A topic for traders. - page 182
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You may live as you wish, but why bring it all up on the forum, you have not become a better trader because of it
Volodya, I am not trading at all. My daughter trades for herself and for me.
It has long been noted: the more hopelessly dull life is, the more massive and ridiculous the lies, it is hyper-compensation, and as they fall socially they even lose sight of how ridiculous and miserable these fables look from the outside... the universal laws of the marketplace, the millionaire kids... It's just a circus... 😏
Have you tried looking on the internet?
Volodya, I am not trading at all. My daughter trades for herself and for me.
State bro.
Nothing to it. We don't lure investors.
Nothing to it. We don't lure investors.
I don't like pictures with only text, but in this case it is an exception. It's very appropriate.
And the "bile" is just plain jealousy. Some people are lucky enough to pocket $10K a month in unearned money... I don't.
...
Drimmer is right in this thread - you have to at least talk a little bit about theory.
A staunch proponent of Gunn's theory, Matrix, always justifies his decisions and deals. All his explanations boil down to the construction of some non-linear spatiotemporal market metric, and then it's up to you. And it is beautiful. Fascinating, I would say. And to simply reason that one wave will be followed by a second one... No, not that...
Need to dilute the thread!
To continue the topic of relative hourly volatility of currency pairs:
This is what relative hourly volatility looks like for the EURUSD pair.
The histogram is stable and does not change over time, i.e. the bars will be in such a position relative to each other even after a week, a month, a year ...
What's in the bottom picture?
I decided to plot the sum of this volatility from 00:00 to 23:00 and the boundaries of the cocoon for this sum (cocoon = abs_sum/n).
What is interesting is that at 08:00 the sum exactly corresponds to the negative value of the lower deviation ( cocoon = 3 * [abs_sum/n] ) and then reverses to an increase in volatility.
What are the conclusions? Can't formulate ....
Need to dilute the thread!
To continue the topic of relative hourly volatility of currency pairs:
This is what relative hourly volatility looks like for the EURUSD pair.
The histogram is stable and does not change over time, i.e. the bars will remain in this position with respect to each other even after a week, a month, a year ...
What's in the bottom picture?
I decided to plot the sum of this volatility from 00:00 to 23:00 and the boundaries of the cocoon for this sum (cocoon = abs_sum/n).
What is interesting is that at 08:00 the sum exactly corresponds to the negative value of the lower deviation ( cocoon = 3 * [abs_sum/n] ) and then reverses to an increase in volatility.
What are the conclusions? Can't formulate ....
Need to dilute the thread!
To continue the topic of relative hourly volatility of currency pairs:
This is what relative hourly volatility looks like for the EURUSD pair.
The histogram is stable and does not change over time, i.e. the bars will remain in this position with respect to each other even after a week, a month, a year ...
What's in the bottom picture?
I decided to plot the sum of this volatility from 00:00 to 23:00 and the boundaries of the cocoon for this sum (cocoon = abs_sum/n).
What is interesting is that at 08:00 the sum exactly corresponds to the negative value of the lower deviation ( cocoon = 3 * [abs_sum/n] ) and then reverses to an increase in volatility.
What are the conclusions? I cannot formulate ....
there are 2 points :
One - when you invent new terms, give them definitions. What is "relative volatility"? Apparently something that can take negative values :-) Market trading activity (i.e. ticks) is really a constant and unchangeable thing. And everyone sees graphs like yours every day, but is surprised all the time. And so are its consequences, which by the way are recorded in all trading reports. All reports have an almost exact "replica" of this pattern in terms of "time trades and time profit/loss".
The second is the choice of reference point. Why does everyone start with 0:00? It's not only different for everyone, but also on top of the rollover, around which the readings can't be trusted. (in your own graph) take 5 - it is a much better choice, which puts everything in its place