Laboratory - statistical analysis of price charts. - page 3
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These are the average intraday values of the rising bars:
These are the average intraday values of the descending bars:
These are the average intraday values without any bars:
It's just a matter of identifying the unknown (on an unformed candle) min, max and colour of the candle.
Inside the candlestick itself, you can form a lot of candlesticks with the same patterns...
I agree)
I would need to analyze the currencies, maybe there is a pattern in the volatility of some currencies at certain hours more than others, but I am too lazy for now. I don't know how to approach the question in the right way.
Tried it, small difference to Australian dollar, yen, which is logical, these currencies are actively traded during the Asian session. Significant difference between forex and stock market)
Tried it, small difference to Australian dollar, yen, which is logical, these currencies are actively traded during the Asian session. Significant difference between forex and stock market)
On arbitrage?
To arbitrage?
Bruderischer :)
As you can see the tick charts (experience 1) and volatility charts (high - low spread, experience 2) are similar, which is logical, and therefore whether the amount of ticks coincides with the lower timeframe or not is not so important. Probably ... ))
Everyone can repeat such experiments and draw conclusions.
It's better to discuss how to apply the information to good use... or without benefit and it can be - it's even more likely ;)
Repeating experiments on the data you say someone draws on the number of ticks is an interesting idea. You could also take data on the number of ticks straight from a random number generator. Did you create this "lab" thread to demonstrate that there is no benefit to conclusions drawn from using misinformation instead of information?
PS. At the same time, analysis of volatility dynamics, for which the data is the quotes themselves, is welcome. I offer the help of intraday dynamics analysis by the minute https://www.mql5.com/ru/forum/221552/page19#comment_6168925, which reveals in particular the opening moments of forex sessions in different time zones of the planet https://www.mql5.com/ru/forum/221552/page19#comment_6170686. Yes, I also think that instead of an arbitrary moving window size of 100 hours it would be better to take 120 hours - a quotation week, a real tangible time range on retail forex.
Vladimir:
Did you create this "lab" thread to demonstrate that there is no use in drawing conclusions based on using misinformation instead of information?
It's not my fault that there's nonsense about the total number of ticks from lower TFs per hour? I just did a study on the data I have in my terminal and that's all, and then only found out (and I remembered) that there's a different tick rate.
But even so, the graphs for different time intervals show consistency in tick intensity at different times, i.e. it doesn't change.
If ticks were drawn as they are, there would be no such thing. Or would it not?
You can analyze it on different DTs, then the 'drawn' for each one will be different, but if the structure repeats then the truth is there. But I don't want to do it.