Looking for patterns - page 145

 
CHINGIZ MUSTAFAEV:
You don't have to hold out at all - you just go in all directions in the trend and that's it.
I told you the market has no direction and never will.
Believe it or not.
all directions along the trend, you'll get a negative lock.
 
Renat Akhtyamov:
all directions in the trend will have a negative lock
What is negative lock and what trend are we talking about?
 
CHINGIZ MUSTAFAEV:
What is a negative lock?

top buy, bottom sell

it is the basic pattern that the quote seeks to achieve

 
Renat Akhtyamov:

top buy, bottom sell

this is the basic pattern that the quote seeks to achieve

Again with the tales of the menacing puppet? grown-ups...
 
CHINGIZ MUSTAFAEV:
More tales of the formidable doll?

look at your place, it's true.

I don't doubt it one bit.

;)

 

CHINGIZ MUSTAFAEV:

The algorithm should be self-adaptive with respect to sampling.


I posted once and there was a histogram (if this is correct in essence, maybe not).

If I understand correctly, trendiness = extremum update / flatness respectively movement within the channel of the dynamic sample.

 
Roman:

You can track by increment statistics one way or the other, as well as by the rate of increment.
Dig in that direction.

Vobschem I had to reject the pair closing the triangle, although I took it too, because there is a trend/float problem, because it behaves as a single, which leads to the stationarity breakdown.

Didn't have time to run into any problems, but judging by the history, the problem is obvious.

Now you can try the SCO counting....

The system has gone, no complaints...

It's been 10 years with no use, geez.......

Managed to overdo the order system in the meantime, but it's flaky.

 
Renat Akhtyamov:

So I had to drop the pair, closing the triangle, although I took it too, because there is a trend/float problem, because it behaves as a single, which leads to the breakdown of stationarity.

Didn't have time to run into any problems, but judging by the history, the problem is obvious.

Now you can try the SCO counting....

The system has gone, no complaints...

It's been 10 years without any use, damn it.......

Managed to overdo the order system in the meantime, but it's flaky.

The order system isn't flaky, it just requires a very cheap instrument and a huge amount of capital, and you're a market maker then ))
Again, markets are not limited to just currencies, that's the point, find and build a model anywhere, on anything.
The system is completely universal, with great capital intensity.

 
Roman:

The order system is not flaky, it just requires a very cheap instrument and a huge amount of capital and then you are a market maker ))
Again, the markets are not limited to just currencies, that's the point, find and build a model anywhere, on anything.
The system is completely universal, with great capital intensity.

I agree, it needs a lot of capital.

I have had such a system for about a year now, but still, with an awesome sudden infleash, when the price increases several times, it's still out.

I am an advocate of capital turnover and profitability, so I have put it on the back burner for now.

There is a question, I am using statistics...

max deviation let's say +13/-13, variance squared turned out to be about 13, levels +3.6/-3.6 or how to apply the calculation?

or do you have to take the root of sigma from mu in both directions three times, I don't get it?
 
Renat Akhtyamov:

I agree, it needs a lot of capital.

I have had such a system for about a year now, but still, with a great sudden infleash, if the price increases several times, it's still out.

i am an adherent of capital turnover and profitability, so i have put it aside for now.

i have a question, i use statistics...

I use statistics... max deviation let's say +13/-13, variance squared is about 13, levels are +3.6/-3.6 or how should I apply the calculation?

or do you have to take the root of sigma from mu in both directions three times, I don't get it?

Yes, if you take the square root of the variance, you get a sko.
You can just divide your series by std than you get zscore.