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Is it maths for you?
It's elementary.
Find the average and calculate the RMS from it.
Calculate the RMS density, and compare it to the historical RMS (average, maximum...).
I'm not sure about the best point - if you know the direction, what if you don't?
And why do you need a direction if you know that after compression - there will be decompression and there are only two options :))) And it's also, as one respected person said, as inevitable as taking a piss. Don't you want much if you already know almost everything you need to know?
Right - why do we need direction?
And what do we do if we miss, and what do we do if it's a false-break, and if it's a double-edged swerve - nonfarms, bets...
and 10 times the stop?
You can see the squeeze as it is, but the squeeze can be today, a month, a year, and well over two presidential terms.
Besides, the probability is defined here, not the best priced point.
The task is by definition unsolvable - the point was defined - and the price passed on, or did not reach it.
Well, we have determined the point, but the questions remain
1) direction, and if there are two directions, we should have at least two points if the price is considered.
2) Stop, their number
3) lot with respect to point 2
4) And where to place the take profit.
You've guessed a couple of times - what is the payoff?
Yes, bollinger as a special case or a set of bollinger, you can also count the amplitude of candlesticks, there are a lot of similar variants.
The principle is the same.
The terms of the problem don't say - over what period is the compression determined, and what is the strong movement - in grams or litres? or inches? parrots?
And with what accuracy is the point defined, along which axis?
Anyway, end the trolling and here goes:
compression in period T = A/B
Missed everything. Compression and entry point is determined by one standard indicator
Tick volume?
Roma, you're one of only two people on this forum who know a bit about something.
You tell me from your point of view, you can make money ????.
That's a lick, let's put it bluntly, a blow job.
What a lick, let's face it, it sucked.
Is it maths for you?
It's elementary.
Find the average and calculate the RMS from it.
Calculate the RMS density, and compare it to the historical RMS (average, maximum...).
In my opinion this is not enough. You need to look at how small the spread (difference between maximum and minimum prices) is for a given variance of increments. Otherwise, seasonal fluctuations in volatility can be mistaken for compression.
In my opinion, this is not enough. We need to look at how small the spread (the difference between the maximum and minimum prices) is for a given incremental variance. Otherwise, seasonal fluctuations in volatility can be mistaken for compression.
almost seems to be true.
we need to identify seasonal variations in volatility,
and if the current volatility on the selected and lower timeframe (on both at once) is significantly less than expected by season, then apparently we have "compression" (unformalized term introduced by TS at the beginning of the topic).
almost seems to be true.
We need to identify seasonal changes in volatility,
and if the current volatility on the selected and lower timeframe (on both at once) is significantly less than expected by season, then apparently we have a "squeeze" (an informal term introduced by TS at the beginning of the topic).
Modified SB (with volatility periodically dependent on time) is a tricky thing. Like the original SB, it is impossible to make money on it (except, purely theoretically, on options), but it may well "draw" something similar to seasonal patterns.