Looking for patterns - page 274
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Speaking of days of the week, kind of a riddle :
In the H1 picture the (almost)typical average of hourly candles. (i.e. the average value, excluding extremely large and too small)
what day of the week are the circles marked with ?
sometimes the stats are shaved really badly here ;)
once upon a time i used to do this:
the average length of the upper spire, the lower spire, the body.
don't discard anything
by the way, the signal is not bad
4 tries left :-)
I'm not playing guess the tune) each instrument has its own and different periods of activity, just export H/L of daily, hourly, minute candles and you will see for yourself
It's like that with these all the time...
I've noticed a couple of times with my broker, not so strong of course, but enough for the robot to react or to knock out a stop.
I also noticed that once a week they correct the charts, i.e. they delete some minute bars from the history, I think it's a quote session, I'm not sure.
are suddenly Tuesdays. With minimal statistical difference, but more than a margin of error.
A rather simple natural justification for this - Monday is a rather fuzzy day, it digests the news background from the weekend,
on the same Monday geographical markets enter unevenly/simultaneously, and more joint action occurs on Tuesday.
apparently that is partly why if Tuesday hits, it will hit :-) hence the "black Tuesdays".
the statistical difference is small, but it's there.
I wonder how one even makes money on intraday volatility fluctuations? A binary options straddle?)
Been thinking a lot about this too - it's really fascinating. Maybe breakout schemes, with a floating breakout level depending on the previous average volatility level, say for a week?
I've noticed a couple of times with my broker, not so strong of course, but enough for the robot to react or to knock out a stop.
I also noticed that once a week they correct the charts, i.e. they remove some minute bars from the history, I think it's a quotation session, not sure.
I don't know if it's true, but they do it in the kitchens and they use outdated software. It's not enough that they are kitchens and they are stingy with money for new software.
I've been thinking a lot about this too - it's really fascinating. Maybe breakout schemes, with a floating breakout level depending on the preceding average volatility level, say for a week?
In my opinion, if there is no trend, increments are independent and volatility only depends on time, then only option strategies can work (if they exist and are cheap enough).
It's like that all the time with these...
They don't like you, you probably took a lot of money from them, so they're getting revenge).
In my view, if there is no trend, increments are independent and volatility only depends on time, then only option strategies can work (if they exist and are cheap enough).
In my opinion you are assuming highly idealised conditions. If a quasi Ornstein-Uhlenbeck process existed on any pair, a local fan of these comrades wouldn't know where to stash bags of cash.
I wrote about real pairs.
In my opinion, you are assuming highly idealised conditions. If there was a quasi Ornstein-Uhlenbeck process on any pairing, the local fan of these comrades wouldn't know where to stash the bags of cash.
I wrote about real couples.
That is the task, to find meaningful differences between real prices and such models. More precisely, to be able to isolate periods of time when there are such differences.
A SB with volatility fluctuating with time is a very insidious thing. It is easy to see what does not exist - trends, flats, correlation of increments or even clusters of reversals. If you make transformations that reduce such a process to a normal SB, all these things usually disappear. Unfortunately, real prices transformed in the same way also become similar to ordinary SB. But this only indicates that we have to dig in some other direction.