Laboratory - statistical analysis of price charts. - page 6

 

It is also interesting to take a sample not of 100 intervals, but by time = a week and see.

Also, what is interesting, I tried to analyze the zigzag price spread, but there was no clear structure there (like with hourly candlestick spreads), but there is with time intervals. How it is!

 
Evgeniy Chumakov:

It is also interesting to take a sample not of 100 intervals, but by time = a week and see.

Also, what is interesting, I tried to analyze the zigzag price spread, but there was no clear structure there (like with hourly candlestick spreads), but there is with time intervals. How it is!

Even more interesting would be to look at a sliding sampling window of 500-1000 knees.
 
Evgeniy Chumakov:

It's also interesting to take a sample of not 100 segments, but by time = a week and see.


It's not so pretty there.

Anatolii Zainchkovskii:
Even more interesting would be to look at a sliding sampling window of 500-1000 knees.


Let's see 500, 1,000 might be too much, not enough history.
 
Anatolii Zainchkovskii:
It will be even more interesting to look at a sliding sampling window of 500-1000 knees.

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Evgeniy Chumakov:

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3:00 and 7:00 p.m. are enchanted.
 
Evgeniy Chumakov:

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8:00 Most Trending Hour for Eurobucks
 
Anatolii Zainchkovskii:
3:00 and 7:00 p.m. are just like the enchanted ones.


Wait, there's a mistake in my formula ;) I took the time of the right extremum to determine the hour, or rather the left extremum, so to speak the time of the start of the segment.

 
Evgeniy Chumakov:


Wait, there's an error in my formula ;) I took the right extremum time to determine the hour, or rather the left extremum time, so to say the start of the segment.

))) happens.
 
Anatolii Zainchkovskii:
)))) happens


Reworked, the hour was taken by the starting point of the segment.


 
Evgeniy Chumakov:


I've redone it, the hour is based on the starting point of the segment.


It would be more obvious not to use the formula. That is, a histogram would be drawn using the initial values. So that the bars show the time.
Your formula uses an average time and calculates each column in relation to it.