Looking for patterns - page 147

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CHINGIZ MUSTAFAEV:

What about leverage?

taken into account

But I have 1,000, converted to 100.

 
Roman:

Ahh, well, if you count like that, then yes.

percentages do give more concrete figures for TC than RMS.

for example, if we take into account the two crises of 2008 and 2014, we can estimate the maximum risk (in the previous example it was 10%)

Again it is a percentage

 
Evgeniy Chumakov:


I posted once and there was a histogram (if that's essentially correct, maybe not).

If I understand correctly, trendiness = updating extrema / flatness respectively movement within a dynamic sampling channel.

No. There are no updates of highs at all, nor is there any price direction.
How do you determine the maximum...? it's always different on different charts and scales, the answer is no way - they just don't exist.
What we know for sure is that there is a move in the beginning and then a pullback. Without the movement there is nothing. That is why first a trend order system should work and then a flat order system should back it up.
 
Evgeniy Chumakov:


I posted it once and there was a histogram (if that's essentially correct, maybe not).

If I understand correctly, trendiness = update of extremums / flatness respectively movement within a dynamic sampling channel.

This is roughly how it should be in practice - I just sketched it out.

 
Renat Akhtyamov:

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 adherent of capital turnover and profitability, so I have put it aside for now.

I have a question, I use 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, you can multiply something else, or divide by 2.7182818285, or 3.14 and pennies.

You know, there is a monument to Salavat Yulaev in Ufa. A masterpiece, a magnificent monument. The rider staring ahead over the river either Adel or Agidel, in short - over Belaya.

All weddings attend this monument at the television centre, but the trouble is that it stares straight ahead over the river, it is impossible to get there.

For that reason all weddings in Ufa are photographed against the background of Salavat Yulaev's horse's genitals. A regularity?

 
Алексей Тарабанов:

Renat, you could multiply something else, or divide by 2.7182818285, or 3.14 and pennies.

You know, there is a monument to Salavat Yulaev in Ufa. A masterpiece, a magnificent monument. The rider staring ahead over the river either Adel or Agidel, in short - over Belaya.

All weddings attend this monument at the television centre, but the trouble is that it stares straight ahead over the river, it is impossible to get there.

For that reason all weddings in Ufa are photographed against the background of Salavat Yulaev's horse's genitals. A regularity?

against the background of the square root of sigma=13 is not climactic?

;)

 
Renat Akhtyamov:

against the square root of sigma=13 isn't climactic?

;)

I drink vodka too, but you're disturbing me. Slow down, please.

 
Алексей Тарабанов:

I drink vodka too, but you're disturbing me. Slow down, please.

I've been told that stats are cool.

I'm trying, but it's a dynamic thing.

like stretching the levels, for example, (unlikely, but unlikely)

it's not really a bad thing

and... I don't drink

here's a cooler screen

the number of breakdowns up/down is the same, there's really something to it...


;)

 
Whatever you say.
 
Алексей Тарабанов:
If you say so.

And the fact that the average fell just slightly short of zero shows that the time series is stationary and that there is a spread

because in 4pc the chart is not drawn with price (asc+bid)/2, it is drawn with bid

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