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Instead of a square, we get a rectangle. And the corners show (approximately) the boundaries of Brownian price movement.
????? when Brownian motion and some of its boundaries is something, but not a rectangle :-)) This is the kind of maths that should "fly off the teeth". Like the multiplication table.
A figure quite close to a rhombus is obtained from seasonal volatility (day-week-month-quarter). And it will turn out to be a "deciphering" of Ghana's angles and grids without mystical squares and table twisting. You can statistically deduce
a robot trading on the principle similar to your screenshot:
Another way to get angles out of the price. Thanks to Grandpa Gunn.
Another way to get angles out of the price. Thanks to Grandpa Gunn.
strange angle value
Another way to get angles out of the price. Thanks to Grandpa Gunn.
The box (template) is much more convenient, because you get both price and time levels (cut-offs) at once. And within a day it is most accurate to quadrature the past movement, the smallest error in calculations is obtained.