so concerned about my health that I'm a little touched... Don't be sad, your grandson Sasha will cry for a while and go looking for an exception. (Or maybe - adventures?! Some kind of exceptions... These grandfathers are hard to understand - they get confused and talk...)